ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
117-140 |
117-070 |
-0-070 |
-0.2% |
116-200 |
High |
117-150 |
117-100 |
-0-050 |
-0.1% |
117-090 |
Low |
117-050 |
117-010 |
-0-040 |
-0.1% |
116-020 |
Close |
117-100 |
117-090 |
-0-010 |
0.0% |
117-080 |
Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
1-070 |
ATR |
0-167 |
0-162 |
-0-006 |
-3.3% |
0-000 |
Volume |
398,913 |
386,226 |
-12,687 |
-3.2% |
1,869,206 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-017 |
117-303 |
117-140 |
|
R3 |
117-247 |
117-213 |
117-115 |
|
R2 |
117-157 |
117-157 |
117-106 |
|
R1 |
117-123 |
117-123 |
117-098 |
117-140 |
PP |
117-067 |
117-067 |
117-067 |
117-075 |
S1 |
117-033 |
117-033 |
117-082 |
117-050 |
S2 |
116-297 |
116-297 |
117-074 |
|
S3 |
116-207 |
116-263 |
117-065 |
|
S4 |
116-117 |
116-173 |
117-040 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-167 |
120-033 |
117-294 |
|
R3 |
119-097 |
118-283 |
117-187 |
|
R2 |
118-027 |
118-027 |
117-152 |
|
R1 |
117-213 |
117-213 |
117-116 |
117-280 |
PP |
116-277 |
116-277 |
116-277 |
116-310 |
S1 |
116-143 |
116-143 |
117-044 |
116-210 |
S2 |
115-207 |
115-207 |
117-008 |
|
S3 |
114-137 |
115-073 |
116-293 |
|
S4 |
113-067 |
114-003 |
116-186 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-162 |
2.618 |
118-016 |
1.618 |
117-246 |
1.000 |
117-190 |
0.618 |
117-156 |
HIGH |
117-100 |
0.618 |
117-066 |
0.500 |
117-055 |
0.382 |
117-044 |
LOW |
117-010 |
0.618 |
116-274 |
1.000 |
116-240 |
1.618 |
116-184 |
2.618 |
116-094 |
4.250 |
115-268 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
117-078 |
117-087 |
PP |
117-067 |
117-083 |
S1 |
117-055 |
117-080 |
|