ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-290 |
120-120 |
-0-170 |
-0.4% |
121-020 |
| High |
120-315 |
120-145 |
-0-170 |
-0.4% |
122-145 |
| Low |
120-085 |
119-220 |
-0-185 |
-0.5% |
120-045 |
| Close |
120-120 |
120-060 |
-0-060 |
-0.2% |
120-215 |
| Range |
0-230 |
0-245 |
0-015 |
6.5% |
2-100 |
| ATR |
0-297 |
0-293 |
-0-004 |
-1.2% |
0-000 |
| Volume |
220,220 |
127,566 |
-92,654 |
-42.1% |
10,061,335 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-130 |
122-020 |
120-195 |
|
| R3 |
121-205 |
121-095 |
120-127 |
|
| R2 |
120-280 |
120-280 |
120-105 |
|
| R1 |
120-170 |
120-170 |
120-082 |
120-102 |
| PP |
120-035 |
120-035 |
120-035 |
120-001 |
| S1 |
119-245 |
119-245 |
120-038 |
119-178 |
| S2 |
119-110 |
119-110 |
120-015 |
|
| S3 |
118-185 |
119-000 |
119-313 |
|
| S4 |
117-260 |
118-075 |
119-245 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-008 |
126-212 |
121-302 |
|
| R3 |
125-228 |
124-112 |
121-098 |
|
| R2 |
123-128 |
123-128 |
121-031 |
|
| R1 |
122-012 |
122-012 |
120-283 |
121-180 |
| PP |
121-028 |
121-028 |
121-028 |
120-272 |
| S1 |
119-232 |
119-232 |
120-147 |
119-080 |
| S2 |
118-248 |
118-248 |
120-079 |
|
| S3 |
116-148 |
117-132 |
120-012 |
|
| S4 |
114-048 |
115-032 |
119-128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-135 |
119-220 |
1-235 |
1.4% |
0-272 |
0.7% |
29% |
False |
True |
1,022,741 |
| 10 |
122-145 |
119-220 |
2-245 |
2.3% |
0-301 |
0.8% |
18% |
False |
True |
1,453,259 |
| 20 |
122-145 |
118-120 |
4-025 |
3.4% |
1-011 |
0.9% |
44% |
False |
False |
1,446,317 |
| 40 |
122-145 |
115-185 |
6-280 |
5.7% |
0-270 |
0.7% |
67% |
False |
False |
1,251,544 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-239 |
0.6% |
70% |
False |
False |
1,111,412 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-220 |
0.6% |
70% |
False |
False |
931,977 |
| 100 |
122-145 |
114-050 |
8-095 |
6.9% |
0-208 |
0.5% |
73% |
False |
False |
746,102 |
| 120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-193 |
0.5% |
75% |
False |
False |
621,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-226 |
|
2.618 |
122-146 |
|
1.618 |
121-221 |
|
1.000 |
121-070 |
|
0.618 |
120-296 |
|
HIGH |
120-145 |
|
0.618 |
120-051 |
|
0.500 |
120-022 |
|
0.382 |
119-314 |
|
LOW |
119-220 |
|
0.618 |
119-069 |
|
1.000 |
118-295 |
|
1.618 |
118-144 |
|
2.618 |
117-219 |
|
4.250 |
116-139 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-048 |
120-160 |
| PP |
120-035 |
120-127 |
| S1 |
120-022 |
120-093 |
|