ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 120-190 121-000 0-130 0.3% 121-245
High 121-125 121-035 -0-090 -0.2% 122-010
Low 120-190 120-165 -0-025 -0.1% 120-190
Close 121-125 120-305 -0-140 -0.4% 121-125
Range 0-255 0-190 -0-065 -25.5% 1-140
ATR 0-285 0-284 0-000 -0.1% 0-000
Volume 23,257 29,209 5,952 25.6% 310,090
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 122-205 122-125 121-090
R3 122-015 121-255 121-037
R2 121-145 121-145 121-020
R1 121-065 121-065 121-002 121-010
PP 120-275 120-275 120-275 120-248
S1 120-195 120-195 120-288 120-140
S2 120-085 120-085 120-270
S3 119-215 120-005 120-253
S4 119-025 119-135 120-200
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 125-208 124-307 122-058
R3 124-068 123-167 121-252
R2 122-248 122-248 121-209
R1 122-027 122-027 121-167 121-228
PP 121-108 121-108 121-108 121-049
S1 120-207 120-207 121-083 120-088
S2 119-288 119-288 121-041
S3 118-148 119-067 120-318
S4 117-008 117-247 120-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-310 120-165 1-145 1.2% 0-223 0.6% 30% False True 51,242
10 122-010 119-220 2-110 1.9% 0-260 0.7% 54% False False 119,286
20 122-145 119-100 3-045 2.6% 0-284 0.7% 52% False False 946,384
40 122-145 116-100 6-045 5.1% 0-284 0.7% 76% False False 1,086,836
60 122-145 114-265 7-200 6.3% 0-251 0.6% 80% False False 1,030,912
80 122-145 114-265 7-200 6.3% 0-228 0.6% 80% False False 936,099
100 122-145 114-265 7-200 6.3% 0-214 0.6% 80% False False 750,119
120 122-145 113-180 8-285 7.4% 0-202 0.5% 83% False False 625,137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-202
2.618 122-212
1.618 122-022
1.000 121-225
0.618 121-152
HIGH 121-035
0.618 120-282
0.500 120-260
0.382 120-238
LOW 120-165
0.618 120-048
1.000 119-295
1.618 119-178
2.618 118-308
4.250 117-318
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 120-290 121-035
PP 120-275 121-018
S1 120-260 121-002

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

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