ECBOT 5 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 |
117-007 |
117-102 |
0-095 |
0.3% |
117-000 |
| High |
117-130 |
117-115 |
-0-015 |
0.0% |
117-130 |
| Low |
116-282 |
117-032 |
0-070 |
0.2% |
116-210 |
| Close |
117-100 |
117-050 |
-0-050 |
-0.1% |
117-050 |
| Range |
0-168 |
0-083 |
-0-085 |
-50.6% |
0-240 |
| ATR |
0-162 |
0-156 |
-0-006 |
-3.5% |
0-000 |
| Volume |
360,359 |
460,891 |
100,532 |
27.9% |
1,955,892 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-315 |
117-265 |
117-096 |
|
| R3 |
117-232 |
117-182 |
117-073 |
|
| R2 |
117-149 |
117-149 |
117-065 |
|
| R1 |
117-099 |
117-099 |
117-058 |
117-082 |
| PP |
117-066 |
117-066 |
117-066 |
117-057 |
| S1 |
117-016 |
117-016 |
117-042 |
117-000 |
| S2 |
116-303 |
116-303 |
117-035 |
|
| S3 |
116-220 |
116-253 |
117-027 |
|
| S4 |
116-137 |
116-170 |
117-004 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-103 |
118-317 |
117-182 |
|
| R3 |
118-183 |
118-077 |
117-116 |
|
| R2 |
117-263 |
117-263 |
117-094 |
|
| R1 |
117-157 |
117-157 |
117-072 |
117-210 |
| PP |
117-023 |
117-023 |
117-023 |
117-050 |
| S1 |
116-237 |
116-237 |
117-028 |
116-290 |
| S2 |
116-103 |
116-103 |
117-006 |
|
| S3 |
115-183 |
115-317 |
116-304 |
|
| S4 |
114-263 |
115-077 |
116-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-130 |
116-210 |
0-240 |
0.6% |
0-133 |
0.4% |
67% |
False |
False |
391,178 |
| 10 |
117-150 |
116-200 |
0-270 |
0.7% |
0-139 |
0.4% |
63% |
False |
False |
432,916 |
| 20 |
117-220 |
116-020 |
1-200 |
1.4% |
0-169 |
0.5% |
67% |
False |
False |
395,165 |
| 40 |
117-220 |
113-240 |
3-300 |
3.4% |
0-145 |
0.4% |
87% |
False |
False |
201,743 |
| 60 |
117-220 |
112-250 |
4-290 |
4.2% |
0-099 |
0.3% |
89% |
False |
False |
134,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-148 |
|
2.618 |
118-012 |
|
1.618 |
117-249 |
|
1.000 |
117-198 |
|
0.618 |
117-166 |
|
HIGH |
117-115 |
|
0.618 |
117-083 |
|
0.500 |
117-074 |
|
0.382 |
117-064 |
|
LOW |
117-032 |
|
0.618 |
116-301 |
|
1.000 |
116-269 |
|
1.618 |
116-218 |
|
2.618 |
116-135 |
|
4.250 |
115-319 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-074 |
117-044 |
| PP |
117-066 |
117-037 |
| S1 |
117-058 |
117-031 |
|