ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-245 |
121-275 |
0-030 |
0.1% |
120-185 |
| High |
122-010 |
121-310 |
-0-020 |
-0.1% |
121-190 |
| Low |
121-080 |
121-170 |
0-090 |
0.2% |
119-220 |
| Close |
121-210 |
121-260 |
0-050 |
0.1% |
121-175 |
| Range |
0-250 |
0-140 |
-0-110 |
-44.0% |
1-290 |
| ATR |
0-301 |
0-290 |
-0-012 |
-3.8% |
0-000 |
| Volume |
83,088 |
60,642 |
-22,446 |
-27.0% |
853,563 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-027 |
122-283 |
122-017 |
|
| R3 |
122-207 |
122-143 |
121-298 |
|
| R2 |
122-067 |
122-067 |
121-286 |
|
| R1 |
122-003 |
122-003 |
121-273 |
121-285 |
| PP |
121-247 |
121-247 |
121-247 |
121-228 |
| S1 |
121-183 |
121-183 |
121-247 |
121-145 |
| S2 |
121-107 |
121-107 |
121-234 |
|
| S3 |
120-287 |
121-043 |
121-222 |
|
| S4 |
120-147 |
120-223 |
121-183 |
|
|
| 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 |
122-010 |
119-220 |
2-110 |
1.9% |
0-266 |
0.7% |
91% |
False |
False |
111,555 |
| 10 |
122-145 |
119-220 |
2-245 |
2.3% |
0-286 |
0.7% |
77% |
False |
False |
894,394 |
| 20 |
122-145 |
118-155 |
3-310 |
3.3% |
0-287 |
0.7% |
84% |
False |
False |
1,166,817 |
| 40 |
122-145 |
116-025 |
6-120 |
5.2% |
0-278 |
0.7% |
90% |
False |
False |
1,183,463 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-245 |
0.6% |
92% |
False |
False |
1,079,422 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-225 |
0.6% |
92% |
False |
False |
934,428 |
| 100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-210 |
0.5% |
92% |
False |
False |
748,193 |
| 120 |
122-145 |
113-180 |
8-285 |
7.3% |
0-195 |
0.5% |
93% |
False |
False |
623,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-265 |
|
2.618 |
123-037 |
|
1.618 |
122-217 |
|
1.000 |
122-130 |
|
0.618 |
122-077 |
|
HIGH |
121-310 |
|
0.618 |
121-257 |
|
0.500 |
121-240 |
|
0.382 |
121-223 |
|
LOW |
121-170 |
|
0.618 |
121-083 |
|
1.000 |
121-030 |
|
1.618 |
120-263 |
|
2.618 |
120-123 |
|
4.250 |
119-215 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-253 |
121-182 |
| PP |
121-247 |
121-105 |
| S1 |
121-240 |
121-028 |
|