ECBOT 10 Year T-Note Future September 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 |
120-060 |
119-160 |
-0-220 |
-0.6% |
120-060 |
| High |
120-060 |
119-200 |
-0-180 |
-0.5% |
121-210 |
| Low |
119-140 |
118-260 |
-0-200 |
-0.5% |
119-090 |
| Close |
119-180 |
119-110 |
-0-070 |
-0.2% |
119-280 |
| Range |
0-240 |
0-260 |
0-020 |
8.3% |
2-120 |
| ATR |
0-288 |
0-286 |
-0-002 |
-0.7% |
0-000 |
| Volume |
1,235,017 |
1,046,442 |
-188,575 |
-15.3% |
3,325,473 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-223 |
121-107 |
119-253 |
|
| R3 |
120-283 |
120-167 |
119-182 |
|
| R2 |
120-023 |
120-023 |
119-158 |
|
| R1 |
119-227 |
119-227 |
119-134 |
119-155 |
| PP |
119-083 |
119-083 |
119-083 |
119-048 |
| S1 |
118-287 |
118-287 |
119-086 |
118-215 |
| S2 |
118-143 |
118-143 |
119-062 |
|
| S3 |
117-203 |
118-027 |
119-038 |
|
| S4 |
116-263 |
117-087 |
118-287 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-127 |
126-003 |
121-058 |
|
| R3 |
125-007 |
123-203 |
120-169 |
|
| R2 |
122-207 |
122-207 |
120-099 |
|
| R1 |
121-083 |
121-083 |
120-030 |
120-245 |
| PP |
120-087 |
120-087 |
120-087 |
120-008 |
| S1 |
118-283 |
118-283 |
119-210 |
118-125 |
| S2 |
117-287 |
117-287 |
119-141 |
|
| S3 |
115-167 |
116-163 |
119-071 |
|
| S4 |
113-047 |
114-043 |
118-182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-190 |
118-260 |
1-250 |
1.5% |
0-282 |
0.7% |
30% |
False |
True |
1,050,772 |
| 10 |
121-210 |
118-260 |
2-270 |
2.4% |
0-308 |
0.8% |
19% |
False |
True |
673,998 |
| 20 |
121-210 |
117-060 |
4-150 |
3.7% |
1-008 |
0.9% |
48% |
False |
False |
345,487 |
| 40 |
121-210 |
114-080 |
7-130 |
6.2% |
0-247 |
0.6% |
69% |
False |
False |
173,701 |
| 60 |
121-210 |
113-150 |
8-060 |
6.9% |
0-189 |
0.5% |
72% |
False |
False |
116,085 |
| 80 |
121-210 |
113-150 |
8-060 |
6.9% |
0-142 |
0.4% |
72% |
False |
False |
87,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-025 |
|
2.618 |
121-241 |
|
1.618 |
120-301 |
|
1.000 |
120-140 |
|
0.618 |
120-041 |
|
HIGH |
119-200 |
|
0.618 |
119-101 |
|
0.500 |
119-070 |
|
0.382 |
119-039 |
|
LOW |
118-260 |
|
0.618 |
118-099 |
|
1.000 |
118-000 |
|
1.618 |
117-159 |
|
2.618 |
116-219 |
|
4.250 |
115-115 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-097 |
119-215 |
| PP |
119-083 |
119-180 |
| S1 |
119-070 |
119-145 |
|