ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-032 |
117-140 |
0-108 |
0.3% |
117-000 |
| High |
117-160 |
117-245 |
0-085 |
0.2% |
117-130 |
| Low |
117-002 |
117-117 |
0-115 |
0.3% |
116-210 |
| Close |
117-142 |
117-220 |
0-078 |
0.2% |
117-050 |
| Range |
0-158 |
0-128 |
-0-030 |
-19.0% |
0-240 |
| ATR |
0-155 |
0-153 |
-0-002 |
-1.3% |
0-000 |
| Volume |
438,221 |
433,583 |
-4,638 |
-1.1% |
1,955,892 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-258 |
118-207 |
117-290 |
|
| R3 |
118-130 |
118-079 |
117-255 |
|
| R2 |
118-002 |
118-002 |
117-243 |
|
| R1 |
117-271 |
117-271 |
117-232 |
117-296 |
| PP |
117-194 |
117-194 |
117-194 |
117-207 |
| S1 |
117-143 |
117-143 |
117-208 |
117-168 |
| S2 |
117-066 |
117-066 |
117-197 |
|
| S3 |
116-258 |
117-015 |
117-185 |
|
| S4 |
116-130 |
116-207 |
117-150 |
|
|
| 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 |
117-245 |
116-235 |
1-010 |
0.9% |
0-135 |
0.4% |
92% |
True |
False |
394,516 |
| 10 |
117-245 |
116-200 |
1-045 |
1.0% |
0-148 |
0.4% |
93% |
True |
False |
402,825 |
| 20 |
117-245 |
116-020 |
1-225 |
1.4% |
0-163 |
0.4% |
95% |
True |
False |
439,298 |
| 40 |
117-245 |
114-070 |
3-175 |
3.0% |
0-152 |
0.4% |
98% |
True |
False |
230,522 |
| 60 |
117-245 |
112-250 |
4-315 |
4.2% |
0-106 |
0.3% |
98% |
True |
False |
153,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-149 |
|
2.618 |
118-260 |
|
1.618 |
118-132 |
|
1.000 |
118-053 |
|
0.618 |
118-004 |
|
HIGH |
117-245 |
|
0.618 |
117-196 |
|
0.500 |
117-181 |
|
0.382 |
117-166 |
|
LOW |
117-117 |
|
0.618 |
117-038 |
|
1.000 |
116-309 |
|
1.618 |
116-230 |
|
2.618 |
116-102 |
|
4.250 |
115-213 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-207 |
117-173 |
| PP |
117-194 |
117-127 |
| S1 |
117-181 |
117-080 |
|