ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-280 |
121-050 |
0-090 |
0.2% |
119-260 |
| High |
121-080 |
121-070 |
-0-010 |
0.0% |
120-250 |
| Low |
120-140 |
120-230 |
0-090 |
0.2% |
118-260 |
| Close |
120-280 |
121-010 |
0-050 |
0.1% |
120-240 |
| Range |
0-260 |
0-160 |
-0-100 |
-38.5% |
1-310 |
| ATR |
0-297 |
0-287 |
-0-010 |
-3.3% |
0-000 |
| Volume |
1,426,845 |
952,271 |
-474,574 |
-33.3% |
4,361,965 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-157 |
122-083 |
121-098 |
|
| R3 |
121-317 |
121-243 |
121-054 |
|
| R2 |
121-157 |
121-157 |
121-039 |
|
| R1 |
121-083 |
121-083 |
121-025 |
121-040 |
| PP |
120-317 |
120-317 |
120-317 |
120-295 |
| S1 |
120-243 |
120-243 |
120-315 |
120-200 |
| S2 |
120-157 |
120-157 |
120-301 |
|
| S3 |
119-317 |
120-083 |
120-286 |
|
| S4 |
119-157 |
119-243 |
120-242 |
|
|
| 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% |
0-280 |
0.7% |
91% |
False |
False |
1,166,990 |
| 10 |
121-210 |
118-260 |
2-270 |
2.3% |
0-298 |
0.8% |
78% |
False |
False |
987,381 |
| 20 |
121-210 |
117-140 |
4-070 |
3.5% |
0-287 |
0.7% |
85% |
False |
False |
520,997 |
| 40 |
121-210 |
114-260 |
6-270 |
5.7% |
0-264 |
0.7% |
91% |
False |
False |
262,514 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-203 |
0.5% |
92% |
False |
False |
175,308 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-154 |
0.4% |
92% |
False |
False |
131,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-110 |
|
2.618 |
122-169 |
|
1.618 |
122-009 |
|
1.000 |
121-230 |
|
0.618 |
121-169 |
|
HIGH |
121-070 |
|
0.618 |
121-009 |
|
0.500 |
120-310 |
|
0.382 |
120-291 |
|
LOW |
120-230 |
|
0.618 |
120-131 |
|
1.000 |
120-070 |
|
1.618 |
119-291 |
|
2.618 |
119-131 |
|
4.250 |
118-190 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-003 |
120-248 |
| PP |
120-317 |
120-167 |
| S1 |
120-310 |
120-085 |
|