ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 120-225 121-050 0-145 0.4% 121-245
High 121-080 121-210 0-130 0.3% 122-010
Low 120-220 120-255 0-035 0.1% 120-190
Close 120-285 121-175 0-210 0.5% 121-125
Range 0-180 0-275 0-095 52.8% 1-140
ATR 0-270 0-271 0-000 0.1% 0-000
Volume 16,707 18,562 1,855 11.1% 310,090
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-292 123-188 122-006
R3 123-017 122-233 121-251
R2 122-062 122-062 121-225
R1 121-278 121-278 121-200 122-010
PP 121-107 121-107 121-107 121-132
S1 121-003 121-003 121-150 121-055
S2 120-152 120-152 121-125
S3 119-197 120-048 121-099
S4 118-242 119-093 121-024
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
5 121-210 120-165 1-045 0.9% 0-217 0.6% 90% True False 23,328
10 122-010 120-045 1-285 1.6% 0-247 0.6% 74% False False 46,973
20 122-145 119-220 2-245 2.3% 0-274 0.7% 67% False False 750,116
40 122-145 116-100 6-045 5.1% 0-288 0.7% 85% False False 1,012,354
60 122-145 114-265 7-200 6.3% 0-255 0.7% 88% False False 996,112
80 122-145 114-265 7-200 6.3% 0-229 0.6% 88% False False 932,809
100 122-145 114-265 7-200 6.3% 0-218 0.6% 88% False False 750,700
120 122-145 113-180 8-285 7.3% 0-206 0.5% 90% False False 625,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-099
2.618 123-290
1.618 123-015
1.000 122-165
0.618 122-060
HIGH 121-210
0.618 121-105
0.500 121-072
0.382 121-040
LOW 120-255
0.618 120-085
1.000 119-300
1.618 119-130
2.618 118-175
4.250 117-046
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 121-141 121-133
PP 121-107 121-092
S1 121-072 121-050

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

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