ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-075 |
122-210 |
0-135 |
0.3% |
120-045 |
| High |
122-225 |
122-270 |
0-045 |
0.1% |
121-255 |
| Low |
122-035 |
122-080 |
0-045 |
0.1% |
119-240 |
| Close |
122-170 |
122-175 |
0-005 |
0.0% |
121-155 |
| Range |
0-190 |
0-190 |
0-000 |
0.0% |
2-015 |
| ATR |
0-252 |
0-248 |
-0-004 |
-1.8% |
0-000 |
| Volume |
866,717 |
1,358,633 |
491,916 |
56.8% |
4,947,664 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-105 |
124-010 |
122-280 |
|
| R3 |
123-235 |
123-140 |
122-227 |
|
| R2 |
123-045 |
123-045 |
122-210 |
|
| R1 |
122-270 |
122-270 |
122-192 |
122-222 |
| PP |
122-175 |
122-175 |
122-175 |
122-151 |
| S1 |
122-080 |
122-080 |
122-158 |
122-032 |
| S2 |
121-305 |
121-305 |
122-140 |
|
| S3 |
121-115 |
121-210 |
122-123 |
|
| S4 |
120-245 |
121-020 |
122-070 |
|
|
| 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 |
122-270 |
121-035 |
1-235 |
1.4% |
0-209 |
0.5% |
83% |
True |
False |
1,142,645 |
| 10 |
122-270 |
119-240 |
3-030 |
2.5% |
0-222 |
0.6% |
90% |
True |
False |
1,026,251 |
| 20 |
122-270 |
118-260 |
4-010 |
3.3% |
0-243 |
0.6% |
93% |
True |
False |
1,047,763 |
| 40 |
122-270 |
116-260 |
6-010 |
4.9% |
0-288 |
0.7% |
95% |
True |
False |
670,741 |
| 60 |
122-270 |
113-300 |
8-290 |
7.3% |
0-245 |
0.6% |
97% |
True |
False |
447,617 |
| 80 |
122-270 |
113-150 |
9-120 |
7.7% |
0-199 |
0.5% |
97% |
True |
False |
335,940 |
| 100 |
122-270 |
113-150 |
9-120 |
7.7% |
0-160 |
0.4% |
97% |
True |
False |
268,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-118 |
|
2.618 |
124-127 |
|
1.618 |
123-257 |
|
1.000 |
123-140 |
|
0.618 |
123-067 |
|
HIGH |
122-270 |
|
0.618 |
122-197 |
|
0.500 |
122-175 |
|
0.382 |
122-153 |
|
LOW |
122-080 |
|
0.618 |
121-283 |
|
1.000 |
121-210 |
|
1.618 |
121-093 |
|
2.618 |
120-223 |
|
4.250 |
119-232 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-175 |
122-135 |
| PP |
122-175 |
122-095 |
| S1 |
122-175 |
122-055 |
|