ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
119-260 |
120-060 |
0-120 |
0.3% |
120-060 |
| High |
120-170 |
120-060 |
-0-110 |
-0.3% |
121-210 |
| Low |
119-190 |
119-140 |
-0-050 |
-0.1% |
119-090 |
| Close |
119-290 |
119-180 |
-0-110 |
-0.3% |
119-280 |
| Range |
0-300 |
0-240 |
-0-060 |
-20.0% |
2-120 |
| ATR |
0-292 |
0-288 |
-0-004 |
-1.3% |
0-000 |
| Volume |
906,129 |
1,235,017 |
328,888 |
36.3% |
3,325,473 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-313 |
121-167 |
119-312 |
|
| R3 |
121-073 |
120-247 |
119-246 |
|
| R2 |
120-153 |
120-153 |
119-224 |
|
| R1 |
120-007 |
120-007 |
119-202 |
119-280 |
| PP |
119-233 |
119-233 |
119-233 |
119-210 |
| S1 |
119-087 |
119-087 |
119-158 |
119-040 |
| S2 |
118-313 |
118-313 |
119-136 |
|
| S3 |
118-073 |
118-167 |
119-114 |
|
| S4 |
117-153 |
117-247 |
119-048 |
|
|
| 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 |
120-300 |
119-090 |
1-210 |
1.4% |
0-294 |
0.8% |
17% |
False |
False |
973,019 |
| 10 |
121-210 |
119-000 |
2-210 |
2.2% |
0-303 |
0.8% |
21% |
False |
False |
572,682 |
| 20 |
121-210 |
116-260 |
4-270 |
4.1% |
1-012 |
0.9% |
57% |
False |
False |
293,719 |
| 40 |
121-210 |
113-300 |
7-230 |
6.5% |
0-246 |
0.6% |
73% |
False |
False |
147,543 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-185 |
0.5% |
74% |
False |
False |
98,666 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-139 |
0.4% |
74% |
False |
False |
74,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-120 |
|
2.618 |
122-048 |
|
1.618 |
121-128 |
|
1.000 |
120-300 |
|
0.618 |
120-208 |
|
HIGH |
120-060 |
|
0.618 |
119-288 |
|
0.500 |
119-260 |
|
0.382 |
119-232 |
|
LOW |
119-140 |
|
0.618 |
118-312 |
|
1.000 |
118-220 |
|
1.618 |
118-072 |
|
2.618 |
117-152 |
|
4.250 |
116-080 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-260 |
119-305 |
| PP |
119-233 |
119-263 |
| S1 |
119-207 |
119-222 |
|