ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
116-302 |
117-032 |
0-050 |
0.1% |
117-000 |
| High |
117-052 |
117-160 |
0-108 |
0.3% |
117-130 |
| Low |
116-235 |
117-002 |
0-087 |
0.2% |
116-210 |
| Close |
117-037 |
117-142 |
0-105 |
0.3% |
117-050 |
| Range |
0-137 |
0-158 |
0-021 |
15.3% |
0-240 |
| ATR |
0-155 |
0-155 |
0-000 |
0.1% |
0-000 |
| Volume |
279,529 |
438,221 |
158,692 |
56.8% |
1,955,892 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-255 |
118-197 |
117-229 |
|
| R3 |
118-097 |
118-039 |
117-185 |
|
| R2 |
117-259 |
117-259 |
117-171 |
|
| R1 |
117-201 |
117-201 |
117-156 |
117-230 |
| PP |
117-101 |
117-101 |
117-101 |
117-116 |
| S1 |
117-043 |
117-043 |
117-128 |
117-072 |
| S2 |
116-263 |
116-263 |
117-113 |
|
| S3 |
116-105 |
116-205 |
117-099 |
|
| S4 |
115-267 |
116-047 |
117-055 |
|
|
| 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 |
117-160 |
116-235 |
0-245 |
0.7% |
0-135 |
0.4% |
93% |
True |
False |
380,618 |
| 10 |
117-160 |
116-200 |
0-280 |
0.7% |
0-144 |
0.4% |
94% |
True |
False |
398,089 |
| 20 |
117-220 |
116-020 |
1-200 |
1.4% |
0-167 |
0.4% |
85% |
False |
False |
425,577 |
| 40 |
117-220 |
114-040 |
3-180 |
3.0% |
0-152 |
0.4% |
93% |
False |
False |
219,686 |
| 60 |
117-220 |
112-250 |
4-290 |
4.2% |
0-104 |
0.3% |
95% |
False |
False |
146,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-192 |
|
2.618 |
118-254 |
|
1.618 |
118-096 |
|
1.000 |
117-318 |
|
0.618 |
117-258 |
|
HIGH |
117-160 |
|
0.618 |
117-100 |
|
0.500 |
117-081 |
|
0.382 |
117-062 |
|
LOW |
117-002 |
|
0.618 |
116-224 |
|
1.000 |
116-164 |
|
1.618 |
116-066 |
|
2.618 |
115-228 |
|
4.250 |
114-290 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-122 |
117-107 |
| PP |
117-101 |
117-072 |
| S1 |
117-081 |
117-038 |
|