ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
118-005 |
117-317 |
-0-008 |
0.0% |
117-135 |
| High |
118-060 |
118-022 |
-0-038 |
-0.1% |
118-000 |
| Low |
117-295 |
117-250 |
-0-045 |
-0.1% |
116-277 |
| Close |
118-022 |
118-005 |
-0-017 |
0.0% |
117-312 |
| Range |
0-085 |
0-092 |
0-007 |
8.2% |
1-043 |
| ATR |
0-178 |
0-172 |
-0-006 |
-3.5% |
0-000 |
| Volume |
19,620 |
13,348 |
-6,272 |
-32.0% |
421,290 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-262 |
118-225 |
118-056 |
|
| R3 |
118-170 |
118-133 |
118-030 |
|
| R2 |
118-078 |
118-078 |
118-022 |
|
| R1 |
118-041 |
118-041 |
118-013 |
118-060 |
| PP |
117-306 |
117-306 |
117-306 |
117-315 |
| S1 |
117-269 |
117-269 |
117-317 |
117-288 |
| S2 |
117-214 |
117-214 |
117-308 |
|
| S3 |
117-122 |
117-177 |
117-300 |
|
| S4 |
117-030 |
117-085 |
117-274 |
|
|
| 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% |
0-142 |
0.4% |
87% |
False |
False |
36,180 |
| 10 |
118-060 |
116-277 |
1-103 |
1.1% |
0-164 |
0.4% |
87% |
False |
False |
366,701 |
| 20 |
118-155 |
116-117 |
2-038 |
1.8% |
0-173 |
0.5% |
78% |
False |
False |
497,551 |
| 40 |
118-155 |
114-210 |
3-265 |
3.2% |
0-174 |
0.5% |
88% |
False |
False |
515,369 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-155 |
0.4% |
90% |
False |
False |
482,328 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-145 |
0.4% |
90% |
False |
False |
439,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-093 |
|
2.618 |
118-263 |
|
1.618 |
118-171 |
|
1.000 |
118-114 |
|
0.618 |
118-079 |
|
HIGH |
118-022 |
|
0.618 |
117-307 |
|
0.500 |
117-296 |
|
0.382 |
117-285 |
|
LOW |
117-250 |
|
0.618 |
117-193 |
|
1.000 |
117-158 |
|
1.618 |
117-101 |
|
2.618 |
117-009 |
|
4.250 |
116-179 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-315 |
118-002 |
| PP |
117-306 |
117-318 |
| S1 |
117-296 |
117-315 |
|