ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-102 |
116-302 |
-0-120 |
-0.3% |
117-000 |
| High |
117-115 |
117-052 |
-0-063 |
-0.2% |
117-130 |
| Low |
117-032 |
116-235 |
-0-117 |
-0.3% |
116-210 |
| Close |
117-050 |
117-037 |
-0-013 |
0.0% |
117-050 |
| Range |
0-083 |
0-137 |
0-054 |
65.1% |
0-240 |
| ATR |
0-156 |
0-155 |
-0-001 |
-0.9% |
0-000 |
| Volume |
460,891 |
279,529 |
-181,362 |
-39.4% |
1,955,892 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-092 |
118-042 |
117-112 |
|
| R3 |
117-275 |
117-225 |
117-075 |
|
| R2 |
117-138 |
117-138 |
117-062 |
|
| R1 |
117-088 |
117-088 |
117-050 |
117-113 |
| PP |
117-001 |
117-001 |
117-001 |
117-014 |
| S1 |
116-271 |
116-271 |
117-024 |
116-296 |
| S2 |
116-184 |
116-184 |
117-012 |
|
| S3 |
116-047 |
116-134 |
116-319 |
|
| S4 |
115-230 |
115-317 |
116-282 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-103 |
118-317 |
117-182 |
|
| R3 |
118-183 |
118-077 |
117-116 |
|
| R2 |
117-263 |
117-263 |
117-094 |
|
| R1 |
117-157 |
117-157 |
117-072 |
117-210 |
| PP |
117-023 |
117-023 |
117-023 |
117-050 |
| S1 |
116-237 |
116-237 |
117-028 |
116-290 |
| S2 |
116-103 |
116-103 |
117-006 |
|
| S3 |
115-183 |
115-317 |
116-304 |
|
| S4 |
114-263 |
115-077 |
116-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-130 |
116-235 |
0-215 |
0.6% |
0-132 |
0.4% |
57% |
False |
True |
361,139 |
| 10 |
117-150 |
116-200 |
0-270 |
0.7% |
0-138 |
0.4% |
58% |
False |
False |
394,159 |
| 20 |
117-220 |
116-020 |
1-200 |
1.4% |
0-165 |
0.4% |
65% |
False |
False |
406,536 |
| 40 |
117-220 |
113-280 |
3-260 |
3.3% |
0-148 |
0.4% |
85% |
False |
False |
208,730 |
| 60 |
117-220 |
112-250 |
4-290 |
4.2% |
0-101 |
0.3% |
88% |
False |
False |
139,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-314 |
|
2.618 |
118-091 |
|
1.618 |
117-274 |
|
1.000 |
117-189 |
|
0.618 |
117-137 |
|
HIGH |
117-052 |
|
0.618 |
117-000 |
|
0.500 |
116-304 |
|
0.382 |
116-287 |
|
LOW |
116-235 |
|
0.618 |
116-150 |
|
1.000 |
116-098 |
|
1.618 |
116-013 |
|
2.618 |
115-196 |
|
4.250 |
114-293 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-019 |
117-032 |
| PP |
117-001 |
117-027 |
| S1 |
116-304 |
117-022 |
|