ECBOT 10 Year T-Note Future September 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 119-290 120-075 0-105 0.3% 120-280
High 120-145 120-270 0-125 0.3% 121-080
Low 119-260 119-300 0-040 0.1% 119-260
Close 120-020 120-230 0-210 0.5% 120-210
Range 0-205 0-290 0-085 41.5% 1-140
ATR 0-277 0-278 0-001 0.3% 0-000
Volume 969,305 865,182 -104,123 -10.7% 5,666,261
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-070 122-280 121-070
R3 122-100 121-310 120-310
R2 121-130 121-130 120-283
R1 121-020 121-020 120-257 121-075
PP 120-160 120-160 120-160 120-188
S1 120-050 120-050 120-203 120-105
S2 119-190 119-190 120-177
S3 118-220 119-080 120-150
S4 117-250 118-110 120-070
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 124-283 124-067 121-143
R3 123-143 122-247 121-016
R2 122-003 122-003 120-294
R1 121-107 121-107 120-252 120-305
PP 120-183 120-183 120-183 120-122
S1 119-287 119-287 120-168 119-165
S2 119-043 119-043 120-126
S3 117-223 118-147 120-084
S4 116-083 117-007 119-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-270 119-235 1-035 0.9% 0-248 0.6% 89% True False 967,230
10 121-080 119-090 1-310 1.6% 0-268 0.7% 73% False False 1,051,149
20 121-210 118-260 2-270 2.4% 0-288 0.7% 67% False False 862,574
40 121-210 115-000 6-210 5.5% 0-285 0.7% 86% False False 436,275
60 121-210 113-150 8-060 6.8% 0-228 0.6% 89% False False 291,255
80 121-210 113-150 8-060 6.8% 0-176 0.5% 89% False False 218,475
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 0-046
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-222
2.618 123-069
1.618 122-099
1.000 121-240
0.618 121-129
HIGH 120-270
0.618 120-159
0.500 120-125
0.382 120-091
LOW 119-300
0.618 119-121
1.000 119-010
1.618 118-151
2.618 117-181
4.250 116-028
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 120-195 120-188
PP 120-160 120-145
S1 120-125 120-102

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

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