ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
119-290 |
120-075 |
0-105 |
0.3% |
120-280 |
| High |
120-145 |
120-270 |
0-125 |
0.3% |
121-080 |
| Low |
119-260 |
119-300 |
0-040 |
0.1% |
119-260 |
| Close |
120-020 |
120-230 |
0-210 |
0.5% |
120-210 |
| Range |
0-205 |
0-290 |
0-085 |
41.5% |
1-140 |
| ATR |
0-277 |
0-278 |
0-001 |
0.3% |
0-000 |
| Volume |
969,305 |
865,182 |
-104,123 |
-10.7% |
5,666,261 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-070 |
122-280 |
121-070 |
|
| R3 |
122-100 |
121-310 |
120-310 |
|
| R2 |
121-130 |
121-130 |
120-283 |
|
| R1 |
121-020 |
121-020 |
120-257 |
121-075 |
| PP |
120-160 |
120-160 |
120-160 |
120-188 |
| S1 |
120-050 |
120-050 |
120-203 |
120-105 |
| S2 |
119-190 |
119-190 |
120-177 |
|
| S3 |
118-220 |
119-080 |
120-150 |
|
| S4 |
117-250 |
118-110 |
120-070 |
|
|
| 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 |
120-270 |
119-235 |
1-035 |
0.9% |
0-248 |
0.6% |
89% |
True |
False |
967,230 |
| 10 |
121-080 |
119-090 |
1-310 |
1.6% |
0-268 |
0.7% |
73% |
False |
False |
1,051,149 |
| 20 |
121-210 |
118-260 |
2-270 |
2.4% |
0-288 |
0.7% |
67% |
False |
False |
862,574 |
| 40 |
121-210 |
115-000 |
6-210 |
5.5% |
0-285 |
0.7% |
86% |
False |
False |
436,275 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-228 |
0.6% |
89% |
False |
False |
291,255 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-176 |
0.5% |
89% |
False |
False |
218,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-222 |
|
2.618 |
123-069 |
|
1.618 |
122-099 |
|
1.000 |
121-240 |
|
0.618 |
121-129 |
|
HIGH |
120-270 |
|
0.618 |
120-159 |
|
0.500 |
120-125 |
|
0.382 |
120-091 |
|
LOW |
119-300 |
|
0.618 |
119-121 |
|
1.000 |
119-010 |
|
1.618 |
118-151 |
|
2.618 |
117-181 |
|
4.250 |
116-028 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-195 |
120-188 |
| PP |
120-160 |
120-145 |
| S1 |
120-125 |
120-102 |
|