ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 114-070 114-100 0-030 0.1% 114-100
High 114-100 114-250 0-150 0.4% 114-130
Low 113-210 114-090 0-200 0.5% 113-180
Close 114-040 114-240 0-200 0.5% 114-020
Range 0-210 0-160 -0-050 -23.8% 0-270
ATR 0-181 0-183 0-002 1.1% 0-000
Volume 413 62 -351 -85.0% 116
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-033 115-297 115-008
R3 115-193 115-137 114-284
R2 115-033 115-033 114-269
R1 114-297 114-297 114-255 115-005
PP 114-193 114-193 114-193 114-208
S1 114-137 114-137 114-225 114-165
S2 114-033 114-033 114-211
S3 113-193 113-297 114-196
S4 113-033 113-137 114-152
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-173 116-047 114-168
R3 115-223 115-097 114-094
R2 114-273 114-273 114-070
R1 114-147 114-147 114-045 114-075
PP 114-003 114-003 114-003 113-288
S1 113-197 113-197 113-315 113-125
S2 113-053 113-053 113-290
S3 112-103 112-247 113-266
S4 111-153 111-297 113-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-250 113-180 1-070 1.1% 0-160 0.4% 97% True False 117
10 116-070 113-180 2-210 2.3% 0-097 0.3% 45% False False 59
20 117-210 113-180 4-030 3.6% 0-106 0.3% 29% False False 32
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 0-005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-290
2.618 116-029
1.618 115-189
1.000 115-090
0.618 115-029
HIGH 114-250
0.618 114-189
0.500 114-170
0.382 114-151
LOW 114-090
0.618 113-311
1.000 113-250
1.618 113-151
2.618 112-311
4.250 112-050
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 114-217 114-178
PP 114-193 114-117
S1 114-170 114-055

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

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