ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
116-312 |
117-135 |
0-143 |
0.4% |
117-225 |
| High |
117-160 |
117-265 |
0-105 |
0.3% |
118-155 |
| Low |
116-312 |
117-092 |
0-100 |
0.3% |
116-302 |
| Close |
117-140 |
117-142 |
0-002 |
0.0% |
117-140 |
| Range |
0-168 |
0-173 |
0-005 |
3.0% |
1-173 |
| ATR |
0-191 |
0-190 |
-0-001 |
-0.7% |
0-000 |
| Volume |
844,097 |
219,449 |
-624,648 |
-74.0% |
4,655,856 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-045 |
118-267 |
117-237 |
|
| R3 |
118-192 |
118-094 |
117-190 |
|
| R2 |
118-019 |
118-019 |
117-174 |
|
| R1 |
117-241 |
117-241 |
117-158 |
117-290 |
| PP |
117-166 |
117-166 |
117-166 |
117-191 |
| S1 |
117-068 |
117-068 |
117-126 |
117-117 |
| S2 |
116-313 |
116-313 |
117-110 |
|
| S3 |
116-140 |
116-215 |
117-094 |
|
| S4 |
115-287 |
116-042 |
117-047 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-078 |
121-122 |
118-091 |
|
| R3 |
120-225 |
119-269 |
117-276 |
|
| R2 |
119-052 |
119-052 |
117-230 |
|
| R1 |
118-096 |
118-096 |
117-185 |
117-308 |
| PP |
117-199 |
117-199 |
117-199 |
117-145 |
| S1 |
116-243 |
116-243 |
117-095 |
116-134 |
| S2 |
116-026 |
116-026 |
117-050 |
|
| S3 |
114-173 |
115-070 |
117-004 |
|
| S4 |
113-000 |
113-217 |
116-189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-155 |
116-302 |
1-173 |
1.3% |
0-201 |
0.5% |
32% |
False |
False |
817,402 |
| 10 |
118-155 |
116-282 |
1-193 |
1.4% |
0-196 |
0.5% |
35% |
False |
False |
755,307 |
| 20 |
118-155 |
115-192 |
2-283 |
2.5% |
0-210 |
0.6% |
64% |
False |
False |
689,663 |
| 40 |
118-155 |
113-310 |
4-165 |
3.8% |
0-170 |
0.5% |
77% |
False |
False |
572,301 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-150 |
0.4% |
77% |
False |
False |
522,585 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-139 |
0.4% |
77% |
False |
False |
436,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-040 |
|
2.618 |
119-078 |
|
1.618 |
118-225 |
|
1.000 |
118-118 |
|
0.618 |
118-052 |
|
HIGH |
117-265 |
|
0.618 |
117-199 |
|
0.500 |
117-178 |
|
0.382 |
117-158 |
|
LOW |
117-092 |
|
0.618 |
116-305 |
|
1.000 |
116-239 |
|
1.618 |
116-132 |
|
2.618 |
115-279 |
|
4.250 |
114-317 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-178 |
117-136 |
| PP |
117-166 |
117-130 |
| S1 |
117-154 |
117-124 |
|