ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-290 |
119-270 |
-1-020 |
-0.9% |
120-280 |
| High |
120-300 |
120-220 |
-0-080 |
-0.2% |
121-080 |
| Low |
119-260 |
119-270 |
0-010 |
0.0% |
119-260 |
| Close |
119-270 |
120-210 |
0-260 |
0.7% |
120-210 |
| Range |
1-040 |
0-270 |
-0-090 |
-25.0% |
1-140 |
| ATR |
0-285 |
0-284 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,039,327 |
1,165,296 |
125,969 |
12.1% |
5,666,261 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-297 |
122-203 |
121-038 |
|
| R3 |
122-027 |
121-253 |
120-284 |
|
| R2 |
121-077 |
121-077 |
120-260 |
|
| R1 |
120-303 |
120-303 |
120-235 |
121-030 |
| PP |
120-127 |
120-127 |
120-127 |
120-150 |
| S1 |
120-033 |
120-033 |
120-185 |
120-080 |
| S2 |
119-177 |
119-177 |
120-160 |
|
| S3 |
118-227 |
119-083 |
120-136 |
|
| S4 |
117-277 |
118-133 |
120-062 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-283 |
124-067 |
121-143 |
|
| R3 |
123-143 |
122-247 |
121-016 |
|
| R2 |
122-003 |
122-003 |
120-294 |
|
| R1 |
121-107 |
121-107 |
120-252 |
120-305 |
| PP |
120-183 |
120-183 |
120-183 |
120-122 |
| S1 |
119-287 |
119-287 |
120-168 |
119-165 |
| S2 |
119-043 |
119-043 |
120-126 |
|
| S3 |
117-223 |
118-147 |
120-084 |
|
| S4 |
116-083 |
117-007 |
119-277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-080 |
119-260 |
1-140 |
1.2% |
0-246 |
0.6% |
59% |
False |
False |
1,133,252 |
| 10 |
121-080 |
118-260 |
2-140 |
2.0% |
0-270 |
0.7% |
76% |
False |
False |
1,111,139 |
| 20 |
121-210 |
118-000 |
3-210 |
3.0% |
0-296 |
0.8% |
73% |
False |
False |
683,910 |
| 40 |
121-210 |
115-000 |
6-210 |
5.5% |
0-276 |
0.7% |
85% |
False |
False |
344,641 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-215 |
0.6% |
88% |
False |
False |
230,081 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-164 |
0.4% |
88% |
False |
False |
172,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-088 |
|
2.618 |
122-287 |
|
1.618 |
122-017 |
|
1.000 |
121-170 |
|
0.618 |
121-067 |
|
HIGH |
120-220 |
|
0.618 |
120-117 |
|
0.500 |
120-085 |
|
0.382 |
120-053 |
|
LOW |
119-270 |
|
0.618 |
119-103 |
|
1.000 |
119-000 |
|
1.618 |
118-153 |
|
2.618 |
117-203 |
|
4.250 |
116-082 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-168 |
120-185 |
| PP |
120-127 |
120-160 |
| S1 |
120-085 |
120-135 |
|