ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 121-200 121-225 0-025 0.1% 120-185
High 121-260 121-225 -0-035 -0.1% 121-190
Low 121-085 120-190 -0-215 -0.6% 119-220
Close 121-205 120-200 -1-005 -0.8% 121-175
Range 0-175 1-035 0-180 102.9% 1-290
ATR 0-282 0-287 0-005 1.9% 0-000
Volume 88,265 54,838 -33,427 -37.9% 853,563
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 124-097 123-183 121-075
R3 123-062 122-148 120-298
R2 122-027 122-027 120-265
R1 121-113 121-113 120-233 121-052
PP 120-312 120-312 120-312 120-281
S1 120-078 120-078 120-167 120-018
S2 119-277 119-277 120-135
S3 118-242 119-043 120-102
S4 117-207 118-008 120-005
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
5 122-010 120-045 1-285 1.6% 0-277 0.7% 26% False False 70,618
10 122-010 119-220 2-110 1.9% 0-274 0.7% 40% False False 546,680
20 122-145 118-155 3-310 3.3% 0-288 0.7% 54% False False 1,049,735
40 122-145 116-025 6-120 5.3% 0-283 0.7% 71% False False 1,136,531
60 122-145 114-265 7-200 6.3% 0-248 0.6% 76% False False 1,054,546
80 122-145 114-265 7-200 6.3% 0-229 0.6% 76% False False 936,042
100 122-145 114-265 7-200 6.3% 0-212 0.5% 76% False False 749,603
120 122-145 113-180 8-285 7.4% 0-198 0.5% 79% False False 624,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-134
2.618 124-194
1.618 123-159
1.000 122-260
0.618 122-124
HIGH 121-225
0.618 121-089
0.500 121-048
0.382 121-006
LOW 120-190
0.618 119-291
1.000 119-155
1.618 118-256
2.618 117-221
4.250 115-281
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 121-048 121-090
PP 120-312 121-020
S1 120-256 120-270

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

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