ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 118-100 119-050 0-270 0.7% 118-210
High 118-100 119-170 1-070 1.0% 119-170
Low 118-100 119-050 0-270 0.7% 118-100
Close 118-030 119-160 1-130 1.2% 119-160
Range 0-000 0-120 0-120 1-070
ATR 0-168 0-188 0-021 12.5% 0-000
Volume 33 1 -32 -97.0% 100
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 120-167 120-123 119-226
R3 120-047 120-003 119-193
R2 119-247 119-247 119-182
R1 119-203 119-203 119-171 119-225
PP 119-127 119-127 119-127 119-138
S1 119-083 119-083 119-149 119-105
S2 119-007 119-007 119-138
S3 118-207 118-283 119-127
S4 118-087 118-163 119-094
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 122-247 122-113 120-054
R3 121-177 121-043 119-267
R2 120-107 120-107 119-232
R1 119-293 119-293 119-196 120-040
PP 119-037 119-037 119-037 119-070
S1 118-223 118-223 119-124 118-290
S2 117-287 117-287 119-088
S3 116-217 117-153 119-053
S4 115-147 116-083 118-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-170 117-140 2-030 1.8% 0-024 0.1% 99% True False 20
10 120-130 117-140 2-310 2.5% 0-048 0.1% 69% False False 30
20 120-130 116-070 4-060 3.5% 0-030 0.1% 78% False False 21
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 0-006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-040
2.618 120-164
1.618 120-044
1.000 119-290
0.618 119-244
HIGH 119-170
0.618 119-124
0.500 119-110
0.382 119-096
LOW 119-050
0.618 118-296
1.000 118-250
1.618 118-176
2.618 118-056
4.250 117-180
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 119-143 119-098
PP 119-127 119-037
S1 119-110 118-295

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

View Archives - Comment on this page... - Back to Index of Symbols