ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 119-090 119-290 0-200 0.5% 119-050
High 119-290 120-110 0-140 0.4% 119-220
Low 119-090 119-250 0-160 0.4% 118-310
Close 119-290 120-110 0-140 0.4% 119-110
Range 0-200 0-180 -0-020 -10.0% 0-230
ATR 0-171 0-172 0-001 0.4% 0-000
Volume 32 39 7 21.9% 195
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-270 121-210 120-209
R3 121-090 121-030 120-160
R2 120-230 120-230 120-143
R1 120-170 120-170 120-126 120-200
PP 120-050 120-050 120-050 120-065
S1 119-310 119-310 120-094 120-020
S2 119-190 119-190 120-077
S3 119-010 119-130 120-060
S4 118-150 118-270 120-011
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
5 120-110 118-220 1-210 1.4% 0-102 0.3% 100% True False 47
10 120-110 118-220 1-210 1.4% 0-051 0.1% 100% True False 27
20 120-110 117-140 2-290 2.4% 0-044 0.1% 100% True False 34
40 120-130 114-090 6-040 5.1% 0-058 0.1% 99% False False 21
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-235
2.618 121-261
1.618 121-081
1.000 120-290
0.618 120-221
HIGH 120-110
0.618 120-041
0.500 120-020
0.382 119-319
LOW 119-250
0.618 119-139
1.000 119-070
1.618 118-279
2.618 118-099
4.250 117-125
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 120-080 120-022
PP 120-050 119-253
S1 120-020 119-165

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

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