ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 120-060 120-240 0-180 0.5% 118-220
High 120-190 121-030 0-160 0.4% 120-190
Low 120-050 120-220 0-170 0.4% 118-220
Close 120-160 121-050 0-210 0.5% 120-160
Range 0-140 0-130 -0-010 -7.1% 1-290
ATR 0-168 0-169 0-002 1.0% 0-000
Volume 199 49 -150 -75.4% 347
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 122-063 122-027 121-122
R3 121-253 121-217 121-086
R2 121-123 121-123 121-074
R1 121-087 121-087 121-062 121-105
PP 120-313 120-313 120-313 121-002
S1 120-277 120-277 121-038 120-295
S2 120-183 120-183 121-026
S3 120-053 120-147 121-014
S4 119-243 120-017 120-298
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 125-207 124-313 121-176
R3 123-237 123-023 121-008
R2 121-267 121-267 120-272
R1 121-053 121-053 120-216 121-160
PP 119-297 119-297 119-297 120-030
S1 119-083 119-083 120-104 119-190
S2 118-007 118-007 120-048
S3 116-037 117-113 119-312
S4 114-067 115-143 119-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-030 119-090 1-260 1.5% 0-158 0.4% 103% True False 78
10 121-030 118-220 2-130 2.0% 0-092 0.2% 103% True False 56
20 121-030 118-100 2-250 2.3% 0-062 0.2% 102% True False 40
40 121-030 114-240 6-110 5.2% 0-068 0.2% 101% True False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-262
2.618 122-050
1.618 121-240
1.000 121-160
0.618 121-110
HIGH 121-030
0.618 120-300
0.500 120-285
0.382 120-270
LOW 120-220
0.618 120-140
1.000 120-090
1.618 120-010
2.618 119-200
4.250 118-308
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 121-022 120-313
PP 120-313 120-257
S1 120-285 120-200

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

View Archives - Comment on this page... - Back to Index of Symbols