ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
120-225 |
121-050 |
0-145 |
0.4% |
121-245 |
High |
121-080 |
121-210 |
0-130 |
0.3% |
122-010 |
Low |
120-220 |
120-255 |
0-035 |
0.1% |
120-190 |
Close |
120-285 |
121-175 |
0-210 |
0.5% |
121-125 |
Range |
0-180 |
0-275 |
0-095 |
52.8% |
1-140 |
ATR |
0-270 |
0-271 |
0-000 |
0.1% |
0-000 |
Volume |
16,707 |
18,562 |
1,855 |
11.1% |
310,090 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-292 |
123-188 |
122-006 |
|
R3 |
123-017 |
122-233 |
121-251 |
|
R2 |
122-062 |
122-062 |
121-225 |
|
R1 |
121-278 |
121-278 |
121-200 |
122-010 |
PP |
121-107 |
121-107 |
121-107 |
121-132 |
S1 |
121-003 |
121-003 |
121-150 |
121-055 |
S2 |
120-152 |
120-152 |
121-125 |
|
S3 |
119-197 |
120-048 |
121-099 |
|
S4 |
118-242 |
119-093 |
121-024 |
|
|
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 |
121-210 |
120-165 |
1-045 |
0.9% |
0-217 |
0.6% |
90% |
True |
False |
23,328 |
10 |
122-010 |
120-045 |
1-285 |
1.6% |
0-247 |
0.6% |
74% |
False |
False |
46,973 |
20 |
122-145 |
119-220 |
2-245 |
2.3% |
0-274 |
0.7% |
67% |
False |
False |
750,116 |
40 |
122-145 |
116-100 |
6-045 |
5.1% |
0-288 |
0.7% |
85% |
False |
False |
1,012,354 |
60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-255 |
0.7% |
88% |
False |
False |
996,112 |
80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-229 |
0.6% |
88% |
False |
False |
932,809 |
100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-218 |
0.6% |
88% |
False |
False |
750,700 |
120 |
122-145 |
113-180 |
8-285 |
7.3% |
0-206 |
0.5% |
90% |
False |
False |
625,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-099 |
2.618 |
123-290 |
1.618 |
123-015 |
1.000 |
122-165 |
0.618 |
122-060 |
HIGH |
121-210 |
0.618 |
121-105 |
0.500 |
121-072 |
0.382 |
121-040 |
LOW |
120-255 |
0.618 |
120-085 |
1.000 |
119-300 |
1.618 |
119-130 |
2.618 |
118-175 |
4.250 |
117-046 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
121-141 |
121-133 |
PP |
121-107 |
121-092 |
S1 |
121-072 |
121-050 |
|