ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 120-120 120-080 -0-040 -0.1% 120-185
High 120-145 121-190 1-045 0.9% 121-190
Low 119-220 120-045 0-145 0.4% 119-220
Close 120-060 121-175 1-115 1.1% 121-175
Range 0-245 1-145 0-220 89.8% 1-290
ATR 0-293 0-305 0-012 4.2% 0-000
Volume 127,566 66,260 -61,306 -48.1% 853,563
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 125-145 124-305 122-111
R3 124-000 123-160 121-303
R2 122-175 122-175 121-260
R1 122-015 122-015 121-218 122-095
PP 121-030 121-030 121-030 121-070
S1 120-190 120-190 121-132 120-270
S2 119-205 119-205 121-090
S3 118-060 119-045 121-047
S4 116-235 117-220 120-239
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 126-212 126-003 122-190
R3 124-242 124-033 122-023
R2 122-272 122-272 121-287
R1 122-063 122-063 121-231 122-168
PP 120-302 120-302 120-302 121-034
S1 120-093 120-093 121-119 120-198
S2 119-012 119-012 121-063
S3 117-042 118-123 121-007
S4 115-072 116-153 120-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-190 119-220 1-290 1.6% 0-283 0.7% 98% True False 568,182
10 122-145 119-220 2-245 2.3% 0-303 0.8% 67% False False 1,298,033
20 122-145 118-120 4-025 3.4% 0-311 0.8% 78% False False 1,367,881
40 122-145 115-185 6-280 5.7% 0-278 0.7% 87% False False 1,223,346
60 122-145 114-265 7-200 6.3% 0-244 0.6% 88% False False 1,101,626
80 122-145 114-265 7-200 6.3% 0-224 0.6% 88% False False 932,773
100 122-145 114-050 8-095 6.8% 0-211 0.5% 89% False False 746,763
120 122-145 113-180 8-285 7.3% 0-196 0.5% 90% False False 622,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 127-246
2.618 125-127
1.618 123-302
1.000 123-015
0.618 122-157
HIGH 121-190
0.618 121-012
0.500 120-278
0.382 120-223
LOW 120-045
0.618 119-078
1.000 118-220
1.618 117-253
2.618 116-108
4.250 113-309
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 121-102 121-078
PP 121-030 120-302
S1 120-278 120-205

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

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