ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
116-070 |
116-200 |
0-130 |
0.3% |
116-280 |
| High |
116-240 |
117-020 |
0-100 |
0.3% |
117-220 |
| Low |
116-060 |
116-160 |
0-100 |
0.3% |
116-040 |
| Close |
116-220 |
116-220 |
0-000 |
0.0% |
116-220 |
| Range |
0-180 |
0-180 |
0-000 |
0.0% |
1-180 |
| ATR |
0-165 |
0-166 |
0-001 |
0.6% |
0-000 |
| Volume |
469,366 |
433,493 |
-35,873 |
-7.6% |
1,652,824 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-140 |
118-040 |
116-319 |
|
| R3 |
117-280 |
117-180 |
116-270 |
|
| R2 |
117-100 |
117-100 |
116-253 |
|
| R1 |
117-000 |
117-000 |
116-236 |
117-050 |
| PP |
116-240 |
116-240 |
116-240 |
116-265 |
| S1 |
116-140 |
116-140 |
116-204 |
116-190 |
| S2 |
116-060 |
116-060 |
116-187 |
|
| S3 |
115-200 |
115-280 |
116-170 |
|
| S4 |
115-020 |
115-100 |
116-121 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-167 |
120-213 |
117-175 |
|
| R3 |
119-307 |
119-033 |
117-038 |
|
| R2 |
118-127 |
118-127 |
116-312 |
|
| R1 |
117-173 |
117-173 |
116-266 |
117-060 |
| PP |
116-267 |
116-267 |
116-267 |
116-210 |
| S1 |
115-313 |
115-313 |
116-174 |
115-200 |
| S2 |
115-087 |
115-087 |
116-128 |
|
| S3 |
113-227 |
114-133 |
116-082 |
|
| S4 |
112-047 |
112-273 |
115-265 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-145 |
|
2.618 |
118-171 |
|
1.618 |
117-311 |
|
1.000 |
117-200 |
|
0.618 |
117-131 |
|
HIGH |
117-020 |
|
0.618 |
116-271 |
|
0.500 |
116-250 |
|
0.382 |
116-229 |
|
LOW |
116-160 |
|
0.618 |
116-049 |
|
1.000 |
115-300 |
|
1.618 |
115-189 |
|
2.618 |
115-009 |
|
4.250 |
114-035 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-250 |
116-210 |
| PP |
116-240 |
116-200 |
| S1 |
116-230 |
116-190 |
|