ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
117-217 |
117-225 |
0-008 |
0.0% |
116-302 |
High |
117-317 |
118-015 |
0-018 |
0.0% |
118-015 |
Low |
117-202 |
117-200 |
-0-002 |
0.0% |
116-235 |
Close |
117-237 |
117-277 |
0-040 |
0.1% |
117-277 |
Range |
0-115 |
0-135 |
0-020 |
17.4% |
1-100 |
ATR |
0-151 |
0-149 |
-0-001 |
-0.7% |
0-000 |
Volume |
576,864 |
478,383 |
-98,481 |
-17.1% |
2,206,580 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-036 |
118-291 |
118-031 |
|
R3 |
118-221 |
118-156 |
117-314 |
|
R2 |
118-086 |
118-086 |
117-302 |
|
R1 |
118-021 |
118-021 |
117-289 |
118-054 |
PP |
117-271 |
117-271 |
117-271 |
117-287 |
S1 |
117-206 |
117-206 |
117-265 |
117-238 |
S2 |
117-136 |
117-136 |
117-252 |
|
S3 |
117-001 |
117-071 |
117-240 |
|
S4 |
116-186 |
116-256 |
117-203 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-156 |
120-316 |
118-188 |
|
R3 |
120-056 |
119-216 |
118-072 |
|
R2 |
118-276 |
118-276 |
118-034 |
|
R1 |
118-116 |
118-116 |
117-316 |
118-196 |
PP |
117-176 |
117-176 |
117-176 |
117-216 |
S1 |
117-016 |
117-016 |
117-238 |
117-096 |
S2 |
116-076 |
116-076 |
117-200 |
|
S3 |
114-296 |
115-236 |
117-162 |
|
S4 |
113-196 |
114-136 |
117-046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-015 |
116-235 |
1-100 |
1.1% |
0-135 |
0.4% |
86% |
True |
False |
441,316 |
10 |
118-015 |
116-210 |
1-125 |
1.2% |
0-134 |
0.4% |
87% |
True |
False |
416,247 |
20 |
118-015 |
116-020 |
1-315 |
1.7% |
0-152 |
0.4% |
91% |
True |
False |
443,715 |
40 |
118-015 |
114-170 |
3-165 |
3.0% |
0-155 |
0.4% |
95% |
True |
False |
256,873 |
60 |
118-015 |
112-250 |
5-085 |
4.5% |
0-110 |
0.3% |
97% |
True |
False |
171,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-269 |
2.618 |
119-048 |
1.618 |
118-233 |
1.000 |
118-150 |
0.618 |
118-098 |
HIGH |
118-015 |
0.618 |
117-283 |
0.500 |
117-268 |
0.382 |
117-252 |
LOW |
117-200 |
0.618 |
117-117 |
1.000 |
117-065 |
1.618 |
116-302 |
2.618 |
116-167 |
4.250 |
115-266 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
117-274 |
117-260 |
PP |
117-271 |
117-243 |
S1 |
117-268 |
117-226 |
|