ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-305 |
118-080 |
0-095 |
0.3% |
116-302 |
| High |
118-090 |
118-175 |
0-085 |
0.2% |
118-015 |
| Low |
117-277 |
118-057 |
0-100 |
0.3% |
116-235 |
| Close |
118-070 |
118-137 |
0-067 |
0.2% |
117-277 |
| Range |
0-133 |
0-118 |
-0-015 |
-11.3% |
1-100 |
| ATR |
0-148 |
0-146 |
-0-002 |
-1.5% |
0-000 |
| Volume |
420,029 |
347,966 |
-72,063 |
-17.2% |
2,206,580 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-157 |
119-105 |
118-202 |
|
| R3 |
119-039 |
118-307 |
118-169 |
|
| R2 |
118-241 |
118-241 |
118-159 |
|
| R1 |
118-189 |
118-189 |
118-148 |
118-215 |
| PP |
118-123 |
118-123 |
118-123 |
118-136 |
| S1 |
118-071 |
118-071 |
118-126 |
118-097 |
| S2 |
118-005 |
118-005 |
118-115 |
|
| S3 |
117-207 |
117-273 |
118-105 |
|
| S4 |
117-089 |
117-155 |
118-072 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-156 |
120-316 |
118-188 |
|
| R3 |
120-056 |
119-216 |
118-072 |
|
| R2 |
118-276 |
118-276 |
118-034 |
|
| R1 |
118-116 |
118-116 |
117-316 |
118-196 |
| PP |
117-176 |
117-176 |
117-176 |
117-216 |
| S1 |
117-016 |
117-016 |
117-238 |
117-096 |
| S2 |
116-076 |
116-076 |
117-200 |
|
| S3 |
114-296 |
115-236 |
117-162 |
|
| S4 |
113-196 |
114-136 |
117-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-175 |
117-117 |
1-058 |
1.0% |
0-126 |
0.3% |
90% |
True |
False |
451,365 |
| 10 |
118-175 |
116-235 |
1-260 |
1.5% |
0-130 |
0.3% |
93% |
True |
False |
415,991 |
| 20 |
118-175 |
116-020 |
2-155 |
2.1% |
0-146 |
0.4% |
95% |
True |
False |
436,972 |
| 40 |
118-175 |
114-290 |
3-205 |
3.1% |
0-160 |
0.4% |
97% |
True |
False |
275,979 |
| 60 |
118-175 |
112-300 |
5-195 |
4.7% |
0-114 |
0.3% |
98% |
True |
False |
184,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-036 |
|
2.618 |
119-164 |
|
1.618 |
119-046 |
|
1.000 |
118-293 |
|
0.618 |
118-248 |
|
HIGH |
118-175 |
|
0.618 |
118-130 |
|
0.500 |
118-116 |
|
0.382 |
118-102 |
|
LOW |
118-057 |
|
0.618 |
117-304 |
|
1.000 |
117-259 |
|
1.618 |
117-186 |
|
2.618 |
117-068 |
|
4.250 |
116-196 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-130 |
118-100 |
| PP |
118-123 |
118-064 |
| S1 |
118-116 |
118-028 |
|