ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
121-125 |
120-065 |
-1-060 |
-1.0% |
121-020 |
| High |
121-135 |
120-230 |
-0-225 |
-0.6% |
122-145 |
| Low |
120-045 |
120-055 |
0-010 |
0.0% |
120-045 |
| Close |
120-100 |
120-215 |
0-115 |
0.3% |
120-215 |
| Range |
1-090 |
0-175 |
-0-235 |
-57.3% |
2-100 |
| ATR |
0-312 |
0-302 |
-0-010 |
-3.1% |
0-000 |
| Volume |
2,339,058 |
1,987,347 |
-351,711 |
-15.0% |
10,061,335 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-052 |
121-308 |
120-311 |
|
| R3 |
121-197 |
121-133 |
120-263 |
|
| R2 |
121-022 |
121-022 |
120-247 |
|
| R1 |
120-278 |
120-278 |
120-231 |
120-310 |
| PP |
120-167 |
120-167 |
120-167 |
120-182 |
| S1 |
120-103 |
120-103 |
120-199 |
120-135 |
| S2 |
119-312 |
119-312 |
120-183 |
|
| S3 |
119-137 |
119-248 |
120-167 |
|
| S4 |
118-282 |
119-073 |
120-119 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-008 |
126-212 |
121-302 |
|
| R3 |
125-228 |
124-112 |
121-098 |
|
| R2 |
123-128 |
123-128 |
121-031 |
|
| R1 |
122-012 |
122-012 |
120-283 |
121-180 |
| PP |
121-028 |
121-028 |
121-028 |
120-272 |
| S1 |
119-232 |
119-232 |
120-147 |
119-080 |
| S2 |
118-248 |
118-248 |
120-079 |
|
| S3 |
116-148 |
117-132 |
120-012 |
|
| S4 |
114-048 |
115-032 |
119-128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-145 |
120-045 |
2-100 |
1.9% |
0-283 |
0.7% |
23% |
False |
False |
2,012,267 |
| 10 |
122-145 |
119-100 |
3-045 |
2.6% |
0-308 |
0.8% |
43% |
False |
False |
1,773,483 |
| 20 |
122-145 |
117-140 |
5-005 |
4.2% |
1-008 |
0.8% |
64% |
False |
False |
1,560,430 |
| 40 |
122-145 |
114-265 |
7-200 |
6.3% |
0-266 |
0.7% |
77% |
False |
False |
1,280,734 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-235 |
0.6% |
77% |
False |
False |
1,137,094 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-216 |
0.6% |
77% |
False |
False |
922,356 |
| 100 |
122-145 |
114-000 |
8-145 |
7.0% |
0-205 |
0.5% |
79% |
False |
False |
738,230 |
| 120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-189 |
0.5% |
80% |
False |
False |
615,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-014 |
|
2.618 |
122-048 |
|
1.618 |
121-193 |
|
1.000 |
121-085 |
|
0.618 |
121-018 |
|
HIGH |
120-230 |
|
0.618 |
120-163 |
|
0.500 |
120-142 |
|
0.382 |
120-122 |
|
LOW |
120-055 |
|
0.618 |
119-267 |
|
1.000 |
119-200 |
|
1.618 |
119-092 |
|
2.618 |
118-237 |
|
4.250 |
117-271 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-191 |
120-298 |
| PP |
120-167 |
120-270 |
| S1 |
120-142 |
120-242 |
|