ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-100 |
119-290 |
-0-130 |
-0.3% |
120-280 |
| High |
120-185 |
120-145 |
-0-040 |
-0.1% |
121-080 |
| Low |
119-255 |
119-260 |
0-005 |
0.0% |
119-260 |
| Close |
119-285 |
120-020 |
0-055 |
0.1% |
120-210 |
| Range |
0-250 |
0-205 |
-0-045 |
-18.0% |
1-140 |
| ATR |
0-282 |
0-277 |
-0-006 |
-2.0% |
0-000 |
| Volume |
858,143 |
969,305 |
111,162 |
13.0% |
5,666,261 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-010 |
121-220 |
120-133 |
|
| R3 |
121-125 |
121-015 |
120-076 |
|
| R2 |
120-240 |
120-240 |
120-058 |
|
| R1 |
120-130 |
120-130 |
120-039 |
120-185 |
| PP |
120-035 |
120-035 |
120-035 |
120-062 |
| S1 |
119-245 |
119-245 |
120-001 |
119-300 |
| S2 |
119-150 |
119-150 |
119-302 |
|
| S3 |
118-265 |
119-040 |
119-284 |
|
| S4 |
118-060 |
118-155 |
119-227 |
|
|
| 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 |
120-300 |
119-235 |
1-065 |
1.0% |
0-262 |
0.7% |
27% |
False |
False |
1,002,059 |
| 10 |
121-080 |
118-260 |
2-140 |
2.0% |
0-265 |
0.7% |
51% |
False |
False |
1,069,275 |
| 20 |
121-210 |
118-260 |
2-270 |
2.4% |
0-284 |
0.7% |
44% |
False |
False |
820,979 |
| 40 |
121-210 |
115-000 |
6-210 |
5.5% |
0-282 |
0.7% |
76% |
False |
False |
414,699 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-226 |
0.6% |
81% |
False |
False |
276,836 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-172 |
0.4% |
81% |
False |
False |
207,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-056 |
|
2.618 |
122-042 |
|
1.618 |
121-157 |
|
1.000 |
121-030 |
|
0.618 |
120-272 |
|
HIGH |
120-145 |
|
0.618 |
120-067 |
|
0.500 |
120-042 |
|
0.382 |
120-018 |
|
LOW |
119-260 |
|
0.618 |
119-133 |
|
1.000 |
119-055 |
|
1.618 |
118-248 |
|
2.618 |
118-043 |
|
4.250 |
117-029 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-042 |
120-050 |
| PP |
120-035 |
120-040 |
| S1 |
120-028 |
120-030 |
|