ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 116-050 116-250 0-200 0.5% 116-250
High 116-300 117-160 0-180 0.5% 117-160
Low 116-020 116-220 0-200 0.5% 116-020
Close 116-250 117-140 0-210 0.6% 117-140
Range 0-280 0-260 -0-020 -7.1% 1-140
ATR 0-181 0-187 0-006 3.1% 0-000
Volume 4,614 3,453 -1,161 -25.2% 17,067
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-207 119-113 117-283
R3 118-267 118-173 117-212
R2 118-007 118-007 117-188
R1 117-233 117-233 117-164 117-280
PP 117-067 117-067 117-067 117-090
S1 116-293 116-293 117-116 117-020
S2 116-127 116-127 117-092
S3 115-187 116-033 117-068
S4 114-247 115-093 116-317
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 121-100 120-260 118-073
R3 119-280 119-120 117-266
R2 118-140 118-140 117-224
R1 117-300 117-300 117-182 118-060
PP 117-000 117-000 117-000 117-040
S1 116-160 116-160 117-098 116-240
S2 115-180 115-180 117-056
S3 114-040 115-020 117-014
S4 112-220 113-200 116-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-160 116-020 1-140 1.2% 0-180 0.5% 96% True False 3,413
10 117-160 115-260 1-220 1.4% 0-170 0.5% 96% True False 3,016
20 117-160 114-040 3-120 2.9% 0-168 0.4% 98% True False 1,902
40 117-210 113-180 4-030 3.5% 0-138 0.4% 95% False False 967
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 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-305
2.618 119-201
1.618 118-261
1.000 118-100
0.618 118-001
HIGH 117-160
0.618 117-061
0.500 117-030
0.382 116-319
LOW 116-220
0.618 116-059
1.000 115-280
1.618 115-119
2.618 114-179
4.250 113-075
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 117-103 117-070
PP 117-067 117-000
S1 117-030 116-250

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

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