ECBOT 10 Year T-Note Future September 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 |
119-120 |
119-260 |
0-140 |
0.4% |
120-060 |
| High |
119-310 |
120-170 |
0-180 |
0.5% |
121-210 |
| Low |
119-120 |
119-190 |
0-070 |
0.2% |
119-090 |
| Close |
119-280 |
119-290 |
0-010 |
0.0% |
119-280 |
| Range |
0-190 |
0-300 |
0-110 |
57.9% |
2-120 |
| ATR |
0-291 |
0-292 |
0-001 |
0.2% |
0-000 |
| Volume |
1,083,165 |
906,129 |
-177,036 |
-16.3% |
3,325,473 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-263 |
122-097 |
120-135 |
|
| R3 |
121-283 |
121-117 |
120-052 |
|
| R2 |
120-303 |
120-303 |
120-025 |
|
| R1 |
120-137 |
120-137 |
119-318 |
120-220 |
| PP |
120-003 |
120-003 |
120-003 |
120-045 |
| S1 |
119-157 |
119-157 |
119-262 |
119-240 |
| S2 |
119-023 |
119-023 |
119-235 |
|
| S3 |
118-043 |
118-177 |
119-208 |
|
| S4 |
117-063 |
117-197 |
119-125 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-127 |
126-003 |
121-058 |
|
| R3 |
125-007 |
123-203 |
120-169 |
|
| R2 |
122-207 |
122-207 |
120-099 |
|
| R1 |
121-083 |
121-083 |
120-030 |
120-245 |
| PP |
120-087 |
120-087 |
120-087 |
120-008 |
| S1 |
118-283 |
118-283 |
119-210 |
118-125 |
| S2 |
117-287 |
117-287 |
119-141 |
|
| S3 |
115-167 |
116-163 |
119-071 |
|
| S4 |
113-047 |
114-043 |
118-182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-210 |
119-090 |
2-120 |
2.0% |
0-316 |
0.8% |
26% |
False |
False |
807,772 |
| 10 |
121-210 |
118-080 |
3-130 |
2.8% |
0-314 |
0.8% |
49% |
False |
False |
450,780 |
| 20 |
121-210 |
116-100 |
5-110 |
4.5% |
1-012 |
0.9% |
67% |
False |
False |
232,038 |
| 40 |
121-210 |
113-240 |
7-290 |
6.6% |
0-241 |
0.6% |
78% |
False |
False |
116,716 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-182 |
0.5% |
79% |
False |
False |
78,083 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-136 |
0.4% |
79% |
False |
False |
58,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-165 |
|
2.618 |
122-315 |
|
1.618 |
122-015 |
|
1.000 |
121-150 |
|
0.618 |
121-035 |
|
HIGH |
120-170 |
|
0.618 |
120-055 |
|
0.500 |
120-020 |
|
0.382 |
119-305 |
|
LOW |
119-190 |
|
0.618 |
119-005 |
|
1.000 |
118-210 |
|
1.618 |
118-025 |
|
2.618 |
117-045 |
|
4.250 |
115-195 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-020 |
119-300 |
| PP |
120-003 |
119-297 |
| S1 |
119-307 |
119-293 |
|