ECBOT 10 Year T-Note Future September 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 |
120-130 |
120-100 |
-0-030 |
-0.1% |
120-280 |
| High |
120-140 |
120-185 |
0-045 |
0.1% |
121-080 |
| Low |
119-235 |
119-255 |
0-020 |
0.1% |
119-260 |
| Close |
120-060 |
119-285 |
-0-095 |
-0.2% |
120-210 |
| Range |
0-225 |
0-250 |
0-025 |
11.1% |
1-140 |
| ATR |
0-285 |
0-282 |
-0-002 |
-0.9% |
0-000 |
| Volume |
978,226 |
858,143 |
-120,083 |
-12.3% |
5,666,261 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-138 |
121-302 |
120-102 |
|
| R3 |
121-208 |
121-052 |
120-034 |
|
| R2 |
120-278 |
120-278 |
120-011 |
|
| R1 |
120-122 |
120-122 |
119-308 |
120-075 |
| PP |
120-028 |
120-028 |
120-028 |
120-005 |
| S1 |
119-192 |
119-192 |
119-262 |
119-145 |
| S2 |
119-098 |
119-098 |
119-239 |
|
| S3 |
118-168 |
118-262 |
119-216 |
|
| S4 |
117-238 |
118-012 |
119-148 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-283 |
124-067 |
121-143 |
|
| R3 |
123-143 |
122-247 |
121-016 |
|
| R2 |
122-003 |
122-003 |
120-294 |
|
| R1 |
121-107 |
121-107 |
120-252 |
120-305 |
| PP |
120-183 |
120-183 |
120-183 |
120-122 |
| S1 |
119-287 |
119-287 |
120-168 |
119-165 |
| S2 |
119-043 |
119-043 |
120-126 |
|
| S3 |
117-223 |
118-147 |
120-084 |
|
| S4 |
116-083 |
117-007 |
119-277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-010 |
119-235 |
1-095 |
1.1% |
0-257 |
0.7% |
12% |
False |
False |
1,024,702 |
| 10 |
121-080 |
118-260 |
2-140 |
2.0% |
0-268 |
0.7% |
44% |
False |
False |
1,095,846 |
| 20 |
121-210 |
118-080 |
3-130 |
2.8% |
0-291 |
0.8% |
48% |
False |
False |
773,313 |
| 40 |
121-210 |
115-000 |
6-210 |
5.6% |
0-278 |
0.7% |
73% |
False |
False |
390,486 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-223 |
0.6% |
78% |
False |
False |
260,681 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-170 |
0.4% |
78% |
False |
False |
195,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-288 |
|
2.618 |
122-200 |
|
1.618 |
121-270 |
|
1.000 |
121-115 |
|
0.618 |
121-020 |
|
HIGH |
120-185 |
|
0.618 |
120-090 |
|
0.500 |
120-060 |
|
0.382 |
120-030 |
|
LOW |
119-255 |
|
0.618 |
119-100 |
|
1.000 |
119-005 |
|
1.618 |
118-170 |
|
2.618 |
117-240 |
|
4.250 |
116-152 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-060 |
120-068 |
| PP |
120-028 |
120-033 |
| S1 |
119-317 |
119-319 |
|