ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-185 |
117-062 |
-0-123 |
-0.3% |
117-225 |
| High |
117-207 |
117-102 |
-0-105 |
-0.3% |
118-155 |
| Low |
117-062 |
116-277 |
-0-105 |
-0.3% |
116-302 |
| Close |
117-077 |
117-045 |
-0-032 |
-0.1% |
117-140 |
| Range |
0-145 |
0-145 |
0-000 |
0.0% |
1-173 |
| ATR |
0-187 |
0-184 |
-0-003 |
-1.6% |
0-000 |
| Volume |
83,630 |
74,764 |
-8,866 |
-10.6% |
4,655,856 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-150 |
118-082 |
117-125 |
|
| R3 |
118-005 |
117-257 |
117-085 |
|
| R2 |
117-180 |
117-180 |
117-072 |
|
| R1 |
117-112 |
117-112 |
117-058 |
117-074 |
| PP |
117-035 |
117-035 |
117-035 |
117-015 |
| S1 |
116-287 |
116-287 |
117-032 |
116-248 |
| S2 |
116-210 |
116-210 |
117-018 |
|
| S3 |
116-065 |
116-142 |
117-005 |
|
| S4 |
115-240 |
115-317 |
116-285 |
|
|
| 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 |
117-265 |
116-277 |
0-308 |
0.8% |
0-174 |
0.5% |
29% |
False |
True |
510,460 |
| 10 |
118-155 |
116-277 |
1-198 |
1.4% |
0-187 |
0.5% |
17% |
False |
True |
662,693 |
| 20 |
118-155 |
116-000 |
2-155 |
2.1% |
0-204 |
0.5% |
46% |
False |
False |
648,790 |
| 40 |
118-155 |
114-100 |
4-055 |
3.6% |
0-172 |
0.5% |
68% |
False |
False |
554,998 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-153 |
0.4% |
71% |
False |
False |
511,093 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-141 |
0.4% |
71% |
False |
False |
438,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-078 |
|
2.618 |
118-162 |
|
1.618 |
118-017 |
|
1.000 |
117-247 |
|
0.618 |
117-192 |
|
HIGH |
117-102 |
|
0.618 |
117-047 |
|
0.500 |
117-030 |
|
0.382 |
117-012 |
|
LOW |
116-277 |
|
0.618 |
116-187 |
|
1.000 |
116-132 |
|
1.618 |
116-042 |
|
2.618 |
115-217 |
|
4.250 |
114-301 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-040 |
117-111 |
| PP |
117-035 |
117-089 |
| S1 |
117-030 |
117-067 |
|