ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 117-140 117-070 -0-070 -0.2% 116-200
High 117-150 117-100 -0-050 -0.1% 117-090
Low 117-050 117-010 -0-040 -0.1% 116-020
Close 117-100 117-090 -0-010 0.0% 117-080
Range 0-100 0-090 -0-010 -10.0% 1-070
ATR 0-167 0-162 -0-006 -3.3% 0-000
Volume 398,913 386,226 -12,687 -3.2% 1,869,206
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-017 117-303 117-140
R3 117-247 117-213 117-115
R2 117-157 117-157 117-106
R1 117-123 117-123 117-098 117-140
PP 117-067 117-067 117-067 117-075
S1 117-033 117-033 117-082 117-050
S2 116-297 116-297 117-074
S3 116-207 116-263 117-065
S4 116-117 116-173 117-040
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 120-167 120-033 117-294
R3 119-097 118-283 117-187
R2 118-027 118-027 117-152
R1 117-213 117-213 117-116 117-280
PP 116-277 116-277 116-277 116-310
S1 116-143 116-143 117-044 116-210
S2 115-207 115-207 117-008
S3 114-137 115-073 116-293
S4 113-067 114-003 116-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-150 116-020 1-130 1.2% 0-158 0.4% 87% False False 473,510
10 117-150 116-020 1-130 1.2% 0-178 0.5% 87% False False 475,771
20 117-220 115-140 2-080 1.9% 0-170 0.5% 82% False False 257,980
40 117-220 113-190 4-030 3.5% 0-122 0.3% 90% False False 129,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 118-162
2.618 118-016
1.618 117-246
1.000 117-190
0.618 117-156
HIGH 117-100
0.618 117-066
0.500 117-055
0.382 117-044
LOW 117-010
0.618 116-274
1.000 116-240
1.618 116-184
2.618 116-094
4.250 115-268
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 117-078 117-087
PP 117-067 117-083
S1 117-055 117-080

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

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