ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 119-100 118-220 -0-200 -0.5% 119-050
High 119-100 118-220 -0-200 -0.5% 119-220
Low 119-100 118-220 -0-200 -0.5% 118-310
Close 119-110 119-070 -0-040 -0.1% 119-110
Range
ATR 0-164 0-168 0-003 2.0% 0-000
Volume 157 2 -155 -98.7% 195
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-277 119-013 119-070
R3 118-277 119-013 119-070
R2 118-277 118-277 119-070
R1 119-013 119-013 119-070 118-305
PP 118-277 118-277 118-277 118-262
S1 119-013 119-013 119-070 118-305
S2 118-277 118-277 119-070
S3 118-277 119-013 119-070
S4 118-277 119-013 119-070
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-157 121-043 119-236
R3 120-247 120-133 119-173
R2 120-017 120-017 119-152
R1 119-223 119-223 119-131 119-280
PP 119-107 119-107 119-107 119-135
S1 118-313 118-313 119-089 119-050
S2 118-197 118-197 119-068
S3 117-287 118-083 119-047
S4 117-057 117-173 118-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-220 118-220 1-000 0.8% 0-026 0.1% 53% False True 34
10 119-280 118-220 1-060 1.0% 0-013 0.0% 45% False True 27
20 120-130 117-140 2-310 2.5% 0-040 0.1% 60% False False 30
40 120-130 113-260 6-190 5.5% 0-048 0.1% 82% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 118-220
2.618 118-220
1.618 118-220
1.000 118-220
0.618 118-220
HIGH 118-220
0.618 118-220
0.500 118-220
0.382 118-220
LOW 118-220
0.618 118-220
1.000 118-220
1.618 118-220
2.618 118-220
4.250 118-220
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 119-013 119-067
PP 118-277 119-063
S1 118-220 119-060

These figures are updated between 7pm and 10pm EST after a trading day.

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