ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-000 |
121-020 |
0-020 |
0.1% |
121-245 |
| High |
121-035 |
121-075 |
0-040 |
0.1% |
122-010 |
| Low |
120-165 |
120-210 |
0-045 |
0.1% |
120-190 |
| Close |
120-305 |
120-230 |
-0-075 |
-0.2% |
121-125 |
| Range |
0-190 |
0-185 |
-0-005 |
-2.6% |
1-140 |
| ATR |
0-284 |
0-277 |
-0-007 |
-2.5% |
0-000 |
| Volume |
29,209 |
28,906 |
-303 |
-1.0% |
310,090 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-193 |
122-077 |
121-012 |
|
| R3 |
122-008 |
121-212 |
120-281 |
|
| R2 |
121-143 |
121-143 |
120-264 |
|
| R1 |
121-027 |
121-027 |
120-247 |
120-312 |
| PP |
120-278 |
120-278 |
120-278 |
120-261 |
| S1 |
120-162 |
120-162 |
120-213 |
120-128 |
| S2 |
120-093 |
120-093 |
120-196 |
|
| S3 |
119-228 |
119-297 |
120-179 |
|
| S4 |
119-043 |
119-112 |
120-128 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-208 |
124-307 |
122-058 |
|
| R3 |
124-068 |
123-167 |
121-252 |
|
| R2 |
122-248 |
122-248 |
121-209 |
|
| R1 |
122-027 |
122-027 |
121-167 |
121-228 |
| PP |
121-108 |
121-108 |
121-108 |
121-049 |
| S1 |
120-207 |
120-207 |
121-083 |
120-088 |
| S2 |
119-288 |
119-288 |
121-041 |
|
| S3 |
118-148 |
119-067 |
120-318 |
|
| S4 |
117-008 |
117-247 |
120-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-260 |
120-165 |
1-095 |
1.1% |
0-232 |
0.6% |
16% |
False |
False |
44,895 |
| 10 |
122-010 |
119-220 |
2-110 |
1.9% |
0-249 |
0.6% |
44% |
False |
False |
78,225 |
| 20 |
122-145 |
119-100 |
3-045 |
2.6% |
0-279 |
0.7% |
45% |
False |
False |
881,256 |
| 40 |
122-145 |
116-100 |
6-045 |
5.1% |
0-284 |
0.7% |
72% |
False |
False |
1,052,238 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-252 |
0.7% |
77% |
False |
False |
1,017,702 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-229 |
0.6% |
77% |
False |
False |
935,790 |
| 100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-215 |
0.6% |
77% |
False |
False |
750,369 |
| 120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-203 |
0.5% |
80% |
False |
False |
625,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-221 |
|
2.618 |
122-239 |
|
1.618 |
122-054 |
|
1.000 |
121-260 |
|
0.618 |
121-189 |
|
HIGH |
121-075 |
|
0.618 |
121-004 |
|
0.500 |
120-302 |
|
0.382 |
120-281 |
|
LOW |
120-210 |
|
0.618 |
120-096 |
|
1.000 |
120-025 |
|
1.618 |
119-231 |
|
2.618 |
119-046 |
|
4.250 |
118-064 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-302 |
120-305 |
| PP |
120-278 |
120-280 |
| S1 |
120-254 |
120-255 |
|