ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
118-100 |
0-000 |
0.0% |
118-290 |
| High |
118-100 |
118-100 |
0-000 |
0.0% |
120-130 |
| Low |
118-100 |
118-100 |
0-000 |
0.0% |
117-140 |
| Close |
118-100 |
118-030 |
-0-070 |
-0.2% |
118-210 |
| Range |
|
|
|
|
|
| ATR |
0-180 |
0-168 |
-0-013 |
-7.1% |
0-000 |
| Volume |
33 |
33 |
0 |
0.0% |
196 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-077 |
118-053 |
118-030 |
|
| R3 |
118-077 |
118-053 |
118-030 |
|
| R2 |
118-077 |
118-077 |
118-030 |
|
| R1 |
118-053 |
118-053 |
118-030 |
118-065 |
| PP |
118-077 |
118-077 |
118-077 |
118-082 |
| S1 |
118-053 |
118-053 |
118-030 |
118-065 |
| S2 |
118-077 |
118-077 |
118-030 |
|
| S3 |
118-077 |
118-053 |
118-030 |
|
| S4 |
118-077 |
118-053 |
118-030 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-237 |
126-053 |
120-092 |
|
| R3 |
124-247 |
123-063 |
119-151 |
|
| R2 |
121-257 |
121-257 |
119-064 |
|
| R1 |
120-073 |
120-073 |
118-297 |
119-170 |
| PP |
118-267 |
118-267 |
118-267 |
118-155 |
| S1 |
117-083 |
117-083 |
118-123 |
116-180 |
| S2 |
115-277 |
115-277 |
118-036 |
|
| S3 |
112-287 |
114-093 |
117-269 |
|
| S4 |
109-297 |
111-103 |
117-008 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-100 |
|
2.618 |
118-100 |
|
1.618 |
118-100 |
|
1.000 |
118-100 |
|
0.618 |
118-100 |
|
HIGH |
118-100 |
|
0.618 |
118-100 |
|
0.500 |
118-100 |
|
0.382 |
118-100 |
|
LOW |
118-100 |
|
0.618 |
118-100 |
|
1.000 |
118-100 |
|
1.618 |
118-100 |
|
2.618 |
118-100 |
|
4.250 |
118-100 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-100 |
118-155 |
| PP |
118-077 |
118-113 |
| S1 |
118-053 |
118-072 |
|