ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 117-217 117-225 0-008 0.0% 116-302
High 117-317 118-015 0-018 0.0% 118-015
Low 117-202 117-200 -0-002 0.0% 116-235
Close 117-237 117-277 0-040 0.1% 117-277
Range 0-115 0-135 0-020 17.4% 1-100
ATR 0-151 0-149 -0-001 -0.7% 0-000
Volume 576,864 478,383 -98,481 -17.1% 2,206,580
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-036 118-291 118-031
R3 118-221 118-156 117-314
R2 118-086 118-086 117-302
R1 118-021 118-021 117-289 118-054
PP 117-271 117-271 117-271 117-287
S1 117-206 117-206 117-265 117-238
S2 117-136 117-136 117-252
S3 117-001 117-071 117-240
S4 116-186 116-256 117-203
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-156 120-316 118-188
R3 120-056 119-216 118-072
R2 118-276 118-276 118-034
R1 118-116 118-116 117-316 118-196
PP 117-176 117-176 117-176 117-216
S1 117-016 117-016 117-238 117-096
S2 116-076 116-076 117-200
S3 114-296 115-236 117-162
S4 113-196 114-136 117-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-015 116-235 1-100 1.1% 0-135 0.4% 86% True False 441,316
10 118-015 116-210 1-125 1.2% 0-134 0.4% 87% True False 416,247
20 118-015 116-020 1-315 1.7% 0-152 0.4% 91% True False 443,715
40 118-015 114-170 3-165 3.0% 0-155 0.4% 95% True False 256,873
60 118-015 112-250 5-085 4.5% 0-110 0.3% 97% True False 171,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-269
2.618 119-048
1.618 118-233
1.000 118-150
0.618 118-098
HIGH 118-015
0.618 117-283
0.500 117-268
0.382 117-252
LOW 117-200
0.618 117-117
1.000 117-065
1.618 116-302
2.618 116-167
4.250 115-266
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 117-274 117-260
PP 117-271 117-243
S1 117-268 117-226

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

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