ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 121-220 121-210 -0-010 0.0% 118-220
High 121-220 122-020 0-120 0.3% 120-190
Low 121-090 121-150 0-060 0.2% 118-220
Close 121-190 121-210 0-020 0.1% 120-160
Range 0-130 0-190 0-060 46.2% 1-290
ATR 0-168 0-170 0-002 0.9% 0-000
Volume 108 415 307 284.3% 347
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 123-163 123-057 121-314
R3 122-293 122-187 121-262
R2 122-103 122-103 121-245
R1 121-317 121-317 121-227 121-305
PP 121-233 121-233 121-233 121-228
S1 121-127 121-127 121-193 121-115
S2 121-043 121-043 121-175
S3 120-173 120-257 121-158
S4 119-303 120-067 121-106
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
5 122-020 120-050 1-290 1.6% 0-158 0.4% 79% True False 160
10 122-020 118-220 3-120 2.8% 0-131 0.3% 88% True False 110
20 122-020 118-220 3-120 2.8% 0-088 0.2% 88% True False 63
40 122-020 116-070 5-270 4.8% 0-070 0.2% 93% True False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-188
2.618 123-197
1.618 123-007
1.000 122-210
0.618 122-137
HIGH 122-020
0.618 121-267
0.500 121-245
0.382 121-223
LOW 121-150
0.618 121-033
1.000 120-280
1.618 120-163
2.618 119-293
4.250 118-302
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 121-245 121-205
PP 121-233 121-200
S1 121-222 121-195

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

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