ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 119-050 119-230 0-180 0.5% 118-210
High 119-170 119-290 0-120 0.3% 119-170
Low 119-050 119-100 0-050 0.1% 118-100
Close 119-160 119-210 0-050 0.1% 119-160
Range 0-120 0-190 0-070 58.3% 1-070
ATR 0-188 0-189 0-000 0.1% 0-000
Volume 1 46 45 4,500.0% 100
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-130 121-040 119-314
R3 120-260 120-170 119-262
R2 120-070 120-070 119-245
R1 119-300 119-300 119-227 119-250
PP 119-200 119-200 119-200 119-175
S1 119-110 119-110 119-193 119-060
S2 119-010 119-010 119-175
S3 118-140 118-240 119-158
S4 117-270 118-050 119-106
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
5 119-290 118-100 1-190 1.3% 0-062 0.2% 84% True False 29
10 120-130 117-140 2-310 2.5% 0-067 0.2% 75% False False 34
20 120-130 116-070 4-060 3.5% 0-040 0.1% 82% False False 22
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 0-012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122-138
2.618 121-147
1.618 120-277
1.000 120-160
0.618 120-087
HIGH 119-290
0.618 119-217
0.500 119-195
0.382 119-173
LOW 119-100
0.618 118-303
1.000 118-230
1.618 118-113
2.618 117-243
4.250 116-252
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 119-205 119-152
PP 119-200 119-093
S1 119-195 119-035

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

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