ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-095 |
120-285 |
0-190 |
0.5% |
120-130 |
| High |
121-000 |
121-160 |
0-160 |
0.4% |
120-270 |
| Low |
120-025 |
120-245 |
0-220 |
0.6% |
119-235 |
| Close |
120-290 |
121-115 |
0-145 |
0.4% |
120-140 |
| Range |
0-295 |
0-235 |
-0-060 |
-20.3% |
1-035 |
| ATR |
0-267 |
0-265 |
-0-002 |
-0.9% |
0-000 |
| Volume |
924,787 |
966,898 |
42,111 |
4.6% |
4,799,271 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-132 |
123-038 |
121-244 |
|
| R3 |
122-217 |
122-123 |
121-180 |
|
| R2 |
121-302 |
121-302 |
121-158 |
|
| R1 |
121-208 |
121-208 |
121-137 |
121-255 |
| PP |
121-067 |
121-067 |
121-067 |
121-090 |
| S1 |
120-293 |
120-293 |
121-093 |
121-020 |
| S2 |
120-152 |
120-152 |
121-072 |
|
| S3 |
119-237 |
120-058 |
121-050 |
|
| S4 |
119-002 |
119-143 |
120-306 |
|
|
| 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 |
121-160 |
119-240 |
1-240 |
1.4% |
0-234 |
0.6% |
92% |
True |
False |
909,858 |
| 10 |
121-160 |
119-235 |
1-245 |
1.5% |
0-248 |
0.6% |
92% |
True |
False |
955,958 |
| 20 |
121-160 |
118-260 |
2-220 |
2.2% |
0-264 |
0.7% |
95% |
True |
False |
1,005,357 |
| 40 |
121-210 |
115-210 |
6-000 |
4.9% |
0-286 |
0.7% |
95% |
False |
False |
528,186 |
| 60 |
121-210 |
113-150 |
8-060 |
6.7% |
0-237 |
0.6% |
96% |
False |
False |
352,467 |
| 80 |
121-210 |
113-150 |
8-060 |
6.7% |
0-187 |
0.5% |
96% |
False |
False |
264,525 |
| 100 |
121-210 |
113-150 |
8-060 |
6.7% |
0-150 |
0.4% |
96% |
False |
False |
211,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-199 |
|
2.618 |
123-135 |
|
1.618 |
122-220 |
|
1.000 |
122-075 |
|
0.618 |
121-305 |
|
HIGH |
121-160 |
|
0.618 |
121-070 |
|
0.500 |
121-042 |
|
0.382 |
121-015 |
|
LOW |
120-245 |
|
0.618 |
120-100 |
|
1.000 |
120-010 |
|
1.618 |
119-185 |
|
2.618 |
118-270 |
|
4.250 |
117-206 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-091 |
121-037 |
| PP |
121-067 |
120-278 |
| S1 |
121-042 |
120-200 |
|