ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-225 |
120-190 |
-1-035 |
-0.9% |
121-245 |
| High |
121-225 |
121-125 |
-0-100 |
-0.3% |
122-010 |
| Low |
120-190 |
120-190 |
0-000 |
0.0% |
120-190 |
| Close |
120-200 |
121-125 |
0-245 |
0.6% |
121-125 |
| Range |
1-035 |
0-255 |
-0-100 |
-28.2% |
1-140 |
| ATR |
0-287 |
0-285 |
-0-002 |
-0.8% |
0-000 |
| Volume |
54,838 |
23,257 |
-31,581 |
-57.6% |
310,090 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-165 |
123-080 |
121-265 |
|
| R3 |
122-230 |
122-145 |
121-195 |
|
| R2 |
121-295 |
121-295 |
121-172 |
|
| R1 |
121-210 |
121-210 |
121-148 |
121-252 |
| PP |
121-040 |
121-040 |
121-040 |
121-061 |
| S1 |
120-275 |
120-275 |
121-102 |
120-318 |
| S2 |
120-105 |
120-105 |
121-078 |
|
| S3 |
119-170 |
120-020 |
121-055 |
|
| S4 |
118-235 |
119-085 |
120-305 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-208 |
124-307 |
122-058 |
|
| R3 |
124-068 |
123-167 |
121-252 |
|
| R2 |
122-248 |
122-248 |
121-209 |
|
| R1 |
122-027 |
122-027 |
121-167 |
121-228 |
| PP |
121-108 |
121-108 |
121-108 |
121-049 |
| S1 |
120-207 |
120-207 |
121-083 |
120-088 |
| S2 |
119-288 |
119-288 |
121-041 |
|
| S3 |
118-148 |
119-067 |
120-318 |
|
| S4 |
117-008 |
117-247 |
120-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-010 |
120-190 |
1-140 |
1.2% |
0-235 |
0.6% |
55% |
False |
True |
62,018 |
| 10 |
122-010 |
119-220 |
2-110 |
1.9% |
0-259 |
0.7% |
73% |
False |
False |
315,100 |
| 20 |
122-145 |
119-000 |
3-145 |
2.8% |
0-291 |
0.7% |
69% |
False |
False |
1,000,445 |
| 40 |
122-145 |
116-100 |
6-045 |
5.1% |
0-286 |
0.7% |
83% |
False |
False |
1,111,739 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-251 |
0.6% |
86% |
False |
False |
1,041,164 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-229 |
0.6% |
86% |
False |
False |
936,106 |
| 100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-214 |
0.6% |
86% |
False |
False |
749,830 |
| 120 |
122-145 |
113-180 |
8-285 |
7.3% |
0-200 |
0.5% |
88% |
False |
False |
624,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-249 |
|
2.618 |
123-153 |
|
1.618 |
122-218 |
|
1.000 |
122-060 |
|
0.618 |
121-283 |
|
HIGH |
121-125 |
|
0.618 |
121-028 |
|
0.500 |
120-318 |
|
0.382 |
120-287 |
|
LOW |
120-190 |
|
0.618 |
120-032 |
|
1.000 |
119-255 |
|
1.618 |
119-097 |
|
2.618 |
118-162 |
|
4.250 |
117-066 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-082 |
121-105 |
| PP |
121-040 |
121-085 |
| S1 |
120-318 |
121-065 |
|