ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
120-190 |
121-000 |
0-130 |
0.3% |
121-245 |
High |
121-125 |
121-035 |
-0-090 |
-0.2% |
122-010 |
Low |
120-190 |
120-165 |
-0-025 |
-0.1% |
120-190 |
Close |
121-125 |
120-305 |
-0-140 |
-0.4% |
121-125 |
Range |
0-255 |
0-190 |
-0-065 |
-25.5% |
1-140 |
ATR |
0-285 |
0-284 |
0-000 |
-0.1% |
0-000 |
Volume |
23,257 |
29,209 |
5,952 |
25.6% |
310,090 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-205 |
122-125 |
121-090 |
|
R3 |
122-015 |
121-255 |
121-037 |
|
R2 |
121-145 |
121-145 |
121-020 |
|
R1 |
121-065 |
121-065 |
121-002 |
121-010 |
PP |
120-275 |
120-275 |
120-275 |
120-248 |
S1 |
120-195 |
120-195 |
120-288 |
120-140 |
S2 |
120-085 |
120-085 |
120-270 |
|
S3 |
119-215 |
120-005 |
120-253 |
|
S4 |
119-025 |
119-135 |
120-200 |
|
|
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 |
121-310 |
120-165 |
1-145 |
1.2% |
0-223 |
0.6% |
30% |
False |
True |
51,242 |
10 |
122-010 |
119-220 |
2-110 |
1.9% |
0-260 |
0.7% |
54% |
False |
False |
119,286 |
20 |
122-145 |
119-100 |
3-045 |
2.6% |
0-284 |
0.7% |
52% |
False |
False |
946,384 |
40 |
122-145 |
116-100 |
6-045 |
5.1% |
0-284 |
0.7% |
76% |
False |
False |
1,086,836 |
60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-251 |
0.6% |
80% |
False |
False |
1,030,912 |
80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-228 |
0.6% |
80% |
False |
False |
936,099 |
100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-214 |
0.6% |
80% |
False |
False |
750,119 |
120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-202 |
0.5% |
83% |
False |
False |
625,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-202 |
2.618 |
122-212 |
1.618 |
122-022 |
1.000 |
121-225 |
0.618 |
121-152 |
HIGH |
121-035 |
0.618 |
120-282 |
0.500 |
120-260 |
0.382 |
120-238 |
LOW |
120-165 |
0.618 |
120-048 |
1.000 |
119-295 |
1.618 |
119-178 |
2.618 |
118-308 |
4.250 |
117-318 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
120-290 |
121-035 |
PP |
120-275 |
121-018 |
S1 |
120-260 |
121-002 |
|