ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 119-205 119-140 -0-065 -0.2% 119-100
High 120-085 120-130 0-045 0.1% 120-010
Low 119-120 119-100 -0-020 -0.1% 118-120
Close 119-185 120-065 0-200 0.5% 119-245
Range 0-285 1-030 0-065 22.8% 1-210
ATR 0-290 0-294 0-004 1.5% 0-000
Volume 1,331,469 1,216,411 -115,058 -8.6% 6,697,692
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 123-082 122-263 120-258
R3 122-052 121-233 120-161
R2 121-022 121-022 120-129
R1 120-203 120-203 120-097 120-272
PP 119-312 119-312 119-312 120-026
S1 119-173 119-173 120-033 119-242
S2 118-282 118-282 120-001
S3 117-252 118-143 119-289
S4 116-222 117-113 119-192
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 124-115 123-230 120-216
R3 122-225 122-020 120-071
R2 121-015 121-015 120-022
R1 120-130 120-130 119-294 120-232
PP 119-125 119-125 119-125 119-176
S1 118-240 118-240 119-196 119-022
S2 117-235 117-235 119-148
S3 116-025 117-030 119-099
S4 114-135 115-140 118-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-130 118-155 1-295 1.6% 0-279 0.7% 89% True False 1,162,478
10 121-015 118-020 2-315 2.5% 1-054 1.0% 72% False False 1,427,574
20 121-015 116-100 4-235 3.9% 0-300 0.8% 82% False False 1,242,694
40 121-015 114-265 6-070 5.2% 0-243 0.6% 86% False False 1,098,032
60 121-015 114-265 6-070 5.2% 0-216 0.6% 86% False False 973,129
80 121-015 114-265 6-070 5.2% 0-202 0.5% 86% False False 732,832
100 121-015 113-180 7-155 6.2% 0-191 0.5% 89% False False 586,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-082
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-018
2.618 123-086
1.618 122-056
1.000 121-160
0.618 121-026
HIGH 120-130
0.618 119-316
0.500 119-275
0.382 119-234
LOW 119-100
0.618 118-204
1.000 118-070
1.618 117-174
2.618 116-144
4.250 114-212
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 120-028 120-012
PP 119-312 119-278
S1 119-275 119-225

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

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