ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-060 |
118-042 |
0-302 |
0.8% |
117-135 |
| High |
118-000 |
118-057 |
0-057 |
0.2% |
118-000 |
| Low |
117-050 |
117-257 |
0-207 |
0.6% |
116-277 |
| Close |
117-312 |
118-005 |
0-013 |
0.0% |
117-312 |
| Range |
0-270 |
0-120 |
-0-150 |
-55.6% |
1-043 |
| ATR |
0-190 |
0-185 |
-0-005 |
-2.6% |
0-000 |
| Volume |
43,447 |
29,723 |
-13,724 |
-31.6% |
421,290 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-040 |
118-302 |
118-071 |
|
| R3 |
118-240 |
118-182 |
118-038 |
|
| R2 |
118-120 |
118-120 |
118-027 |
|
| R1 |
118-062 |
118-062 |
118-016 |
118-031 |
| PP |
118-000 |
118-000 |
118-000 |
117-304 |
| S1 |
117-262 |
117-262 |
117-314 |
117-231 |
| S2 |
117-200 |
117-200 |
117-303 |
|
| S3 |
117-080 |
117-142 |
117-292 |
|
| S4 |
116-280 |
117-022 |
117-259 |
|
|
| 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 |
118-057 |
116-277 |
1-100 |
1.1% |
0-171 |
0.5% |
88% |
True |
False |
90,202 |
| 10 |
118-155 |
116-277 |
1-198 |
1.4% |
0-180 |
0.5% |
71% |
False |
False |
510,686 |
| 20 |
118-155 |
116-000 |
2-155 |
2.1% |
0-184 |
0.5% |
81% |
False |
False |
568,654 |
| 40 |
118-155 |
114-100 |
4-055 |
3.5% |
0-177 |
0.5% |
89% |
False |
False |
532,746 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-156 |
0.4% |
90% |
False |
False |
499,199 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-144 |
0.4% |
90% |
False |
False |
439,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-247 |
|
2.618 |
119-051 |
|
1.618 |
118-251 |
|
1.000 |
118-177 |
|
0.618 |
118-131 |
|
HIGH |
118-057 |
|
0.618 |
118-011 |
|
0.500 |
117-317 |
|
0.382 |
117-303 |
|
LOW |
117-257 |
|
0.618 |
117-183 |
|
1.000 |
117-137 |
|
1.618 |
117-063 |
|
2.618 |
116-263 |
|
4.250 |
116-067 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-002 |
117-272 |
| PP |
118-000 |
117-220 |
| S1 |
117-317 |
117-167 |
|