ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 121-000 121-020 0-020 0.1% 121-245
High 121-035 121-075 0-040 0.1% 122-010
Low 120-165 120-210 0-045 0.1% 120-190
Close 120-305 120-230 -0-075 -0.2% 121-125
Range 0-190 0-185 -0-005 -2.6% 1-140
ATR 0-284 0-277 -0-007 -2.5% 0-000
Volume 29,209 28,906 -303 -1.0% 310,090
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 122-193 122-077 121-012
R3 122-008 121-212 120-281
R2 121-143 121-143 120-264
R1 121-027 121-027 120-247 120-312
PP 120-278 120-278 120-278 120-261
S1 120-162 120-162 120-213 120-128
S2 120-093 120-093 120-196
S3 119-228 119-297 120-179
S4 119-043 119-112 120-128
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
5 121-260 120-165 1-095 1.1% 0-232 0.6% 16% False False 44,895
10 122-010 119-220 2-110 1.9% 0-249 0.6% 44% False False 78,225
20 122-145 119-100 3-045 2.6% 0-279 0.7% 45% False False 881,256
40 122-145 116-100 6-045 5.1% 0-284 0.7% 72% False False 1,052,238
60 122-145 114-265 7-200 6.3% 0-252 0.7% 77% False False 1,017,702
80 122-145 114-265 7-200 6.3% 0-229 0.6% 77% False False 935,790
100 122-145 114-265 7-200 6.3% 0-215 0.6% 77% False False 750,369
120 122-145 113-180 8-285 7.4% 0-203 0.5% 80% False False 625,378
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-221
2.618 122-239
1.618 122-054
1.000 121-260
0.618 121-189
HIGH 121-075
0.618 121-004
0.500 120-302
0.382 120-281
LOW 120-210
0.618 120-096
1.000 120-025
1.618 119-231
2.618 119-046
4.250 118-064
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 120-302 120-305
PP 120-278 120-280
S1 120-254 120-255

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

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