ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-285 |
121-100 |
0-135 |
0.3% |
120-130 |
| High |
121-160 |
121-250 |
0-090 |
0.2% |
120-270 |
| Low |
120-245 |
121-050 |
0-125 |
0.3% |
119-235 |
| Close |
121-115 |
121-105 |
-0-010 |
0.0% |
120-140 |
| Range |
0-235 |
0-200 |
-0-035 |
-14.9% |
1-035 |
| ATR |
0-265 |
0-260 |
-0-005 |
-1.8% |
0-000 |
| Volume |
966,898 |
1,135,193 |
168,295 |
17.4% |
4,799,271 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-095 |
122-300 |
121-215 |
|
| R3 |
122-215 |
122-100 |
121-160 |
|
| R2 |
122-015 |
122-015 |
121-142 |
|
| R1 |
121-220 |
121-220 |
121-123 |
121-278 |
| PP |
121-135 |
121-135 |
121-135 |
121-164 |
| S1 |
121-020 |
121-020 |
121-087 |
121-078 |
| S2 |
120-255 |
120-255 |
121-068 |
|
| S3 |
120-055 |
120-140 |
121-050 |
|
| S4 |
119-175 |
119-260 |
120-315 |
|
|
| 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 |
121-250 |
119-240 |
2-010 |
1.7% |
0-216 |
0.6% |
78% |
True |
False |
963,860 |
| 10 |
121-250 |
119-235 |
2-015 |
1.7% |
0-232 |
0.6% |
78% |
True |
False |
965,545 |
| 20 |
121-250 |
118-260 |
2-310 |
2.4% |
0-258 |
0.7% |
85% |
True |
False |
1,029,232 |
| 40 |
121-250 |
115-210 |
6-040 |
5.0% |
0-284 |
0.7% |
93% |
True |
False |
556,527 |
| 60 |
121-250 |
113-150 |
8-100 |
6.9% |
0-237 |
0.6% |
95% |
True |
False |
371,368 |
| 80 |
121-250 |
113-150 |
8-100 |
6.9% |
0-189 |
0.5% |
95% |
True |
False |
278,715 |
| 100 |
121-250 |
113-150 |
8-100 |
6.9% |
0-152 |
0.4% |
95% |
True |
False |
222,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-140 |
|
2.618 |
123-134 |
|
1.618 |
122-254 |
|
1.000 |
122-130 |
|
0.618 |
122-054 |
|
HIGH |
121-250 |
|
0.618 |
121-174 |
|
0.500 |
121-150 |
|
0.382 |
121-126 |
|
LOW |
121-050 |
|
0.618 |
120-246 |
|
1.000 |
120-170 |
|
1.618 |
120-046 |
|
2.618 |
119-166 |
|
4.250 |
118-160 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-150 |
121-062 |
| PP |
121-135 |
121-020 |
| S1 |
121-120 |
120-298 |
|