ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 121-180 121-240 0-060 0.2% 120-240
High 121-230 121-250 0-020 0.1% 122-020
Low 121-080 121-100 0-020 0.1% 120-220
Close 121-120 121-250 0-130 0.3% 121-120
Range 0-150 0-150 0-000 0.0% 1-120
ATR 0-168 0-167 -0-001 -0.8% 0-000
Volume 1,269 357 -912 -71.9% 1,873
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 123-010 122-280 122-012
R3 122-180 122-130 121-291
R2 122-030 122-030 121-278
R1 121-300 121-300 121-264 122-005
PP 121-200 121-200 121-200 121-212
S1 121-150 121-150 121-236 121-175
S2 121-050 121-050 121-222
S3 120-220 121-000 121-209
S4 120-070 120-170 121-168
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-160 124-260 122-042
R3 124-040 123-140 121-241
R2 122-240 122-240 121-201
R1 122-020 122-020 121-160 122-130
PP 121-120 121-120 121-120 121-175
S1 120-220 120-220 121-080 121-010
S2 120-000 120-000 121-039
S3 118-200 119-100 120-319
S4 117-080 117-300 120-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-020 121-050 0-290 0.7% 0-164 0.4% 69% False False 436
10 122-020 119-090 2-250 2.3% 0-161 0.4% 90% False False 257
20 122-020 118-220 3-120 2.8% 0-087 0.2% 92% False False 142
40 122-020 116-070 5-270 4.8% 0-064 0.2% 95% False False 82
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 0-022
Fibonacci Retracements and Extensions
4.250 123-248
2.618 123-003
1.618 122-173
1.000 122-080
0.618 122-023
HIGH 121-250
0.618 121-193
0.500 121-175
0.382 121-157
LOW 121-100
0.618 121-007
1.000 120-270
1.618 120-177
2.618 120-027
4.250 119-102
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 121-225 121-237
PP 121-200 121-223
S1 121-175 121-210

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

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