ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
120-120 |
120-080 |
-0-040 |
-0.1% |
120-185 |
High |
120-145 |
121-190 |
1-045 |
0.9% |
121-190 |
Low |
119-220 |
120-045 |
0-145 |
0.4% |
119-220 |
Close |
120-060 |
121-175 |
1-115 |
1.1% |
121-175 |
Range |
0-245 |
1-145 |
0-220 |
89.8% |
1-290 |
ATR |
0-293 |
0-305 |
0-012 |
4.2% |
0-000 |
Volume |
127,566 |
66,260 |
-61,306 |
-48.1% |
853,563 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-145 |
124-305 |
122-111 |
|
R3 |
124-000 |
123-160 |
121-303 |
|
R2 |
122-175 |
122-175 |
121-260 |
|
R1 |
122-015 |
122-015 |
121-218 |
122-095 |
PP |
121-030 |
121-030 |
121-030 |
121-070 |
S1 |
120-190 |
120-190 |
121-132 |
120-270 |
S2 |
119-205 |
119-205 |
121-090 |
|
S3 |
118-060 |
119-045 |
121-047 |
|
S4 |
116-235 |
117-220 |
120-239 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-212 |
126-003 |
122-190 |
|
R3 |
124-242 |
124-033 |
122-023 |
|
R2 |
122-272 |
122-272 |
121-287 |
|
R1 |
122-063 |
122-063 |
121-231 |
122-168 |
PP |
120-302 |
120-302 |
120-302 |
121-034 |
S1 |
120-093 |
120-093 |
121-119 |
120-198 |
S2 |
119-012 |
119-012 |
121-063 |
|
S3 |
117-042 |
118-123 |
121-007 |
|
S4 |
115-072 |
116-153 |
120-160 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-190 |
119-220 |
1-290 |
1.6% |
0-283 |
0.7% |
98% |
True |
False |
568,182 |
10 |
122-145 |
119-220 |
2-245 |
2.3% |
0-303 |
0.8% |
67% |
False |
False |
1,298,033 |
20 |
122-145 |
118-120 |
4-025 |
3.4% |
0-311 |
0.8% |
78% |
False |
False |
1,367,881 |
40 |
122-145 |
115-185 |
6-280 |
5.7% |
0-278 |
0.7% |
87% |
False |
False |
1,223,346 |
60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-244 |
0.6% |
88% |
False |
False |
1,101,626 |
80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-224 |
0.6% |
88% |
False |
False |
932,773 |
100 |
122-145 |
114-050 |
8-095 |
6.8% |
0-211 |
0.5% |
89% |
False |
False |
746,763 |
120 |
122-145 |
113-180 |
8-285 |
7.3% |
0-196 |
0.5% |
90% |
False |
False |
622,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-246 |
2.618 |
125-127 |
1.618 |
123-302 |
1.000 |
123-015 |
0.618 |
122-157 |
HIGH |
121-190 |
0.618 |
121-012 |
0.500 |
120-278 |
0.382 |
120-223 |
LOW |
120-045 |
0.618 |
119-078 |
1.000 |
118-220 |
1.618 |
117-253 |
2.618 |
116-108 |
4.250 |
113-309 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
121-102 |
121-078 |
PP |
121-030 |
120-302 |
S1 |
120-278 |
120-205 |
|