ECBOT 5 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 117-207 117-255 0-048 0.1% 118-042
High 117-255 117-290 0-035 0.1% 118-060
Low 117-152 117-185 0-033 0.1% 117-142
Close 117-245 117-207 -0-038 -0.1% 117-297
Range 0-103 0-105 0-002 1.9% 0-238
ATR 0-169 0-165 -0-005 -2.7% 0-000
Volume 11,858 12,077 219 1.8% 76,524
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-222 118-160 117-265
R3 118-117 118-055 117-236
R2 118-012 118-012 117-226
R1 117-270 117-270 117-217 117-248
PP 117-227 117-227 117-227 117-217
S1 117-165 117-165 117-197 117-144
S2 117-122 117-122 117-188
S3 117-017 117-060 117-178
S4 116-232 116-275 117-149
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 120-027 119-240 118-108
R3 119-109 119-002 118-042
R2 118-191 118-191 118-021
R1 118-084 118-084 117-319 118-018
PP 117-273 117-273 117-273 117-240
S1 117-166 117-166 117-275 117-100
S2 117-035 117-035 117-253
S3 116-117 116-248 117-232
S4 115-199 116-010 117-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-022 117-142 0-200 0.5% 0-116 0.3% 33% False False 10,223
10 118-060 116-277 1-103 1.1% 0-135 0.4% 59% False False 30,230
20 118-155 116-277 1-198 1.4% 0-165 0.4% 48% False False 392,768
40 118-155 114-235 3-240 3.2% 0-174 0.5% 78% False False 468,807
60 118-155 113-280 4-195 3.9% 0-156 0.4% 82% False False 457,459
80 118-155 113-280 4-195 3.9% 0-145 0.4% 82% False False 439,042
100 118-155 113-280 4-195 3.9% 0-127 0.3% 82% False False 352,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-096
2.618 118-245
1.618 118-140
1.000 118-075
0.618 118-035
HIGH 117-290
0.618 117-250
0.500 117-238
0.382 117-225
LOW 117-185
0.618 117-120
1.000 117-080
1.618 117-015
2.618 116-230
4.250 116-059
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 117-238 117-224
PP 117-227 117-219
S1 117-217 117-213

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.