ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
119-270 |
120-130 |
0-180 |
0.5% |
120-280 |
| High |
120-220 |
120-140 |
-0-080 |
-0.2% |
121-080 |
| Low |
119-270 |
119-235 |
-0-035 |
-0.1% |
119-260 |
| Close |
120-210 |
120-060 |
-0-150 |
-0.4% |
120-210 |
| Range |
0-270 |
0-225 |
-0-045 |
-16.7% |
1-140 |
| ATR |
0-284 |
0-285 |
0-001 |
0.3% |
0-000 |
| Volume |
1,165,296 |
978,226 |
-187,070 |
-16.1% |
5,666,261 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-073 |
121-292 |
120-184 |
|
| R3 |
121-168 |
121-067 |
120-122 |
|
| R2 |
120-263 |
120-263 |
120-101 |
|
| R1 |
120-162 |
120-162 |
120-081 |
120-100 |
| PP |
120-038 |
120-038 |
120-038 |
120-008 |
| S1 |
119-257 |
119-257 |
120-039 |
119-195 |
| S2 |
119-133 |
119-133 |
120-019 |
|
| S3 |
118-228 |
119-032 |
119-318 |
|
| S4 |
118-003 |
118-127 |
119-256 |
|
|
| 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 |
121-070 |
119-235 |
1-155 |
1.2% |
0-239 |
0.6% |
31% |
False |
True |
1,043,528 |
| 10 |
121-080 |
118-260 |
2-140 |
2.0% |
0-274 |
0.7% |
56% |
False |
False |
1,100,645 |
| 20 |
121-210 |
118-080 |
3-130 |
2.8% |
0-292 |
0.8% |
57% |
False |
False |
731,559 |
| 40 |
121-210 |
115-000 |
6-210 |
5.5% |
0-276 |
0.7% |
78% |
False |
False |
369,066 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-219 |
0.6% |
82% |
False |
False |
246,382 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-167 |
0.4% |
82% |
False |
False |
184,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-136 |
|
2.618 |
122-089 |
|
1.618 |
121-184 |
|
1.000 |
121-045 |
|
0.618 |
120-279 |
|
HIGH |
120-140 |
|
0.618 |
120-054 |
|
0.500 |
120-028 |
|
0.382 |
120-001 |
|
LOW |
119-235 |
|
0.618 |
119-096 |
|
1.000 |
119-010 |
|
1.618 |
118-191 |
|
2.618 |
117-286 |
|
4.250 |
116-239 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-049 |
120-108 |
| PP |
120-038 |
120-092 |
| S1 |
120-028 |
120-076 |
|