ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-070 |
121-195 |
0-125 |
0.3% |
120-045 |
| High |
121-255 |
122-085 |
0-150 |
0.4% |
121-255 |
| Low |
121-035 |
121-160 |
0-125 |
0.3% |
119-240 |
| Close |
121-155 |
122-045 |
0-210 |
0.5% |
121-155 |
| Range |
0-220 |
0-245 |
0-025 |
11.4% |
2-015 |
| ATR |
0-258 |
0-257 |
-0-001 |
-0.2% |
0-000 |
| Volume |
1,256,776 |
1,095,906 |
-160,870 |
-12.8% |
4,947,664 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-085 |
123-310 |
122-180 |
|
| R3 |
123-160 |
123-065 |
122-112 |
|
| R2 |
122-235 |
122-235 |
122-090 |
|
| R1 |
122-140 |
122-140 |
122-067 |
122-188 |
| PP |
121-310 |
121-310 |
121-310 |
122-014 |
| S1 |
121-215 |
121-215 |
122-023 |
121-262 |
| S2 |
121-065 |
121-065 |
122-000 |
|
| S3 |
120-140 |
120-290 |
121-298 |
|
| S4 |
119-215 |
120-045 |
121-230 |
|
|
| 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 |
122-085 |
120-025 |
2-060 |
1.8% |
0-239 |
0.6% |
94% |
True |
False |
1,075,912 |
| 10 |
122-085 |
119-240 |
2-165 |
2.1% |
0-229 |
0.6% |
95% |
True |
False |
986,461 |
| 20 |
122-085 |
118-260 |
3-145 |
2.8% |
0-251 |
0.6% |
96% |
True |
False |
1,043,553 |
| 40 |
122-085 |
116-050 |
6-035 |
5.0% |
0-288 |
0.7% |
98% |
True |
False |
615,243 |
| 60 |
122-085 |
113-150 |
8-255 |
7.2% |
0-242 |
0.6% |
99% |
True |
False |
410,561 |
| 80 |
122-085 |
113-150 |
8-255 |
7.2% |
0-195 |
0.5% |
99% |
True |
False |
308,124 |
| 100 |
122-085 |
113-150 |
8-255 |
7.2% |
0-156 |
0.4% |
99% |
True |
False |
246,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-166 |
|
2.618 |
124-086 |
|
1.618 |
123-161 |
|
1.000 |
123-010 |
|
0.618 |
122-236 |
|
HIGH |
122-085 |
|
0.618 |
121-311 |
|
0.500 |
121-282 |
|
0.382 |
121-254 |
|
LOW |
121-160 |
|
0.618 |
121-009 |
|
1.000 |
120-235 |
|
1.618 |
120-084 |
|
2.618 |
119-159 |
|
4.250 |
118-079 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-018 |
121-317 |
| PP |
121-310 |
121-268 |
| S1 |
121-282 |
121-220 |
|