ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
121-020 |
120-225 |
-0-115 |
-0.3% |
121-245 |
High |
121-075 |
121-080 |
0-005 |
0.0% |
122-010 |
Low |
120-210 |
120-220 |
0-010 |
0.0% |
120-190 |
Close |
120-230 |
120-285 |
0-055 |
0.1% |
121-125 |
Range |
0-185 |
0-180 |
-0-005 |
-2.7% |
1-140 |
ATR |
0-277 |
0-270 |
-0-007 |
-2.5% |
0-000 |
Volume |
28,906 |
16,707 |
-12,199 |
-42.2% |
310,090 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-202 |
122-103 |
121-064 |
|
R3 |
122-022 |
121-243 |
121-014 |
|
R2 |
121-162 |
121-162 |
120-318 |
|
R1 |
121-063 |
121-063 |
120-302 |
121-112 |
PP |
120-302 |
120-302 |
120-302 |
121-006 |
S1 |
120-203 |
120-203 |
120-268 |
120-252 |
S2 |
120-122 |
120-122 |
120-252 |
|
S3 |
119-262 |
120-023 |
120-236 |
|
S4 |
119-082 |
119-163 |
120-186 |
|
|
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 |
121-225 |
120-165 |
1-060 |
1.0% |
0-233 |
0.6% |
32% |
False |
False |
30,583 |
10 |
122-010 |
119-220 |
2-110 |
1.9% |
0-244 |
0.6% |
51% |
False |
False |
57,873 |
20 |
122-145 |
119-220 |
2-245 |
2.3% |
0-271 |
0.7% |
44% |
False |
False |
821,271 |
40 |
122-145 |
116-100 |
6-045 |
5.1% |
0-285 |
0.7% |
75% |
False |
False |
1,031,982 |
60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-252 |
0.7% |
80% |
False |
False |
1,005,778 |
80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-230 |
0.6% |
80% |
False |
False |
935,165 |
100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-216 |
0.6% |
80% |
False |
False |
750,520 |
120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-204 |
0.5% |
82% |
False |
False |
625,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-205 |
2.618 |
122-231 |
1.618 |
122-051 |
1.000 |
121-260 |
0.618 |
121-191 |
HIGH |
121-080 |
0.618 |
121-011 |
0.500 |
120-310 |
0.382 |
120-289 |
LOW |
120-220 |
0.618 |
120-109 |
1.000 |
120-040 |
1.618 |
119-249 |
2.618 |
119-069 |
4.250 |
118-095 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
120-310 |
120-284 |
PP |
120-302 |
120-283 |
S1 |
120-293 |
120-282 |
|