ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 120-065 120-185 0-120 0.3% 121-020
High 120-230 121-100 0-190 0.5% 122-145
Low 120-055 120-120 0-065 0.2% 120-045
Close 120-215 120-215 0-000 0.0% 120-215
Range 0-175 0-300 0-125 71.4% 2-100
ATR 0-302 0-302 0-000 0.0% 0-000
Volume 1,987,347 439,517 -1,547,830 -77.9% 10,061,335
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-192 123-023 121-060
R3 122-212 122-043 120-298
R2 121-232 121-232 120-270
R1 121-063 121-063 120-242 121-148
PP 120-252 120-252 120-252 120-294
S1 120-083 120-083 120-188 120-168
S2 119-272 119-272 120-160
S3 118-292 119-103 120-132
S4 117-312 118-123 120-050
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 128-008 126-212 121-302
R3 125-228 124-112 121-098
R2 123-128 123-128 121-031
R1 122-012 122-012 120-283 121-180
PP 121-028 121-028 121-028 120-272
S1 119-232 119-232 120-147 119-080
S2 118-248 118-248 120-079
S3 116-148 117-132 120-012
S4 114-048 115-032 119-128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-145 120-045 2-100 1.9% 0-306 0.8% 23% False False 1,677,233
10 122-145 119-100 3-045 2.6% 0-310 0.8% 43% False False 1,684,288
20 122-145 117-170 4-295 4.1% 1-017 0.9% 64% False False 1,525,774
40 122-145 115-010 7-135 6.2% 0-268 0.7% 76% False False 1,283,049
60 122-145 114-265 7-200 6.3% 0-235 0.6% 77% False False 1,129,678
80 122-145 114-265 7-200 6.3% 0-216 0.6% 77% False False 927,806
100 122-145 114-040 8-105 6.9% 0-207 0.5% 79% False False 742,625
120 122-145 113-180 8-285 7.4% 0-190 0.5% 80% False False 618,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-095
2.618 123-245
1.618 122-265
1.000 122-080
0.618 121-285
HIGH 121-100
0.618 120-305
0.500 120-270
0.382 120-235
LOW 120-120
0.618 119-255
1.000 119-140
1.618 118-275
2.618 117-295
4.250 116-125
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 120-270 120-250
PP 120-252 120-238
S1 120-233 120-227

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

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