ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-050 |
120-280 |
-0-090 |
-0.2% |
119-260 |
| High |
121-070 |
121-010 |
-0-060 |
-0.2% |
120-250 |
| Low |
120-230 |
120-150 |
-0-080 |
-0.2% |
118-260 |
| Close |
121-010 |
120-280 |
-0-050 |
-0.1% |
120-240 |
| Range |
0-160 |
0-180 |
0-020 |
12.5% |
1-310 |
| ATR |
0-287 |
0-279 |
-0-008 |
-2.7% |
0-000 |
| Volume |
952,271 |
1,082,522 |
130,251 |
13.7% |
4,361,965 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-153 |
122-077 |
121-059 |
|
| R3 |
121-293 |
121-217 |
121-010 |
|
| R2 |
121-113 |
121-113 |
120-313 |
|
| R1 |
121-037 |
121-037 |
120-296 |
121-050 |
| PP |
120-253 |
120-253 |
120-253 |
120-260 |
| S1 |
120-177 |
120-177 |
120-264 |
120-190 |
| S2 |
120-073 |
120-073 |
120-247 |
|
| S3 |
119-213 |
119-317 |
120-230 |
|
| S4 |
119-033 |
119-137 |
120-181 |
|
|
| 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% |
0-268 |
0.7% |
85% |
False |
False |
1,136,491 |
| 10 |
121-080 |
118-260 |
2-140 |
2.0% |
0-281 |
0.7% |
85% |
False |
False |
1,054,755 |
| 20 |
121-210 |
117-140 |
4-070 |
3.5% |
0-283 |
0.7% |
81% |
False |
False |
574,667 |
| 40 |
121-210 |
114-260 |
6-270 |
5.7% |
0-266 |
0.7% |
89% |
False |
False |
289,565 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-206 |
0.5% |
90% |
False |
False |
193,345 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-156 |
0.4% |
90% |
False |
False |
145,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-135 |
|
2.618 |
122-161 |
|
1.618 |
121-301 |
|
1.000 |
121-190 |
|
0.618 |
121-121 |
|
HIGH |
121-010 |
|
0.618 |
120-261 |
|
0.500 |
120-240 |
|
0.382 |
120-219 |
|
LOW |
120-150 |
|
0.618 |
120-039 |
|
1.000 |
119-290 |
|
1.618 |
119-179 |
|
2.618 |
118-319 |
|
4.250 |
118-025 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-267 |
120-277 |
| PP |
120-253 |
120-273 |
| S1 |
120-240 |
120-270 |
|