ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
116-267 |
117-007 |
0-060 |
0.2% |
117-140 |
| High |
117-060 |
117-130 |
0-070 |
0.2% |
117-150 |
| Low |
116-252 |
116-282 |
0-030 |
0.1% |
116-200 |
| Close |
116-300 |
117-100 |
0-120 |
0.3% |
117-050 |
| Range |
0-128 |
0-168 |
0-040 |
31.3% |
0-270 |
| ATR |
0-162 |
0-162 |
0-000 |
0.3% |
0-000 |
| Volume |
364,091 |
360,359 |
-3,732 |
-1.0% |
2,373,270 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-248 |
118-182 |
117-192 |
|
| R3 |
118-080 |
118-014 |
117-146 |
|
| R2 |
117-232 |
117-232 |
117-131 |
|
| R1 |
117-166 |
117-166 |
117-115 |
117-199 |
| PP |
117-064 |
117-064 |
117-064 |
117-080 |
| S1 |
116-318 |
116-318 |
117-085 |
117-031 |
| S2 |
116-216 |
116-216 |
117-069 |
|
| S3 |
116-048 |
116-150 |
117-054 |
|
| S4 |
115-200 |
115-302 |
117-008 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-197 |
119-073 |
117-198 |
|
| R3 |
118-247 |
118-123 |
117-124 |
|
| R2 |
117-297 |
117-297 |
117-100 |
|
| R1 |
117-173 |
117-173 |
117-075 |
117-100 |
| PP |
117-027 |
117-027 |
117-027 |
116-310 |
| S1 |
116-223 |
116-223 |
117-025 |
116-150 |
| S2 |
116-077 |
116-077 |
117-000 |
|
| S3 |
115-127 |
115-273 |
116-296 |
|
| S4 |
114-177 |
115-003 |
116-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-130 |
116-210 |
0-240 |
0.6% |
0-149 |
0.4% |
88% |
True |
False |
398,110 |
| 10 |
117-150 |
116-110 |
1-040 |
1.0% |
0-160 |
0.4% |
86% |
False |
False |
434,128 |
| 20 |
117-220 |
116-020 |
1-200 |
1.4% |
0-178 |
0.5% |
77% |
False |
False |
373,606 |
| 40 |
117-220 |
113-240 |
3-300 |
3.4% |
0-143 |
0.4% |
90% |
False |
False |
190,222 |
| 60 |
117-220 |
112-250 |
4-290 |
4.2% |
0-098 |
0.3% |
92% |
False |
False |
126,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-204 |
|
2.618 |
118-250 |
|
1.618 |
118-082 |
|
1.000 |
117-298 |
|
0.618 |
117-234 |
|
HIGH |
117-130 |
|
0.618 |
117-066 |
|
0.500 |
117-046 |
|
0.382 |
117-026 |
|
LOW |
116-282 |
|
0.618 |
116-178 |
|
1.000 |
116-114 |
|
1.618 |
116-010 |
|
2.618 |
115-162 |
|
4.250 |
114-208 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-082 |
117-075 |
| PP |
117-064 |
117-051 |
| S1 |
117-046 |
117-026 |
|