ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-185 |
120-290 |
0-105 |
0.3% |
121-020 |
| High |
121-100 |
120-315 |
-0-105 |
-0.3% |
122-145 |
| Low |
120-120 |
120-085 |
-0-035 |
-0.1% |
120-045 |
| Close |
120-215 |
120-120 |
-0-095 |
-0.2% |
120-215 |
| Range |
0-300 |
0-230 |
-0-070 |
-23.3% |
2-100 |
| ATR |
0-302 |
0-297 |
-0-005 |
-1.7% |
0-000 |
| Volume |
439,517 |
220,220 |
-219,297 |
-49.9% |
10,061,335 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-223 |
122-082 |
120-246 |
|
| R3 |
121-313 |
121-172 |
120-183 |
|
| R2 |
121-083 |
121-083 |
120-162 |
|
| R1 |
120-262 |
120-262 |
120-141 |
120-218 |
| PP |
120-173 |
120-173 |
120-173 |
120-151 |
| S1 |
120-032 |
120-032 |
120-099 |
119-308 |
| S2 |
119-263 |
119-263 |
120-078 |
|
| S3 |
119-033 |
119-122 |
120-057 |
|
| S4 |
118-123 |
118-212 |
119-314 |
|
|
| 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 |
121-230 |
120-045 |
1-185 |
1.3% |
0-284 |
0.7% |
15% |
False |
False |
1,425,101 |
| 10 |
122-145 |
120-010 |
2-135 |
2.0% |
0-298 |
0.8% |
14% |
False |
False |
1,584,669 |
| 20 |
122-145 |
118-020 |
4-125 |
3.6% |
1-016 |
0.9% |
53% |
False |
False |
1,506,121 |
| 40 |
122-145 |
115-095 |
7-050 |
5.9% |
0-270 |
0.7% |
71% |
False |
False |
1,272,522 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-237 |
0.6% |
73% |
False |
False |
1,117,306 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-218 |
0.6% |
73% |
False |
False |
930,405 |
| 100 |
122-145 |
114-050 |
8-095 |
6.9% |
0-207 |
0.5% |
75% |
False |
False |
744,827 |
| 120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-192 |
0.5% |
77% |
False |
False |
620,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-012 |
|
2.618 |
122-277 |
|
1.618 |
122-047 |
|
1.000 |
121-225 |
|
0.618 |
121-137 |
|
HIGH |
120-315 |
|
0.618 |
120-227 |
|
0.500 |
120-200 |
|
0.382 |
120-173 |
|
LOW |
120-085 |
|
0.618 |
119-263 |
|
1.000 |
119-175 |
|
1.618 |
119-033 |
|
2.618 |
118-123 |
|
4.250 |
117-068 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-200 |
120-238 |
| PP |
120-173 |
120-198 |
| S1 |
120-147 |
120-159 |
|