ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
118-042 |
118-005 |
-0-037 |
-0.1% |
117-135 |
| High |
118-057 |
118-060 |
0-003 |
0.0% |
118-000 |
| Low |
117-257 |
117-295 |
0-038 |
0.1% |
116-277 |
| Close |
118-005 |
118-022 |
0-017 |
0.0% |
117-312 |
| Range |
0-120 |
0-085 |
-0-035 |
-29.2% |
1-043 |
| ATR |
0-185 |
0-178 |
-0-007 |
-3.9% |
0-000 |
| Volume |
29,723 |
19,620 |
-10,103 |
-34.0% |
421,290 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-274 |
118-233 |
118-069 |
|
| R3 |
118-189 |
118-148 |
118-045 |
|
| R2 |
118-104 |
118-104 |
118-038 |
|
| R1 |
118-063 |
118-063 |
118-030 |
118-084 |
| PP |
118-019 |
118-019 |
118-019 |
118-029 |
| S1 |
117-298 |
117-298 |
118-014 |
117-318 |
| S2 |
117-254 |
117-254 |
118-006 |
|
| S3 |
117-169 |
117-213 |
117-319 |
|
| S4 |
117-084 |
117-128 |
117-295 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-005 |
120-202 |
118-192 |
|
| R3 |
119-282 |
119-159 |
118-092 |
|
| R2 |
118-239 |
118-239 |
118-059 |
|
| R1 |
118-116 |
118-116 |
118-025 |
118-178 |
| PP |
117-196 |
117-196 |
117-196 |
117-227 |
| S1 |
117-073 |
117-073 |
117-279 |
117-134 |
| S2 |
116-153 |
116-153 |
117-245 |
|
| S3 |
115-110 |
116-030 |
117-212 |
|
| S4 |
114-067 |
114-307 |
117-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-060 |
116-277 |
1-103 |
1.1% |
0-153 |
0.4% |
91% |
True |
False |
50,236 |
| 10 |
118-155 |
116-277 |
1-198 |
1.4% |
0-177 |
0.5% |
74% |
False |
False |
433,819 |
| 20 |
118-155 |
116-117 |
2-038 |
1.8% |
0-177 |
0.5% |
80% |
False |
False |
526,766 |
| 40 |
118-155 |
114-210 |
3-265 |
3.2% |
0-175 |
0.5% |
89% |
False |
False |
524,953 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-154 |
0.4% |
91% |
False |
False |
491,867 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-144 |
0.4% |
91% |
False |
False |
439,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-101 |
|
2.618 |
118-283 |
|
1.618 |
118-198 |
|
1.000 |
118-145 |
|
0.618 |
118-113 |
|
HIGH |
118-060 |
|
0.618 |
118-028 |
|
0.500 |
118-018 |
|
0.382 |
118-007 |
|
LOW |
117-295 |
|
0.618 |
117-242 |
|
1.000 |
117-210 |
|
1.618 |
117-157 |
|
2.618 |
117-072 |
|
4.250 |
116-254 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-020 |
117-300 |
| PP |
118-019 |
117-257 |
| S1 |
118-018 |
117-215 |
|