ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 120-050 120-060 0-010 0.0% 118-220
High 120-190 120-190 0-000 0.0% 120-190
Low 120-050 120-050 0-000 0.0% 118-220
Close 120-100 120-160 0-060 0.2% 120-160
Range 0-140 0-140 0-000 0.0% 1-290
ATR 0-170 0-168 -0-002 -1.2% 0-000
Volume 75 199 124 165.3% 347
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-233 121-177 120-237
R3 121-093 121-037 120-198
R2 120-273 120-273 120-186
R1 120-217 120-217 120-173 120-245
PP 120-133 120-133 120-133 120-148
S1 120-077 120-077 120-147 120-105
S2 119-313 119-313 120-134
S3 119-173 119-257 120-122
S4 119-033 119-117 120-083
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 125-207 124-313 121-176
R3 123-237 123-023 121-008
R2 121-267 121-267 120-272
R1 121-053 121-053 120-216 121-160
PP 119-297 119-297 119-297 120-030
S1 119-083 119-083 120-104 119-190
S2 118-007 118-007 120-048
S3 116-037 117-113 119-312
S4 114-067 115-143 119-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-190 118-220 1-290 1.6% 0-132 0.3% 95% True False 69
10 120-190 118-220 1-290 1.6% 0-079 0.2% 95% True False 54
20 120-190 117-140 3-050 2.6% 0-055 0.1% 97% True False 38
40 120-190 114-240 5-270 4.8% 0-064 0.2% 98% True False 28
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 False
Bear Hook False
Bull Hook False
Stretch 0-005
Fibonacci Retracements and Extensions
4.250 122-145
2.618 121-237
1.618 121-097
1.000 121-010
0.618 120-277
HIGH 120-190
0.618 120-137
0.500 120-120
0.382 120-103
LOW 120-050
0.618 119-283
1.000 119-230
1.618 119-143
2.618 119-003
4.250 118-095
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 120-147 120-127
PP 120-133 120-093
S1 120-120 120-060

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

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