ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-100 |
121-070 |
-0-030 |
-0.1% |
120-045 |
| High |
121-250 |
121-255 |
0-005 |
0.0% |
121-255 |
| Low |
121-050 |
121-035 |
-0-015 |
0.0% |
119-240 |
| Close |
121-105 |
121-155 |
0-050 |
0.1% |
121-155 |
| Range |
0-200 |
0-220 |
0-020 |
10.0% |
2-015 |
| ATR |
0-260 |
0-258 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,135,193 |
1,256,776 |
121,583 |
10.7% |
4,947,664 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-168 |
123-062 |
121-276 |
|
| R3 |
122-268 |
122-162 |
121-216 |
|
| R2 |
122-048 |
122-048 |
121-195 |
|
| R1 |
121-262 |
121-262 |
121-175 |
121-315 |
| PP |
121-148 |
121-148 |
121-148 |
121-175 |
| S1 |
121-042 |
121-042 |
121-135 |
121-095 |
| S2 |
120-248 |
120-248 |
121-115 |
|
| S3 |
120-028 |
120-142 |
121-094 |
|
| S4 |
119-128 |
119-242 |
121-034 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-048 |
126-117 |
122-195 |
|
| R3 |
125-033 |
124-102 |
122-015 |
|
| R2 |
123-018 |
123-018 |
121-275 |
|
| R1 |
122-087 |
122-087 |
121-215 |
122-212 |
| PP |
121-003 |
121-003 |
121-003 |
121-066 |
| S1 |
120-072 |
120-072 |
121-095 |
120-198 |
| S2 |
118-308 |
118-308 |
121-035 |
|
| S3 |
116-293 |
118-057 |
120-295 |
|
| S4 |
114-278 |
116-042 |
120-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-255 |
119-240 |
2-015 |
1.7% |
0-230 |
0.6% |
85% |
True |
False |
989,532 |
| 10 |
121-255 |
119-235 |
2-020 |
1.7% |
0-227 |
0.6% |
85% |
True |
False |
974,693 |
| 20 |
121-255 |
118-260 |
2-315 |
2.5% |
0-248 |
0.6% |
90% |
True |
False |
1,042,916 |
| 40 |
121-255 |
115-300 |
5-275 |
4.8% |
0-287 |
0.7% |
95% |
True |
False |
587,912 |
| 60 |
121-255 |
113-150 |
8-105 |
6.9% |
0-240 |
0.6% |
96% |
True |
False |
392,306 |
| 80 |
121-255 |
113-150 |
8-105 |
6.9% |
0-192 |
0.5% |
96% |
True |
False |
294,425 |
| 100 |
121-255 |
113-150 |
8-105 |
6.9% |
0-154 |
0.4% |
96% |
True |
False |
235,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-230 |
|
2.618 |
123-191 |
|
1.618 |
122-291 |
|
1.000 |
122-155 |
|
0.618 |
122-071 |
|
HIGH |
121-255 |
|
0.618 |
121-171 |
|
0.500 |
121-145 |
|
0.382 |
121-119 |
|
LOW |
121-035 |
|
0.618 |
120-219 |
|
1.000 |
120-135 |
|
1.618 |
119-319 |
|
2.618 |
119-099 |
|
4.250 |
118-060 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-152 |
121-133 |
| PP |
121-148 |
121-112 |
| S1 |
121-145 |
121-090 |
|