ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-317 |
117-282 |
-0-035 |
-0.1% |
117-135 |
| High |
118-022 |
117-282 |
-0-060 |
-0.2% |
118-000 |
| Low |
117-250 |
117-142 |
-0-108 |
-0.3% |
116-277 |
| Close |
118-005 |
117-147 |
-0-178 |
-0.5% |
117-312 |
| Range |
0-092 |
0-140 |
0-048 |
52.2% |
1-043 |
| ATR |
0-172 |
0-173 |
0-001 |
0.5% |
0-000 |
| Volume |
13,348 |
8,213 |
-5,135 |
-38.5% |
421,290 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-290 |
118-199 |
117-224 |
|
| R3 |
118-150 |
118-059 |
117-186 |
|
| R2 |
118-010 |
118-010 |
117-173 |
|
| R1 |
117-239 |
117-239 |
117-160 |
117-214 |
| PP |
117-190 |
117-190 |
117-190 |
117-178 |
| S1 |
117-099 |
117-099 |
117-134 |
117-074 |
| S2 |
117-050 |
117-050 |
117-121 |
|
| S3 |
116-230 |
116-279 |
117-108 |
|
| S4 |
116-090 |
116-139 |
117-070 |
|
|
| 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 |
118-060 |
117-050 |
1-010 |
0.9% |
0-141 |
0.4% |
29% |
False |
False |
22,870 |
| 10 |
118-060 |
116-277 |
1-103 |
1.1% |
0-158 |
0.4% |
45% |
False |
False |
266,665 |
| 20 |
118-155 |
116-117 |
2-038 |
1.8% |
0-174 |
0.5% |
52% |
False |
False |
473,662 |
| 40 |
118-155 |
114-210 |
3-265 |
3.3% |
0-176 |
0.5% |
73% |
False |
False |
503,184 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-155 |
0.4% |
78% |
False |
False |
477,524 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-146 |
0.4% |
78% |
False |
False |
439,450 |
| 100 |
118-155 |
113-280 |
4-195 |
3.9% |
0-124 |
0.3% |
78% |
False |
False |
351,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-237 |
|
2.618 |
119-009 |
|
1.618 |
118-189 |
|
1.000 |
118-102 |
|
0.618 |
118-049 |
|
HIGH |
117-282 |
|
0.618 |
117-229 |
|
0.500 |
117-212 |
|
0.382 |
117-195 |
|
LOW |
117-142 |
|
0.618 |
117-055 |
|
1.000 |
117-002 |
|
1.618 |
116-235 |
|
2.618 |
116-095 |
|
4.250 |
115-187 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-212 |
117-261 |
| PP |
117-190 |
117-223 |
| S1 |
117-169 |
117-185 |
|