ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
119-130 |
120-280 |
1-150 |
1.2% |
119-260 |
| High |
120-250 |
121-080 |
0-150 |
0.4% |
120-250 |
| Low |
119-090 |
120-140 |
1-050 |
1.0% |
118-260 |
| Close |
120-240 |
120-280 |
0-040 |
0.1% |
120-240 |
| Range |
1-160 |
0-260 |
-0-220 |
-45.8% |
1-310 |
| ATR |
0-300 |
0-297 |
-0-003 |
-0.9% |
0-000 |
| Volume |
1,174,377 |
1,426,845 |
252,468 |
21.5% |
4,361,965 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-093 |
122-287 |
121-103 |
|
| R3 |
122-153 |
122-027 |
121-032 |
|
| R2 |
121-213 |
121-213 |
121-008 |
|
| R1 |
121-087 |
121-087 |
120-304 |
121-090 |
| PP |
120-273 |
120-273 |
120-273 |
120-275 |
| S1 |
120-147 |
120-147 |
120-256 |
120-150 |
| S2 |
120-013 |
120-013 |
120-232 |
|
| S3 |
119-073 |
119-207 |
120-208 |
|
| S4 |
118-133 |
118-267 |
120-137 |
|
|
| 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 |
121-080 |
118-260 |
2-140 |
2.0% |
0-308 |
0.8% |
85% |
True |
False |
1,157,762 |
| 10 |
121-210 |
118-260 |
2-270 |
2.4% |
0-301 |
0.8% |
73% |
False |
False |
911,428 |
| 20 |
121-210 |
117-060 |
4-150 |
3.7% |
0-296 |
0.8% |
83% |
False |
False |
474,306 |
| 40 |
121-210 |
114-230 |
6-300 |
5.7% |
0-261 |
0.7% |
89% |
False |
False |
238,719 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-201 |
0.5% |
90% |
False |
False |
159,438 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-152 |
0.4% |
90% |
False |
False |
119,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-225 |
|
2.618 |
123-121 |
|
1.618 |
122-181 |
|
1.000 |
122-020 |
|
0.618 |
121-241 |
|
HIGH |
121-080 |
|
0.618 |
120-301 |
|
0.500 |
120-270 |
|
0.382 |
120-239 |
|
LOW |
120-140 |
|
0.618 |
119-299 |
|
1.000 |
119-200 |
|
1.618 |
119-039 |
|
2.618 |
118-099 |
|
4.250 |
116-315 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-277 |
120-190 |
| PP |
120-273 |
120-100 |
| S1 |
120-270 |
120-010 |
|