ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
121-200 |
121-225 |
0-025 |
0.1% |
120-185 |
High |
121-260 |
121-225 |
-0-035 |
-0.1% |
121-190 |
Low |
121-085 |
120-190 |
-0-215 |
-0.6% |
119-220 |
Close |
121-205 |
120-200 |
-1-005 |
-0.8% |
121-175 |
Range |
0-175 |
1-035 |
0-180 |
102.9% |
1-290 |
ATR |
0-282 |
0-287 |
0-005 |
1.9% |
0-000 |
Volume |
88,265 |
54,838 |
-33,427 |
-37.9% |
853,563 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-097 |
123-183 |
121-075 |
|
R3 |
123-062 |
122-148 |
120-298 |
|
R2 |
122-027 |
122-027 |
120-265 |
|
R1 |
121-113 |
121-113 |
120-233 |
121-052 |
PP |
120-312 |
120-312 |
120-312 |
120-281 |
S1 |
120-078 |
120-078 |
120-167 |
120-018 |
S2 |
119-277 |
119-277 |
120-135 |
|
S3 |
118-242 |
119-043 |
120-102 |
|
S4 |
117-207 |
118-008 |
120-005 |
|
|
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 |
120-045 |
1-285 |
1.6% |
0-277 |
0.7% |
26% |
False |
False |
70,618 |
10 |
122-010 |
119-220 |
2-110 |
1.9% |
0-274 |
0.7% |
40% |
False |
False |
546,680 |
20 |
122-145 |
118-155 |
3-310 |
3.3% |
0-288 |
0.7% |
54% |
False |
False |
1,049,735 |
40 |
122-145 |
116-025 |
6-120 |
5.3% |
0-283 |
0.7% |
71% |
False |
False |
1,136,531 |
60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-248 |
0.6% |
76% |
False |
False |
1,054,546 |
80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-229 |
0.6% |
76% |
False |
False |
936,042 |
100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-212 |
0.5% |
76% |
False |
False |
749,603 |
120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-198 |
0.5% |
79% |
False |
False |
624,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-134 |
2.618 |
124-194 |
1.618 |
123-159 |
1.000 |
122-260 |
0.618 |
122-124 |
HIGH |
121-225 |
0.618 |
121-089 |
0.500 |
121-048 |
0.382 |
121-006 |
LOW |
120-190 |
0.618 |
119-291 |
1.000 |
119-155 |
1.618 |
118-256 |
2.618 |
117-221 |
4.250 |
115-281 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
121-048 |
121-090 |
PP |
120-312 |
121-020 |
S1 |
120-256 |
120-270 |
|