ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 121-020 120-225 -0-115 -0.3% 121-245
High 121-075 121-080 0-005 0.0% 122-010
Low 120-210 120-220 0-010 0.0% 120-190
Close 120-230 120-285 0-055 0.1% 121-125
Range 0-185 0-180 -0-005 -2.7% 1-140
ATR 0-277 0-270 -0-007 -2.5% 0-000
Volume 28,906 16,707 -12,199 -42.2% 310,090
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 122-202 122-103 121-064
R3 122-022 121-243 121-014
R2 121-162 121-162 120-318
R1 121-063 121-063 120-302 121-112
PP 120-302 120-302 120-302 121-006
S1 120-203 120-203 120-268 120-252
S2 120-122 120-122 120-252
S3 119-262 120-023 120-236
S4 119-082 119-163 120-186
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
5 121-225 120-165 1-060 1.0% 0-233 0.6% 32% False False 30,583
10 122-010 119-220 2-110 1.9% 0-244 0.6% 51% False False 57,873
20 122-145 119-220 2-245 2.3% 0-271 0.7% 44% False False 821,271
40 122-145 116-100 6-045 5.1% 0-285 0.7% 75% False False 1,031,982
60 122-145 114-265 7-200 6.3% 0-252 0.7% 80% False False 1,005,778
80 122-145 114-265 7-200 6.3% 0-230 0.6% 80% False False 935,165
100 122-145 114-265 7-200 6.3% 0-216 0.6% 80% False False 750,520
120 122-145 113-180 8-285 7.4% 0-204 0.5% 82% False False 625,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-205
2.618 122-231
1.618 122-051
1.000 121-260
0.618 121-191
HIGH 121-080
0.618 121-011
0.500 120-310
0.382 120-289
LOW 120-220
0.618 120-109
1.000 120-040
1.618 119-249
2.618 119-069
4.250 118-095
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 120-310 120-284
PP 120-302 120-283
S1 120-293 120-282

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

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