ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-280 |
120-290 |
0-010 |
0.0% |
119-260 |
| High |
121-010 |
120-300 |
-0-030 |
-0.1% |
120-250 |
| Low |
120-150 |
119-260 |
-0-210 |
-0.5% |
118-260 |
| Close |
120-280 |
119-270 |
-1-010 |
-0.9% |
120-240 |
| Range |
0-180 |
1-040 |
0-180 |
100.0% |
1-310 |
| ATR |
0-279 |
0-285 |
0-006 |
2.1% |
0-000 |
| Volume |
1,082,522 |
1,039,327 |
-43,195 |
-4.0% |
4,361,965 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-183 |
122-267 |
120-148 |
|
| R3 |
122-143 |
121-227 |
120-049 |
|
| R2 |
121-103 |
121-103 |
120-016 |
|
| R1 |
120-187 |
120-187 |
119-303 |
120-125 |
| PP |
120-063 |
120-063 |
120-063 |
120-032 |
| S1 |
119-147 |
119-147 |
119-237 |
119-085 |
| S2 |
119-023 |
119-023 |
119-204 |
|
| S3 |
117-303 |
118-107 |
119-171 |
|
| S4 |
116-263 |
117-067 |
119-072 |
|
|
| 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 |
119-090 |
1-310 |
1.6% |
0-288 |
0.8% |
29% |
False |
False |
1,135,068 |
| 10 |
121-080 |
118-260 |
2-140 |
2.0% |
0-285 |
0.7% |
42% |
False |
False |
1,092,920 |
| 20 |
121-210 |
117-140 |
4-070 |
3.5% |
0-292 |
0.8% |
57% |
False |
False |
626,294 |
| 40 |
121-210 |
114-260 |
6-270 |
5.7% |
0-272 |
0.7% |
74% |
False |
False |
315,534 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-212 |
0.6% |
78% |
False |
False |
210,663 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-160 |
0.4% |
78% |
False |
False |
158,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-230 |
|
2.618 |
123-282 |
|
1.618 |
122-242 |
|
1.000 |
122-020 |
|
0.618 |
121-202 |
|
HIGH |
120-300 |
|
0.618 |
120-162 |
|
0.500 |
120-120 |
|
0.382 |
120-078 |
|
LOW |
119-260 |
|
0.618 |
119-038 |
|
1.000 |
118-220 |
|
1.618 |
117-318 |
|
2.618 |
116-278 |
|
4.250 |
115-010 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-120 |
120-165 |
| PP |
120-063 |
120-093 |
| S1 |
120-007 |
120-022 |
|