ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 122-155 122-115 -0-040 -0.1% 121-195
High 122-250 122-265 0-015 0.0% 123-010
Low 122-040 122-065 0-025 0.1% 121-160
Close 122-100 122-235 0-135 0.3% 122-100
Range 0-210 0-200 -0-010 -4.8% 1-170
ATR 0-242 0-239 -0-003 -1.2% 0-000
Volume 1,316,706 1,157,389 -159,317 -12.1% 5,781,191
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-148 124-072 123-025
R3 123-268 123-192 122-290
R2 123-068 123-068 122-272
R1 122-312 122-312 122-253 123-030
PP 122-188 122-188 122-188 122-208
S1 122-112 122-112 122-217 122-150
S2 121-308 121-308 122-198
S3 121-108 121-232 122-180
S4 120-228 121-032 122-125
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 126-280 126-040 123-050
R3 125-110 124-190 122-235
R2 123-260 123-260 122-190
R1 123-020 123-020 122-145 123-140
PP 122-090 122-090 122-090 122-150
S1 121-170 121-170 122-055 121-290
S2 120-240 120-240 122-010
S3 119-070 120-000 121-285
S4 117-220 118-150 121-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-010 122-035 0-295 0.8% 0-197 0.5% 68% False False 1,168,534
10 123-010 120-025 2-305 2.4% 0-218 0.6% 90% False False 1,122,223
20 123-010 119-235 3-095 2.7% 0-224 0.6% 91% False False 1,046,246
40 123-010 117-060 5-270 4.8% 0-260 0.7% 95% False False 760,276
60 123-010 114-230 8-100 6.8% 0-248 0.6% 96% False False 507,894
80 123-010 113-150 9-180 7.8% 0-206 0.5% 97% False False 381,140
100 123-010 113-150 9-180 7.8% 0-166 0.4% 97% False False 304,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-155
2.618 124-149
1.618 123-269
1.000 123-145
0.618 123-069
HIGH 122-265
0.618 122-189
0.500 122-165
0.382 122-141
LOW 122-065
0.618 121-261
1.000 121-185
1.618 121-061
2.618 120-181
4.250 119-175
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 122-212 122-218
PP 122-188 122-202
S1 122-165 122-185

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

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