ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 119-050 119-070 0-020 0.1% 119-230
High 119-050 119-070 0-020 0.1% 119-290
Low 119-050 119-070 0-020 0.1% 118-230
Close 119-030 118-260 -0-090 -0.2% 119-180
Range
ATR 0-184 0-173 -0-010 -5.6% 0-000
Volume 26 4 -22 -84.6% 124
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-027 118-303 118-260
R3 119-027 118-303 118-260
R2 119-027 119-027 118-260
R1 118-303 118-303 118-260 119-005
PP 119-027 119-027 119-027 119-038
S1 118-303 118-303 118-260 119-005
S2 119-027 119-027 118-260
S3 119-027 118-303 118-260
S4 119-027 118-303 118-260
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 122-307 122-143 120-069
R3 121-247 121-083 119-284
R2 120-187 120-187 119-250
R1 120-023 120-023 119-215 119-235
PP 119-127 119-127 119-127 119-072
S1 118-283 118-283 119-145 118-175
S2 118-067 118-067 119-110
S3 117-007 117-223 119-076
S4 115-267 116-163 118-291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-230 118-230 1-000 0.8% 0-000 0.0% 9% False False 14
10 119-290 118-100 1-190 1.3% 0-031 0.1% 31% False False 22
20 120-130 117-140 2-310 2.5% 0-040 0.1% 46% False False 24
40 120-130 113-050 7-080 6.1% 0-045 0.1% 78% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-006
Fibonacci Retracements and Extensions
4.250 119-070
2.618 119-070
1.618 119-070
1.000 119-070
0.618 119-070
HIGH 119-070
0.618 119-070
0.500 119-070
0.382 119-070
LOW 119-070
0.618 119-070
1.000 119-070
1.618 119-070
2.618 119-070
4.250 119-070
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 119-070 119-115
PP 119-027 119-057
S1 118-303 118-318

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

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