ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-140 |
117-217 |
0-077 |
0.2% |
117-000 |
| High |
117-245 |
117-317 |
0-072 |
0.2% |
117-130 |
| Low |
117-117 |
117-202 |
0-085 |
0.2% |
116-210 |
| Close |
117-220 |
117-237 |
0-017 |
0.0% |
117-050 |
| Range |
0-128 |
0-115 |
-0-013 |
-10.2% |
0-240 |
| ATR |
0-153 |
0-151 |
-0-003 |
-1.8% |
0-000 |
| Volume |
433,583 |
576,864 |
143,281 |
33.0% |
1,955,892 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-277 |
118-212 |
117-300 |
|
| R3 |
118-162 |
118-097 |
117-269 |
|
| R2 |
118-047 |
118-047 |
117-258 |
|
| R1 |
117-302 |
117-302 |
117-248 |
118-014 |
| PP |
117-252 |
117-252 |
117-252 |
117-268 |
| S1 |
117-187 |
117-187 |
117-226 |
117-220 |
| S2 |
117-137 |
117-137 |
117-216 |
|
| S3 |
117-022 |
117-072 |
117-205 |
|
| S4 |
116-227 |
116-277 |
117-174 |
|
|
| 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 |
117-317 |
116-235 |
1-082 |
1.1% |
0-124 |
0.3% |
80% |
True |
False |
437,817 |
| 10 |
117-317 |
116-210 |
1-107 |
1.1% |
0-136 |
0.4% |
81% |
True |
False |
417,963 |
| 20 |
117-317 |
116-020 |
1-297 |
1.6% |
0-158 |
0.4% |
87% |
True |
False |
450,139 |
| 40 |
117-317 |
114-070 |
3-247 |
3.2% |
0-152 |
0.4% |
93% |
True |
False |
244,916 |
| 60 |
117-317 |
112-250 |
5-067 |
4.4% |
0-108 |
0.3% |
95% |
True |
False |
163,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-166 |
|
2.618 |
118-298 |
|
1.618 |
118-183 |
|
1.000 |
118-112 |
|
0.618 |
118-068 |
|
HIGH |
117-317 |
|
0.618 |
117-273 |
|
0.500 |
117-260 |
|
0.382 |
117-246 |
|
LOW |
117-202 |
|
0.618 |
117-131 |
|
1.000 |
117-087 |
|
1.618 |
117-016 |
|
2.618 |
116-221 |
|
4.250 |
116-033 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-260 |
117-211 |
| PP |
117-252 |
117-185 |
| S1 |
117-244 |
117-160 |
|