ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-235 |
120-045 |
-0-190 |
-0.5% |
120-130 |
| High |
120-265 |
120-120 |
-0-145 |
-0.4% |
120-270 |
| Low |
120-115 |
119-240 |
-0-195 |
-0.5% |
119-235 |
| Close |
120-140 |
120-095 |
-0-045 |
-0.1% |
120-140 |
| Range |
0-150 |
0-200 |
0-050 |
33.3% |
1-035 |
| ATR |
0-269 |
0-265 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,128,415 |
664,010 |
-464,405 |
-41.2% |
4,799,271 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-005 |
121-250 |
120-205 |
|
| R3 |
121-125 |
121-050 |
120-150 |
|
| R2 |
120-245 |
120-245 |
120-132 |
|
| R1 |
120-170 |
120-170 |
120-113 |
120-208 |
| PP |
120-045 |
120-045 |
120-045 |
120-064 |
| S1 |
119-290 |
119-290 |
120-077 |
120-008 |
| S2 |
119-165 |
119-165 |
120-058 |
|
| S3 |
118-285 |
119-090 |
120-040 |
|
| S4 |
118-085 |
118-210 |
119-305 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-213 |
123-052 |
121-015 |
|
| R3 |
122-178 |
122-017 |
120-238 |
|
| R2 |
121-143 |
121-143 |
120-205 |
|
| R1 |
120-302 |
120-302 |
120-173 |
121-062 |
| PP |
120-108 |
120-108 |
120-108 |
120-149 |
| S1 |
119-267 |
119-267 |
120-107 |
120-028 |
| S2 |
119-073 |
119-073 |
120-075 |
|
| S3 |
118-038 |
118-232 |
120-042 |
|
| S4 |
117-003 |
117-197 |
119-265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-270 |
119-240 |
1-030 |
0.9% |
0-219 |
0.6% |
50% |
False |
True |
897,011 |
| 10 |
121-070 |
119-235 |
1-155 |
1.2% |
0-229 |
0.6% |
38% |
False |
False |
970,269 |
| 20 |
121-210 |
118-260 |
2-270 |
2.4% |
0-265 |
0.7% |
52% |
False |
False |
940,849 |
| 40 |
121-210 |
115-000 |
6-210 |
5.5% |
0-285 |
0.7% |
80% |
False |
False |
480,971 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-229 |
0.6% |
83% |
False |
False |
320,997 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-180 |
0.5% |
83% |
False |
False |
240,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-010 |
|
2.618 |
122-004 |
|
1.618 |
121-124 |
|
1.000 |
121-000 |
|
0.618 |
120-244 |
|
HIGH |
120-120 |
|
0.618 |
120-044 |
|
0.500 |
120-020 |
|
0.382 |
119-316 |
|
LOW |
119-240 |
|
0.618 |
119-116 |
|
1.000 |
119-040 |
|
1.618 |
118-236 |
|
2.618 |
118-036 |
|
4.250 |
117-030 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-070 |
120-095 |
| PP |
120-045 |
120-095 |
| S1 |
120-020 |
120-095 |
|