ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
120-065 |
120-185 |
0-120 |
0.3% |
121-020 |
High |
120-230 |
121-100 |
0-190 |
0.5% |
122-145 |
Low |
120-055 |
120-120 |
0-065 |
0.2% |
120-045 |
Close |
120-215 |
120-215 |
0-000 |
0.0% |
120-215 |
Range |
0-175 |
0-300 |
0-125 |
71.4% |
2-100 |
ATR |
0-302 |
0-302 |
0-000 |
0.0% |
0-000 |
Volume |
1,987,347 |
439,517 |
-1,547,830 |
-77.9% |
10,061,335 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-192 |
123-023 |
121-060 |
|
R3 |
122-212 |
122-043 |
120-298 |
|
R2 |
121-232 |
121-232 |
120-270 |
|
R1 |
121-063 |
121-063 |
120-242 |
121-148 |
PP |
120-252 |
120-252 |
120-252 |
120-294 |
S1 |
120-083 |
120-083 |
120-188 |
120-168 |
S2 |
119-272 |
119-272 |
120-160 |
|
S3 |
118-292 |
119-103 |
120-132 |
|
S4 |
117-312 |
118-123 |
120-050 |
|
|
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% |
0-306 |
0.8% |
23% |
False |
False |
1,677,233 |
10 |
122-145 |
119-100 |
3-045 |
2.6% |
0-310 |
0.8% |
43% |
False |
False |
1,684,288 |
20 |
122-145 |
117-170 |
4-295 |
4.1% |
1-017 |
0.9% |
64% |
False |
False |
1,525,774 |
40 |
122-145 |
115-010 |
7-135 |
6.2% |
0-268 |
0.7% |
76% |
False |
False |
1,283,049 |
60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-235 |
0.6% |
77% |
False |
False |
1,129,678 |
80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-216 |
0.6% |
77% |
False |
False |
927,806 |
100 |
122-145 |
114-040 |
8-105 |
6.9% |
0-207 |
0.5% |
79% |
False |
False |
742,625 |
120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-190 |
0.5% |
80% |
False |
False |
618,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-095 |
2.618 |
123-245 |
1.618 |
122-265 |
1.000 |
122-080 |
0.618 |
121-285 |
HIGH |
121-100 |
0.618 |
120-305 |
0.500 |
120-270 |
0.382 |
120-235 |
LOW |
120-120 |
0.618 |
119-255 |
1.000 |
119-140 |
1.618 |
118-275 |
2.618 |
117-295 |
4.250 |
116-125 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
120-270 |
120-250 |
PP |
120-252 |
120-238 |
S1 |
120-233 |
120-227 |
|