ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 119-090 119-100 0-010 0.0% 119-050
High 119-220 119-100 -0-120 -0.3% 119-220
Low 119-090 119-100 0-010 0.0% 118-310
Close 119-200 119-110 -0-090 -0.2% 119-110
Range 0-130 0-000 -0-130 -100.0% 0-230
ATR 0-169 0-164 -0-005 -2.9% 0-000
Volume 7 157 150 2,142.9% 195
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-103 119-107 119-110
R3 119-103 119-107 119-110
R2 119-103 119-103 119-110
R1 119-107 119-107 119-110 119-105
PP 119-103 119-103 119-103 119-102
S1 119-107 119-107 119-110 119-105
S2 119-103 119-103 119-110
S3 119-103 119-107 119-110
S4 119-103 119-107 119-110
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-157 121-043 119-236
R3 120-247 120-133 119-173
R2 120-017 120-017 119-152
R1 119-223 119-223 119-131 119-280
PP 119-107 119-107 119-107 119-135
S1 118-313 118-313 119-089 119-050
S2 118-197 118-197 119-068
S3 117-287 118-083 119-047
S4 117-057 117-173 118-304
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% 52% False False 39
10 119-290 118-230 1-060 1.0% 0-032 0.1% 53% False False 31
20 120-130 117-140 2-310 2.5% 0-040 0.1% 64% False False 31
40 120-130 113-050 7-080 6.1% 0-048 0.1% 85% False False 19
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 True
Bear Hook False
Bull Hook False
Stretch 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-100
2.618 119-100
1.618 119-100
1.000 119-100
0.618 119-100
HIGH 119-100
0.618 119-100
0.500 119-100
0.382 119-100
LOW 119-100
0.618 119-100
1.000 119-100
1.618 119-100
2.618 119-100
4.250 119-100
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 119-107 119-108
PP 119-103 119-107
S1 119-100 119-105

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

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