ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
119-160 |
119-130 |
-0-030 |
-0.1% |
119-260 |
| High |
119-200 |
120-250 |
1-050 |
1.0% |
120-250 |
| Low |
118-260 |
119-090 |
0-150 |
0.4% |
118-260 |
| Close |
119-110 |
120-240 |
1-130 |
1.2% |
120-240 |
| Range |
0-260 |
1-160 |
0-220 |
84.6% |
1-310 |
| ATR |
0-286 |
0-300 |
0-014 |
4.9% |
0-000 |
| Volume |
1,046,442 |
1,174,377 |
127,935 |
12.2% |
4,361,965 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-247 |
124-083 |
121-184 |
|
| R3 |
123-087 |
122-243 |
121-052 |
|
| R2 |
121-247 |
121-247 |
121-008 |
|
| R1 |
121-083 |
121-083 |
120-284 |
121-165 |
| PP |
120-087 |
120-087 |
120-087 |
120-128 |
| S1 |
119-243 |
119-243 |
120-196 |
120-005 |
| S2 |
118-247 |
118-247 |
120-152 |
|
| S3 |
117-087 |
118-083 |
120-108 |
|
| S4 |
115-247 |
116-243 |
119-296 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-007 |
125-113 |
121-266 |
|
| R3 |
124-017 |
123-123 |
121-093 |
|
| R2 |
122-027 |
122-027 |
121-036 |
|
| R1 |
121-133 |
121-133 |
120-298 |
121-240 |
| PP |
120-037 |
120-037 |
120-037 |
120-090 |
| S1 |
119-143 |
119-143 |
120-182 |
119-250 |
| S2 |
118-047 |
118-047 |
120-124 |
|
| S3 |
116-057 |
117-153 |
120-067 |
|
| S4 |
114-067 |
115-163 |
119-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-250 |
118-260 |
1-310 |
1.6% |
0-294 |
0.8% |
98% |
True |
False |
1,089,026 |
| 10 |
121-210 |
118-260 |
2-270 |
2.4% |
0-312 |
0.8% |
68% |
False |
False |
781,039 |
| 20 |
121-210 |
117-060 |
4-150 |
3.7% |
0-308 |
0.8% |
80% |
False |
False |
403,604 |
| 40 |
121-210 |
114-080 |
7-130 |
6.1% |
0-256 |
0.7% |
88% |
False |
False |
203,054 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-196 |
0.5% |
89% |
False |
False |
135,657 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-148 |
0.4% |
89% |
False |
False |
101,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-050 |
|
2.618 |
124-227 |
|
1.618 |
123-067 |
|
1.000 |
122-090 |
|
0.618 |
121-227 |
|
HIGH |
120-250 |
|
0.618 |
120-067 |
|
0.500 |
120-010 |
|
0.382 |
119-273 |
|
LOW |
119-090 |
|
0.618 |
118-113 |
|
1.000 |
117-250 |
|
1.618 |
116-273 |
|
2.618 |
115-113 |
|
4.250 |
112-290 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-163 |
120-138 |
| PP |
120-087 |
120-037 |
| S1 |
120-010 |
119-255 |
|