ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
118-155 |
0-075 |
0.2% |
116-302 |
| High |
118-175 |
118-190 |
0-015 |
0.0% |
118-015 |
| Low |
118-057 |
118-047 |
-0-010 |
0.0% |
116-235 |
| Close |
118-137 |
118-112 |
-0-025 |
-0.1% |
117-277 |
| Range |
0-118 |
0-143 |
0-025 |
21.2% |
1-100 |
| ATR |
0-146 |
0-146 |
0-000 |
-0.2% |
0-000 |
| Volume |
347,966 |
533,434 |
185,468 |
53.3% |
2,206,580 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-225 |
119-152 |
118-191 |
|
| R3 |
119-082 |
119-009 |
118-151 |
|
| R2 |
118-259 |
118-259 |
118-138 |
|
| R1 |
118-186 |
118-186 |
118-125 |
118-151 |
| PP |
118-116 |
118-116 |
118-116 |
118-099 |
| S1 |
118-043 |
118-043 |
118-099 |
118-008 |
| S2 |
117-293 |
117-293 |
118-086 |
|
| S3 |
117-150 |
117-220 |
118-073 |
|
| S4 |
117-007 |
117-077 |
118-033 |
|
|
| 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 |
118-190 |
117-200 |
0-310 |
0.8% |
0-129 |
0.3% |
75% |
True |
False |
471,335 |
| 10 |
118-190 |
116-235 |
1-275 |
1.6% |
0-132 |
0.3% |
87% |
True |
False |
432,925 |
| 20 |
118-190 |
116-020 |
2-170 |
2.1% |
0-146 |
0.4% |
90% |
True |
False |
437,624 |
| 40 |
118-190 |
115-000 |
3-190 |
3.0% |
0-163 |
0.4% |
93% |
True |
False |
289,312 |
| 60 |
118-190 |
113-030 |
5-160 |
4.6% |
0-117 |
0.3% |
96% |
True |
False |
192,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-158 |
|
2.618 |
119-244 |
|
1.618 |
119-101 |
|
1.000 |
119-013 |
|
0.618 |
118-278 |
|
HIGH |
118-190 |
|
0.618 |
118-135 |
|
0.500 |
118-118 |
|
0.382 |
118-102 |
|
LOW |
118-047 |
|
0.618 |
117-279 |
|
1.000 |
117-224 |
|
1.618 |
117-136 |
|
2.618 |
116-313 |
|
4.250 |
116-079 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-118 |
118-099 |
| PP |
118-116 |
118-086 |
| S1 |
118-114 |
118-074 |
|