ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 118-310 119-090 0-100 0.3% 119-230
High 118-310 119-220 0-230 0.6% 119-290
Low 118-310 119-090 0-100 0.3% 118-230
Close 118-310 119-200 0-210 0.6% 119-180
Range 0-000 0-130 0-130 1-060
ATR 0-165 0-169 0-005 2.8% 0-000
Volume 1 7 6 600.0% 124
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 120-240 120-190 119-272
R3 120-110 120-060 119-236
R2 119-300 119-300 119-224
R1 119-250 119-250 119-212 119-275
PP 119-170 119-170 119-170 119-182
S1 119-120 119-120 119-188 119-145
S2 119-040 119-040 119-176
S3 118-230 118-310 119-164
S4 118-100 118-180 119-128
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
5 119-220 118-310 0-230 0.6% 0-026 0.1% 91% True False 8
10 119-290 118-230 1-060 1.0% 0-044 0.1% 76% False False 16
20 120-130 117-140 2-310 2.5% 0-046 0.1% 74% False False 23
40 120-130 113-050 7-080 6.1% 0-048 0.1% 89% False False 15
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 True
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-132
2.618 120-240
1.618 120-110
1.000 120-030
0.618 119-300
HIGH 119-220
0.618 119-170
0.500 119-155
0.382 119-140
LOW 119-090
0.618 119-010
1.000 118-280
1.618 118-200
2.618 118-070
4.250 117-178
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 119-185 119-168
PP 119-170 119-137
S1 119-155 119-105

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

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