ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-240 |
117-290 |
0-050 |
0.1% |
118-042 |
| High |
117-277 |
118-047 |
0-090 |
0.2% |
118-060 |
| Low |
117-222 |
117-245 |
0-023 |
0.1% |
117-142 |
| Close |
117-240 |
118-027 |
0-107 |
0.3% |
117-297 |
| Range |
0-055 |
0-122 |
0-067 |
121.8% |
0-238 |
| ATR |
0-158 |
0-156 |
-0-002 |
-1.4% |
0-000 |
| Volume |
8,125 |
5,600 |
-2,525 |
-31.1% |
76,524 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-046 |
118-318 |
118-094 |
|
| R3 |
118-244 |
118-196 |
118-061 |
|
| R2 |
118-122 |
118-122 |
118-049 |
|
| R1 |
118-074 |
118-074 |
118-038 |
118-098 |
| PP |
118-000 |
118-000 |
118-000 |
118-012 |
| S1 |
117-272 |
117-272 |
118-016 |
117-296 |
| S2 |
117-198 |
117-198 |
118-005 |
|
| S3 |
117-076 |
117-150 |
117-313 |
|
| S4 |
116-274 |
117-028 |
117-280 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-027 |
119-240 |
118-108 |
|
| R3 |
119-109 |
119-002 |
118-042 |
|
| R2 |
118-191 |
118-191 |
118-021 |
|
| R1 |
118-084 |
118-084 |
117-319 |
118-018 |
| PP |
117-273 |
117-273 |
117-273 |
117-240 |
| S1 |
117-166 |
117-166 |
117-275 |
117-100 |
| S2 |
117-035 |
117-035 |
117-253 |
|
| S3 |
116-117 |
116-248 |
117-232 |
|
| S4 |
115-199 |
116-010 |
117-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-047 |
117-152 |
0-215 |
0.6% |
0-105 |
0.3% |
91% |
True |
False |
8,656 |
| 10 |
118-060 |
117-050 |
1-010 |
0.9% |
0-123 |
0.3% |
90% |
False |
False |
15,763 |
| 20 |
118-155 |
116-277 |
1-198 |
1.4% |
0-155 |
0.4% |
75% |
False |
False |
339,228 |
| 40 |
118-155 |
114-235 |
3-240 |
3.2% |
0-174 |
0.5% |
89% |
False |
False |
449,861 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-156 |
0.4% |
91% |
False |
False |
445,136 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-144 |
0.4% |
91% |
False |
False |
436,875 |
| 100 |
118-155 |
113-280 |
4-195 |
3.9% |
0-129 |
0.3% |
91% |
False |
False |
352,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-246 |
|
2.618 |
119-046 |
|
1.618 |
118-244 |
|
1.000 |
118-169 |
|
0.618 |
118-122 |
|
HIGH |
118-047 |
|
0.618 |
118-000 |
|
0.500 |
117-306 |
|
0.382 |
117-292 |
|
LOW |
117-245 |
|
0.618 |
117-170 |
|
1.000 |
117-123 |
|
1.618 |
117-048 |
|
2.618 |
116-246 |
|
4.250 |
116-046 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-013 |
118-003 |
| PP |
118-000 |
117-300 |
| S1 |
117-306 |
117-276 |
|