ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
118-210 |
118-100 |
-0-110 |
-0.3% |
118-290 |
High |
118-210 |
118-100 |
-0-110 |
-0.3% |
120-130 |
Low |
118-210 |
118-100 |
-0-110 |
-0.3% |
117-140 |
Close |
118-210 |
118-100 |
-0-110 |
-0.3% |
118-210 |
Range |
|
|
|
|
|
ATR |
0-186 |
0-180 |
-0-005 |
-2.9% |
0-000 |
Volume |
33 |
33 |
0 |
0.0% |
196 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-100 |
118-100 |
118-100 |
|
R3 |
118-100 |
118-100 |
118-100 |
|
R2 |
118-100 |
118-100 |
118-100 |
|
R1 |
118-100 |
118-100 |
118-100 |
118-100 |
PP |
118-100 |
118-100 |
118-100 |
118-100 |
S1 |
118-100 |
118-100 |
118-100 |
118-100 |
S2 |
118-100 |
118-100 |
118-100 |
|
S3 |
118-100 |
118-100 |
118-100 |
|
S4 |
118-100 |
118-100 |
118-100 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-237 |
126-053 |
120-092 |
|
R3 |
124-247 |
123-063 |
119-151 |
|
R2 |
121-257 |
121-257 |
119-064 |
|
R1 |
120-073 |
120-073 |
118-297 |
119-170 |
PP |
118-267 |
118-267 |
118-267 |
118-155 |
S1 |
117-083 |
117-083 |
118-123 |
116-180 |
S2 |
115-277 |
115-277 |
118-036 |
|
S3 |
112-287 |
114-093 |
117-269 |
|
S4 |
109-297 |
111-103 |
117-008 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-100 |
2.618 |
118-100 |
1.618 |
118-100 |
1.000 |
118-100 |
0.618 |
118-100 |
HIGH |
118-100 |
0.618 |
118-100 |
0.500 |
118-100 |
0.382 |
118-100 |
LOW |
118-100 |
0.618 |
118-100 |
1.000 |
118-100 |
1.618 |
118-100 |
2.618 |
118-100 |
4.250 |
118-100 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
118-100 |
118-072 |
PP |
118-100 |
118-043 |
S1 |
118-100 |
118-015 |
|