ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
121-000 |
121-020 |
0-020 |
0.1% |
121-245 |
High |
121-035 |
121-075 |
0-040 |
0.1% |
122-010 |
Low |
120-165 |
120-210 |
0-045 |
0.1% |
120-190 |
Close |
120-305 |
120-230 |
-0-075 |
-0.2% |
121-125 |
Range |
0-190 |
0-185 |
-0-005 |
-2.6% |
1-140 |
ATR |
0-284 |
0-277 |
-0-007 |
-2.5% |
0-000 |
Volume |
29,209 |
28,906 |
-303 |
-1.0% |
310,090 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-193 |
122-077 |
121-012 |
|
R3 |
122-008 |
121-212 |
120-281 |
|
R2 |
121-143 |
121-143 |
120-264 |
|
R1 |
121-027 |
121-027 |
120-247 |
120-312 |
PP |
120-278 |
120-278 |
120-278 |
120-261 |
S1 |
120-162 |
120-162 |
120-213 |
120-128 |
S2 |
120-093 |
120-093 |
120-196 |
|
S3 |
119-228 |
119-297 |
120-179 |
|
S4 |
119-043 |
119-112 |
120-128 |
|
|
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 |
121-260 |
120-165 |
1-095 |
1.1% |
0-232 |
0.6% |
16% |
False |
False |
44,895 |
10 |
122-010 |
119-220 |
2-110 |
1.9% |
0-249 |
0.6% |
44% |
False |
False |
78,225 |
20 |
122-145 |
119-100 |
3-045 |
2.6% |
0-279 |
0.7% |
45% |
False |
False |
881,256 |
40 |
122-145 |
116-100 |
6-045 |
5.1% |
0-284 |
0.7% |
72% |
False |
False |
1,052,238 |
60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-252 |
0.7% |
77% |
False |
False |
1,017,702 |
80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-229 |
0.6% |
77% |
False |
False |
935,790 |
100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-215 |
0.6% |
77% |
False |
False |
750,369 |
120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-203 |
0.5% |
80% |
False |
False |
625,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-221 |
2.618 |
122-239 |
1.618 |
122-054 |
1.000 |
121-260 |
0.618 |
121-189 |
HIGH |
121-075 |
0.618 |
121-004 |
0.500 |
120-302 |
0.382 |
120-281 |
LOW |
120-210 |
0.618 |
120-096 |
1.000 |
120-025 |
1.618 |
119-231 |
2.618 |
119-046 |
4.250 |
118-064 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
120-302 |
120-305 |
PP |
120-278 |
120-280 |
S1 |
120-254 |
120-255 |
|