ECBOT 5 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 117-317 117-282 -0-035 -0.1% 117-135
High 118-022 117-282 -0-060 -0.2% 118-000
Low 117-250 117-142 -0-108 -0.3% 116-277
Close 118-005 117-147 -0-178 -0.5% 117-312
Range 0-092 0-140 0-048 52.2% 1-043
ATR 0-172 0-173 0-001 0.5% 0-000
Volume 13,348 8,213 -5,135 -38.5% 421,290
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-290 118-199 117-224
R3 118-150 118-059 117-186
R2 118-010 118-010 117-173
R1 117-239 117-239 117-160 117-214
PP 117-190 117-190 117-190 117-178
S1 117-099 117-099 117-134 117-074
S2 117-050 117-050 117-121
S3 116-230 116-279 117-108
S4 116-090 116-139 117-070
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-005 120-202 118-192
R3 119-282 119-159 118-092
R2 118-239 118-239 118-059
R1 118-116 118-116 118-025 118-178
PP 117-196 117-196 117-196 117-227
S1 117-073 117-073 117-279 117-134
S2 116-153 116-153 117-245
S3 115-110 116-030 117-212
S4 114-067 114-307 117-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-060 117-050 1-010 0.9% 0-141 0.4% 29% False False 22,870
10 118-060 116-277 1-103 1.1% 0-158 0.4% 45% False False 266,665
20 118-155 116-117 2-038 1.8% 0-174 0.5% 52% False False 473,662
40 118-155 114-210 3-265 3.3% 0-176 0.5% 73% False False 503,184
60 118-155 113-280 4-195 3.9% 0-155 0.4% 78% False False 477,524
80 118-155 113-280 4-195 3.9% 0-146 0.4% 78% False False 439,450
100 118-155 113-280 4-195 3.9% 0-124 0.3% 78% False False 351,834
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-237
2.618 119-009
1.618 118-189
1.000 118-102
0.618 118-049
HIGH 117-282
0.618 117-229
0.500 117-212
0.382 117-195
LOW 117-142
0.618 117-055
1.000 117-002
1.618 116-235
2.618 116-095
4.250 115-187
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 117-212 117-261
PP 117-190 117-223
S1 117-169 117-185

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

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