ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-195 |
122-075 |
0-200 |
0.5% |
120-045 |
| High |
122-085 |
122-225 |
0-140 |
0.4% |
121-255 |
| Low |
121-160 |
122-035 |
0-195 |
0.5% |
119-240 |
| Close |
122-045 |
122-170 |
0-125 |
0.3% |
121-155 |
| Range |
0-245 |
0-190 |
-0-055 |
-22.4% |
2-015 |
| ATR |
0-257 |
0-252 |
-0-005 |
-1.9% |
0-000 |
| Volume |
1,095,906 |
866,717 |
-229,189 |
-20.9% |
4,947,664 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-073 |
123-312 |
122-274 |
|
| R3 |
123-203 |
123-122 |
122-222 |
|
| R2 |
123-013 |
123-013 |
122-205 |
|
| R1 |
122-252 |
122-252 |
122-187 |
122-292 |
| PP |
122-143 |
122-143 |
122-143 |
122-164 |
| S1 |
122-062 |
122-062 |
122-153 |
122-102 |
| S2 |
121-273 |
121-273 |
122-135 |
|
| S3 |
121-083 |
121-192 |
122-118 |
|
| S4 |
120-213 |
121-002 |
122-066 |
|
|
| 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 |
122-225 |
120-245 |
1-300 |
1.6% |
0-218 |
0.6% |
91% |
True |
False |
1,064,298 |
| 10 |
122-225 |
119-240 |
2-305 |
2.4% |
0-223 |
0.6% |
94% |
True |
False |
987,318 |
| 20 |
122-225 |
118-260 |
3-285 |
3.2% |
0-246 |
0.6% |
96% |
True |
False |
1,041,582 |
| 40 |
122-225 |
116-100 |
6-125 |
5.2% |
0-289 |
0.7% |
97% |
True |
False |
636,810 |
| 60 |
122-225 |
113-240 |
8-305 |
7.3% |
0-243 |
0.6% |
98% |
True |
False |
425,004 |
| 80 |
122-225 |
113-150 |
9-075 |
7.5% |
0-198 |
0.5% |
98% |
True |
False |
318,958 |
| 100 |
122-225 |
113-150 |
9-075 |
7.5% |
0-158 |
0.4% |
98% |
True |
False |
255,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-072 |
|
2.618 |
124-082 |
|
1.618 |
123-212 |
|
1.000 |
123-095 |
|
0.618 |
123-022 |
|
HIGH |
122-225 |
|
0.618 |
122-152 |
|
0.500 |
122-130 |
|
0.382 |
122-108 |
|
LOW |
122-035 |
|
0.618 |
121-238 |
|
1.000 |
121-165 |
|
1.618 |
121-048 |
|
2.618 |
120-178 |
|
4.250 |
119-188 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-157 |
122-103 |
| PP |
122-143 |
122-037 |
| S1 |
122-130 |
121-290 |
|