ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
121-050 |
121-150 |
0-100 |
0.3% |
121-000 |
High |
121-210 |
121-195 |
-0-015 |
0.0% |
121-210 |
Low |
120-255 |
121-070 |
0-135 |
0.3% |
120-165 |
Close |
121-175 |
121-085 |
-0-090 |
-0.2% |
121-085 |
Range |
0-275 |
0-125 |
-0-150 |
-54.5% |
1-045 |
ATR |
0-271 |
0-260 |
-0-010 |
-3.8% |
0-000 |
Volume |
18,562 |
17,874 |
-688 |
-3.7% |
111,258 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-172 |
122-093 |
121-154 |
|
R3 |
122-047 |
121-288 |
121-119 |
|
R2 |
121-242 |
121-242 |
121-108 |
|
R1 |
121-163 |
121-163 |
121-096 |
121-140 |
PP |
121-117 |
121-117 |
121-117 |
121-105 |
S1 |
121-038 |
121-038 |
121-074 |
121-015 |
S2 |
120-312 |
120-312 |
121-062 |
|
S3 |
120-187 |
120-233 |
121-051 |
|
S4 |
120-062 |
120-108 |
121-016 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-182 |
124-018 |
121-286 |
|
R3 |
123-137 |
122-293 |
121-185 |
|
R2 |
122-092 |
122-092 |
121-152 |
|
R1 |
121-248 |
121-248 |
121-118 |
122-010 |
PP |
121-047 |
121-047 |
121-047 |
121-088 |
S1 |
120-203 |
120-203 |
121-052 |
120-285 |
S2 |
120-002 |
120-002 |
121-018 |
|
S3 |
118-277 |
119-158 |
120-305 |
|
S4 |
117-232 |
118-113 |
120-204 |
|
|
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% |
0-191 |
0.5% |
66% |
False |
False |
22,251 |
10 |
122-010 |
120-165 |
1-165 |
1.2% |
0-213 |
0.5% |
49% |
False |
False |
42,134 |
20 |
122-145 |
119-220 |
2-245 |
2.3% |
0-258 |
0.7% |
57% |
False |
False |
670,084 |
40 |
122-145 |
116-100 |
6-045 |
5.1% |
0-285 |
0.7% |
81% |
False |
False |
991,520 |
60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-250 |
0.6% |
84% |
False |
False |
986,615 |
80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-229 |
0.6% |
84% |
False |
False |
926,124 |
100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-217 |
0.6% |
84% |
False |
False |
750,849 |
120 |
122-145 |
113-180 |
8-285 |
7.3% |
0-206 |
0.5% |
87% |
False |
False |
625,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-086 |
2.618 |
122-202 |
1.618 |
122-077 |
1.000 |
122-000 |
0.618 |
121-272 |
HIGH |
121-195 |
0.618 |
121-147 |
0.500 |
121-132 |
0.382 |
121-118 |
LOW |
121-070 |
0.618 |
120-313 |
1.000 |
120-265 |
1.618 |
120-188 |
2.618 |
120-063 |
4.250 |
119-179 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
121-132 |
121-075 |
PP |
121-117 |
121-065 |
S1 |
121-101 |
121-055 |
|