ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 120-045 120-095 0-050 0.1% 120-130
High 120-120 121-000 0-200 0.5% 120-270
Low 119-240 120-025 0-105 0.3% 119-235
Close 120-095 120-290 0-195 0.5% 120-140
Range 0-200 0-295 0-095 47.5% 1-035
ATR 0-265 0-267 0-002 0.8% 0-000
Volume 664,010 924,787 260,777 39.3% 4,799,271
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-137 123-028 121-132
R3 122-162 122-053 121-051
R2 121-187 121-187 121-024
R1 121-078 121-078 120-317 121-132
PP 120-212 120-212 120-212 120-239
S1 120-103 120-103 120-263 120-158
S2 119-237 119-237 120-236
S3 118-262 119-128 120-209
S4 117-287 118-153 120-128
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-213 123-052 121-015
R3 122-178 122-017 120-238
R2 121-143 121-143 120-205
R1 120-302 120-302 120-173 121-062
PP 120-108 120-108 120-108 120-149
S1 119-267 119-267 120-107 120-028
S2 119-073 119-073 120-075
S3 118-038 118-232 120-042
S4 117-003 117-197 119-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-000 119-240 1-080 1.0% 0-228 0.6% 93% True False 910,339
10 121-010 119-235 1-095 1.1% 0-242 0.6% 90% False False 967,521
20 121-210 118-260 2-270 2.4% 0-270 0.7% 74% False False 977,451
40 121-210 115-110 6-100 5.2% 0-289 0.7% 88% False False 504,067
60 121-210 113-150 8-060 6.8% 0-233 0.6% 91% False False 336,366
80 121-210 113-150 8-060 6.8% 0-184 0.5% 91% False False 252,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 124-294
2.618 123-132
1.618 122-157
1.000 121-295
0.618 121-182
HIGH 121-000
0.618 120-207
0.500 120-172
0.382 120-138
LOW 120-025
0.618 119-163
1.000 119-050
1.618 118-188
2.618 117-213
4.250 116-051
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 120-251 120-233
PP 120-212 120-177
S1 120-172 120-120

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

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