ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
121-275 |
121-200 |
-0-075 |
-0.2% |
120-185 |
High |
121-310 |
121-260 |
-0-050 |
-0.1% |
121-190 |
Low |
121-170 |
121-085 |
-0-085 |
-0.2% |
119-220 |
Close |
121-260 |
121-205 |
-0-055 |
-0.1% |
121-175 |
Range |
0-140 |
0-175 |
0-035 |
25.0% |
1-290 |
ATR |
0-290 |
0-282 |
-0-008 |
-2.8% |
0-000 |
Volume |
60,642 |
88,265 |
27,623 |
45.6% |
853,563 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-068 |
122-312 |
121-301 |
|
R3 |
122-213 |
122-137 |
121-253 |
|
R2 |
122-038 |
122-038 |
121-237 |
|
R1 |
121-282 |
121-282 |
121-221 |
122-000 |
PP |
121-183 |
121-183 |
121-183 |
121-202 |
S1 |
121-107 |
121-107 |
121-189 |
121-145 |
S2 |
121-008 |
121-008 |
121-173 |
|
S3 |
120-153 |
120-252 |
121-157 |
|
S4 |
119-298 |
120-077 |
121-109 |
|
|
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% |
0-255 |
0.7% |
83% |
False |
False |
85,164 |
10 |
122-010 |
119-220 |
2-110 |
1.9% |
0-270 |
0.7% |
83% |
False |
False |
755,132 |
20 |
122-145 |
118-155 |
3-310 |
3.3% |
0-282 |
0.7% |
80% |
False |
False |
1,104,245 |
40 |
122-145 |
116-025 |
6-120 |
5.2% |
0-278 |
0.7% |
87% |
False |
False |
1,163,581 |
60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-246 |
0.6% |
89% |
False |
False |
1,063,675 |
80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-227 |
0.6% |
89% |
False |
False |
935,444 |
100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-210 |
0.5% |
89% |
False |
False |
749,063 |
120 |
122-145 |
113-180 |
8-285 |
7.3% |
0-196 |
0.5% |
91% |
False |
False |
624,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-044 |
2.618 |
123-078 |
1.618 |
122-223 |
1.000 |
122-115 |
0.618 |
122-048 |
HIGH |
121-260 |
0.618 |
121-193 |
0.500 |
121-172 |
0.382 |
121-152 |
LOW |
121-085 |
0.618 |
120-297 |
1.000 |
120-230 |
1.618 |
120-122 |
2.618 |
119-267 |
4.250 |
118-301 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
121-194 |
121-205 |
PP |
121-183 |
121-205 |
S1 |
121-172 |
121-205 |
|