ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
120-045 |
120-095 |
0-050 |
0.1% |
120-130 |
High |
120-120 |
121-000 |
0-200 |
0.5% |
120-270 |
Low |
119-240 |
120-025 |
0-105 |
0.3% |
119-235 |
Close |
120-095 |
120-290 |
0-195 |
0.5% |
120-140 |
Range |
0-200 |
0-295 |
0-095 |
47.5% |
1-035 |
ATR |
0-265 |
0-267 |
0-002 |
0.8% |
0-000 |
Volume |
664,010 |
924,787 |
260,777 |
39.3% |
4,799,271 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-137 |
123-028 |
121-132 |
|
R3 |
122-162 |
122-053 |
121-051 |
|
R2 |
121-187 |
121-187 |
121-024 |
|
R1 |
121-078 |
121-078 |
120-317 |
121-132 |
PP |
120-212 |
120-212 |
120-212 |
120-239 |
S1 |
120-103 |
120-103 |
120-263 |
120-158 |
S2 |
119-237 |
119-237 |
120-236 |
|
S3 |
118-262 |
119-128 |
120-209 |
|
S4 |
117-287 |
118-153 |
120-128 |
|
|
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 |
121-000 |
119-240 |
1-080 |
1.0% |
0-228 |
0.6% |
93% |
True |
False |
910,339 |
10 |
121-010 |
119-235 |
1-095 |
1.1% |
0-242 |
0.6% |
90% |
False |
False |
967,521 |
20 |
121-210 |
118-260 |
2-270 |
2.4% |
0-270 |
0.7% |
74% |
False |
False |
977,451 |
40 |
121-210 |
115-110 |
6-100 |
5.2% |
0-289 |
0.7% |
88% |
False |
False |
504,067 |
60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-233 |
0.6% |
91% |
False |
False |
336,366 |
80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-184 |
0.5% |
91% |
False |
False |
252,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-294 |
2.618 |
123-132 |
1.618 |
122-157 |
1.000 |
121-295 |
0.618 |
121-182 |
HIGH |
121-000 |
0.618 |
120-207 |
0.500 |
120-172 |
0.382 |
120-138 |
LOW |
120-025 |
0.618 |
119-163 |
1.000 |
119-050 |
1.618 |
118-188 |
2.618 |
117-213 |
4.250 |
116-051 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
120-251 |
120-233 |
PP |
120-212 |
120-177 |
S1 |
120-172 |
120-120 |
|