ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 119-230 119-280 0-050 0.1% 118-210
High 119-290 119-280 -0-010 0.0% 119-170
Low 119-100 119-280 0-180 0.5% 118-100
Close 119-210 119-280 0-070 0.2% 119-160
Range 0-190 0-000 -0-190 -100.0% 1-070
ATR 0-189 0-180 -0-008 -4.5% 0-000
Volume 46 37 -9 -19.6% 100
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-280 119-280 119-280
R3 119-280 119-280 119-280
R2 119-280 119-280 119-280
R1 119-280 119-280 119-280 119-280
PP 119-280 119-280 119-280 119-280
S1 119-280 119-280 119-280 119-280
S2 119-280 119-280 119-280
S3 119-280 119-280 119-280
S4 119-280 119-280 119-280
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% 98% False False 30
10 120-130 117-140 2-310 2.5% 0-067 0.2% 82% False False 37
20 120-130 116-070 4-060 3.5% 0-040 0.1% 87% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-280
2.618 119-280
1.618 119-280
1.000 119-280
0.618 119-280
HIGH 119-280
0.618 119-280
0.500 119-280
0.382 119-280
LOW 119-280
0.618 119-280
1.000 119-280
1.618 119-280
2.618 119-280
4.250 119-280
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 119-280 119-243
PP 119-280 119-207
S1 119-280 119-170

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

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