ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 120-240 121-080 0-160 0.4% 118-220
High 121-030 121-250 0-220 0.6% 120-190
Low 120-220 121-050 0-150 0.4% 118-220
Close 121-050 121-180 0-130 0.3% 120-160
Range 0-130 0-200 0-070 53.8% 1-290
ATR 0-169 0-171 0-002 1.3% 0-000
Volume 49 32 -17 -34.7% 347
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-120 123-030 121-290
R3 122-240 122-150 121-235
R2 122-040 122-040 121-217
R1 121-270 121-270 121-198 121-315
PP 121-160 121-160 121-160 121-182
S1 121-070 121-070 121-162 121-115
S2 120-280 120-280 121-143
S3 120-080 120-190 121-125
S4 119-200 119-310 121-070
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
5 121-250 119-250 2-000 1.6% 0-158 0.4% 89% True False 78
10 121-250 118-220 3-030 2.5% 0-112 0.3% 93% True False 59
20 121-250 118-100 3-150 2.9% 0-072 0.2% 94% True False 40
40 121-250 115-090 6-160 5.3% 0-073 0.2% 97% True False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-140
2.618 123-134
1.618 122-254
1.000 122-130
0.618 122-054
HIGH 121-250
0.618 121-174
0.500 121-150
0.382 121-126
LOW 121-050
0.618 120-246
1.000 120-170
1.618 120-046
2.618 119-166
4.250 118-160
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 121-170 121-117
PP 121-160 121-053
S1 121-150 120-310

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

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