ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-062 |
117-060 |
-0-002 |
0.0% |
117-135 |
| High |
117-102 |
118-000 |
0-218 |
0.6% |
118-000 |
| Low |
116-277 |
117-050 |
0-093 |
0.2% |
116-277 |
| Close |
117-045 |
117-312 |
0-267 |
0.7% |
117-312 |
| Range |
0-145 |
0-270 |
0-125 |
86.2% |
1-043 |
| ATR |
0-184 |
0-190 |
0-007 |
3.6% |
0-000 |
| Volume |
74,764 |
43,447 |
-31,317 |
-41.9% |
421,290 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-077 |
119-305 |
118-140 |
|
| R3 |
119-127 |
119-035 |
118-066 |
|
| R2 |
118-177 |
118-177 |
118-042 |
|
| R1 |
118-085 |
118-085 |
118-017 |
118-131 |
| PP |
117-227 |
117-227 |
117-227 |
117-250 |
| S1 |
117-135 |
117-135 |
117-287 |
117-181 |
| S2 |
116-277 |
116-277 |
117-262 |
|
| S3 |
116-007 |
116-185 |
117-238 |
|
| S4 |
115-057 |
115-235 |
117-164 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-005 |
120-202 |
118-192 |
|
| R3 |
119-282 |
119-159 |
118-092 |
|
| R2 |
118-239 |
118-239 |
118-059 |
|
| R1 |
118-116 |
118-116 |
118-025 |
118-178 |
| PP |
117-196 |
117-196 |
117-196 |
117-227 |
| S1 |
117-073 |
117-073 |
117-279 |
117-134 |
| S2 |
116-153 |
116-153 |
117-245 |
|
| S3 |
115-110 |
116-030 |
117-212 |
|
| S4 |
114-067 |
114-307 |
117-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-000 |
116-277 |
1-043 |
1.0% |
0-180 |
0.5% |
98% |
True |
False |
253,077 |
| 10 |
118-155 |
116-277 |
1-198 |
1.4% |
0-188 |
0.5% |
69% |
False |
False |
592,922 |
| 20 |
118-155 |
116-000 |
2-155 |
2.1% |
0-196 |
0.5% |
79% |
False |
False |
614,509 |
| 40 |
118-155 |
114-100 |
4-055 |
3.5% |
0-176 |
0.5% |
88% |
False |
False |
543,340 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-155 |
0.4% |
89% |
False |
False |
505,952 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-143 |
0.4% |
89% |
False |
False |
438,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-188 |
|
2.618 |
120-067 |
|
1.618 |
119-117 |
|
1.000 |
118-270 |
|
0.618 |
118-167 |
|
HIGH |
118-000 |
|
0.618 |
117-217 |
|
0.500 |
117-185 |
|
0.382 |
117-153 |
|
LOW |
117-050 |
|
0.618 |
116-203 |
|
1.000 |
116-100 |
|
1.618 |
115-253 |
|
2.618 |
114-303 |
|
4.250 |
113-182 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-270 |
117-254 |
| PP |
117-227 |
117-196 |
| S1 |
117-185 |
117-138 |
|