ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 122-210 122-220 0-010 0.0% 120-045
High 122-270 123-010 0-060 0.2% 121-255
Low 122-080 122-135 0-055 0.1% 119-240
Close 122-175 122-195 0-020 0.1% 121-155
Range 0-190 0-195 0-005 2.6% 2-015
ATR 0-248 0-244 -0-004 -1.5% 0-000
Volume 1,358,633 1,143,229 -215,404 -15.9% 4,947,664
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-165 124-055 122-302
R3 123-290 123-180 122-249
R2 123-095 123-095 122-231
R1 122-305 122-305 122-213 122-262
PP 122-220 122-220 122-220 122-199
S1 122-110 122-110 122-177 122-068
S2 122-025 122-025 122-159
S3 121-150 121-235 122-141
S4 120-275 121-040 122-088
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 127-048 126-117 122-195
R3 125-033 124-102 122-015
R2 123-018 123-018 121-275
R1 122-087 122-087 121-215 122-212
PP 121-003 121-003 121-003 121-066
S1 120-072 120-072 121-095 120-198
S2 118-308 118-308 121-035
S3 116-293 118-057 120-295
S4 114-278 116-042 120-115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-010 121-035 1-295 1.6% 0-208 0.5% 78% True False 1,144,252
10 123-010 119-240 3-090 2.7% 0-212 0.5% 87% True False 1,054,056
20 123-010 119-090 3-240 3.1% 0-240 0.6% 89% True False 1,052,602
40 123-010 117-060 5-270 4.8% 0-284 0.7% 93% True False 699,045
60 123-010 114-080 8-250 7.2% 0-244 0.6% 95% True False 466,668
80 123-010 113-150 9-180 7.8% 0-202 0.5% 96% True False 350,215
100 123-010 113-150 9-180 7.8% 0-162 0.4% 96% True False 280,185
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-199
2.618 124-201
1.618 124-006
1.000 123-205
0.618 123-131
HIGH 123-010
0.618 122-256
0.500 122-232
0.382 122-209
LOW 122-135
0.618 122-014
1.000 121-260
1.618 121-139
2.618 120-264
4.250 119-266
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 122-232 122-191
PP 122-220 122-187
S1 122-208 122-182

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

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