ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 121-080 121-220 0-140 0.4% 118-220
High 121-250 121-220 -0-030 -0.1% 120-190
Low 121-050 121-090 0-040 0.1% 118-220
Close 121-180 121-190 0-010 0.0% 120-160
Range 0-200 0-130 -0-070 -35.0% 1-290
ATR 0-171 0-168 -0-003 -1.7% 0-000
Volume 32 108 76 237.5% 347
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 122-237 122-183 121-262
R3 122-107 122-053 121-226
R2 121-297 121-297 121-214
R1 121-243 121-243 121-202 121-205
PP 121-167 121-167 121-167 121-148
S1 121-113 121-113 121-178 121-075
S2 121-037 121-037 121-166
S3 120-227 120-303 121-154
S4 120-097 120-173 121-118
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
5 121-250 120-050 1-200 1.3% 0-148 0.4% 88% False False 92
10 121-250 118-220 3-030 2.5% 0-125 0.3% 94% False False 70
20 121-250 118-100 3-150 2.9% 0-078 0.2% 95% False False 44
40 121-250 115-250 6-000 4.9% 0-073 0.2% 97% False False 32
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 False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-132
2.618 122-240
1.618 122-110
1.000 122-030
0.618 121-300
HIGH 121-220
0.618 121-170
0.500 121-155
0.382 121-140
LOW 121-090
0.618 121-010
1.000 120-280
1.618 120-200
2.618 120-070
4.250 119-178
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 121-178 121-152
PP 121-167 121-113
S1 121-155 121-075

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

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