ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-075 |
120-235 |
0-160 |
0.4% |
120-130 |
| High |
120-270 |
120-265 |
-0-005 |
0.0% |
120-270 |
| Low |
119-300 |
120-115 |
0-135 |
0.4% |
119-235 |
| Close |
120-230 |
120-140 |
-0-090 |
-0.2% |
120-140 |
| Range |
0-290 |
0-150 |
-0-140 |
-48.3% |
1-035 |
| ATR |
0-278 |
0-269 |
-0-009 |
-3.3% |
0-000 |
| Volume |
865,182 |
1,128,415 |
263,233 |
30.4% |
4,799,271 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-303 |
121-212 |
120-222 |
|
| R3 |
121-153 |
121-062 |
120-181 |
|
| R2 |
121-003 |
121-003 |
120-168 |
|
| R1 |
120-232 |
120-232 |
120-154 |
120-202 |
| PP |
120-173 |
120-173 |
120-173 |
120-159 |
| S1 |
120-082 |
120-082 |
120-126 |
120-052 |
| S2 |
120-023 |
120-023 |
120-112 |
|
| S3 |
119-193 |
119-252 |
120-099 |
|
| S4 |
119-043 |
119-102 |
120-058 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-213 |
123-052 |
121-015 |
|
| R3 |
122-178 |
122-017 |
120-238 |
|
| R2 |
121-143 |
121-143 |
120-205 |
|
| R1 |
120-302 |
120-302 |
120-173 |
121-062 |
| PP |
120-108 |
120-108 |
120-108 |
120-149 |
| S1 |
119-267 |
119-267 |
120-107 |
120-028 |
| S2 |
119-073 |
119-073 |
120-075 |
|
| S3 |
118-038 |
118-232 |
120-042 |
|
| S4 |
117-003 |
117-197 |
119-265 |
|
|
| 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% |
0-224 |
0.6% |
63% |
False |
False |
959,854 |
| 10 |
121-080 |
119-235 |
1-165 |
1.3% |
0-235 |
0.6% |
46% |
False |
False |
1,046,553 |
| 20 |
121-210 |
118-260 |
2-270 |
2.4% |
0-274 |
0.7% |
57% |
False |
False |
913,796 |
| 40 |
121-210 |
115-000 |
6-210 |
5.5% |
0-284 |
0.7% |
82% |
False |
False |
464,422 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-227 |
0.6% |
85% |
False |
False |
310,058 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-178 |
0.5% |
85% |
False |
False |
232,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-262 |
|
2.618 |
122-018 |
|
1.618 |
121-188 |
|
1.000 |
121-095 |
|
0.618 |
121-038 |
|
HIGH |
120-265 |
|
0.618 |
120-208 |
|
0.500 |
120-190 |
|
0.382 |
120-172 |
|
LOW |
120-115 |
|
0.618 |
120-022 |
|
1.000 |
119-285 |
|
1.618 |
119-192 |
|
2.618 |
119-042 |
|
4.250 |
118-118 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-190 |
120-128 |
| PP |
120-173 |
120-117 |
| S1 |
120-157 |
120-105 |
|