ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 118-220 119-090 0-190 0.5% 119-050
High 118-220 119-290 1-070 1.0% 119-220
Low 118-220 119-090 0-190 0.5% 118-310
Close 119-070 119-290 0-220 0.6% 119-110
Range 0-000 0-200 0-200 0-230
ATR 0-168 0-171 0-004 2.2% 0-000
Volume 2 32 30 1,500.0% 195
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-183 121-117 120-080
R3 120-303 120-237 120-025
R2 120-103 120-103 120-007
R1 120-037 120-037 119-308 120-070
PP 119-223 119-223 119-223 119-240
S1 119-157 119-157 119-272 119-190
S2 119-023 119-023 119-253
S3 118-143 118-277 119-235
S4 117-263 118-077 119-180
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
5 119-290 118-220 1-070 1.0% 0-066 0.2% 100% True False 39
10 119-290 118-220 1-070 1.0% 0-033 0.1% 100% True False 27
20 120-130 117-140 2-310 2.5% 0-050 0.1% 83% False False 32
40 120-130 114-090 6-040 5.1% 0-053 0.1% 92% False False 20
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 0-000
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122-180
2.618 121-174
1.618 120-294
1.000 120-170
0.618 120-094
HIGH 119-290
0.618 119-214
0.500 119-190
0.382 119-166
LOW 119-090
0.618 118-286
1.000 118-210
1.618 118-086
2.618 117-206
4.250 116-200
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 119-257 119-225
PP 119-223 119-160
S1 119-190 119-095

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

View Archives - Comment on this page... - Back to Index of Symbols