ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 121-210 121-180 -0-030 -0.1% 120-240
High 122-020 121-230 -0-110 -0.3% 122-020
Low 121-150 121-080 -0-070 -0.2% 120-220
Close 121-210 121-120 -0-090 -0.2% 121-120
Range 0-190 0-150 -0-040 -21.1% 1-120
ATR 0-170 0-168 -0-001 -0.8% 0-000
Volume 415 1,269 854 205.8% 1,873
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-273 122-187 121-202
R3 122-123 122-037 121-161
R2 121-293 121-293 121-148
R1 121-207 121-207 121-134 121-175
PP 121-143 121-143 121-143 121-128
S1 121-057 121-057 121-106 121-025
S2 120-313 120-313 121-092
S3 120-163 120-227 121-079
S4 120-013 120-077 121-038
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-160 124-260 122-042
R3 124-040 123-140 121-241
R2 122-240 122-240 121-201
R1 122-020 122-020 121-160 122-130
PP 121-120 121-120 121-120 121-175
S1 120-220 120-220 121-080 121-010
S2 120-000 120-000 121-039
S3 118-200 119-100 120-319
S4 117-080 117-300 120-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-020 120-220 1-120 1.1% 0-160 0.4% 50% False False 374
10 122-020 118-220 3-120 2.8% 0-146 0.4% 80% False False 222
20 122-020 118-220 3-120 2.8% 0-089 0.2% 80% False False 126
40 122-020 116-070 5-270 4.8% 0-060 0.2% 88% False False 74
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-228
2.618 122-303
1.618 122-153
1.000 122-060
0.618 122-003
HIGH 121-230
0.618 121-173
0.500 121-155
0.382 121-137
LOW 121-080
0.618 120-307
1.000 120-250
1.618 120-157
2.618 120-007
4.250 119-082
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 121-155 121-210
PP 121-143 121-180
S1 121-132 121-150

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

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