ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 121-275 121-200 -0-075 -0.2% 120-185
High 121-310 121-260 -0-050 -0.1% 121-190
Low 121-170 121-085 -0-085 -0.2% 119-220
Close 121-260 121-205 -0-055 -0.1% 121-175
Range 0-140 0-175 0-035 25.0% 1-290
ATR 0-290 0-282 -0-008 -2.8% 0-000
Volume 60,642 88,265 27,623 45.6% 853,563
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-068 122-312 121-301
R3 122-213 122-137 121-253
R2 122-038 122-038 121-237
R1 121-282 121-282 121-221 122-000
PP 121-183 121-183 121-183 121-202
S1 121-107 121-107 121-189 121-145
S2 121-008 121-008 121-173
S3 120-153 120-252 121-157
S4 119-298 120-077 121-109
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
5 122-010 119-220 2-110 1.9% 0-255 0.7% 83% False False 85,164
10 122-010 119-220 2-110 1.9% 0-270 0.7% 83% False False 755,132
20 122-145 118-155 3-310 3.3% 0-282 0.7% 80% False False 1,104,245
40 122-145 116-025 6-120 5.2% 0-278 0.7% 87% False False 1,163,581
60 122-145 114-265 7-200 6.3% 0-246 0.6% 89% False False 1,063,675
80 122-145 114-265 7-200 6.3% 0-227 0.6% 89% False False 935,444
100 122-145 114-265 7-200 6.3% 0-210 0.5% 89% False False 749,063
120 122-145 113-180 8-285 7.3% 0-196 0.5% 91% False False 624,243
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-044
2.618 123-078
1.618 122-223
1.000 122-115
0.618 122-048
HIGH 121-260
0.618 121-193
0.500 121-172
0.382 121-152
LOW 121-085
0.618 120-297
1.000 120-230
1.618 120-122
2.618 119-267
4.250 118-301
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 121-194 121-205
PP 121-183 121-205
S1 121-172 121-205

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

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