ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
119-050 |
0-270 |
0.7% |
118-210 |
| High |
118-100 |
119-170 |
1-070 |
1.0% |
119-170 |
| Low |
118-100 |
119-050 |
0-270 |
0.7% |
118-100 |
| Close |
118-030 |
119-160 |
1-130 |
1.2% |
119-160 |
| Range |
0-000 |
0-120 |
0-120 |
|
1-070 |
| ATR |
0-168 |
0-188 |
0-021 |
12.5% |
0-000 |
| Volume |
33 |
1 |
-32 |
-97.0% |
100 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-167 |
120-123 |
119-226 |
|
| R3 |
120-047 |
120-003 |
119-193 |
|
| R2 |
119-247 |
119-247 |
119-182 |
|
| R1 |
119-203 |
119-203 |
119-171 |
119-225 |
| PP |
119-127 |
119-127 |
119-127 |
119-138 |
| S1 |
119-083 |
119-083 |
119-149 |
119-105 |
| S2 |
119-007 |
119-007 |
119-138 |
|
| S3 |
118-207 |
118-283 |
119-127 |
|
| S4 |
118-087 |
118-163 |
119-094 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-247 |
122-113 |
120-054 |
|
| R3 |
121-177 |
121-043 |
119-267 |
|
| R2 |
120-107 |
120-107 |
119-232 |
|
| R1 |
119-293 |
119-293 |
119-196 |
120-040 |
| PP |
119-037 |
119-037 |
119-037 |
119-070 |
| S1 |
118-223 |
118-223 |
119-124 |
118-290 |
| S2 |
117-287 |
117-287 |
119-088 |
|
| S3 |
116-217 |
117-153 |
119-053 |
|
| S4 |
115-147 |
116-083 |
118-266 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-040 |
|
2.618 |
120-164 |
|
1.618 |
120-044 |
|
1.000 |
119-290 |
|
0.618 |
119-244 |
|
HIGH |
119-170 |
|
0.618 |
119-124 |
|
0.500 |
119-110 |
|
0.382 |
119-096 |
|
LOW |
119-050 |
|
0.618 |
118-296 |
|
1.000 |
118-250 |
|
1.618 |
118-176 |
|
2.618 |
118-056 |
|
4.250 |
117-180 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-143 |
119-098 |
| PP |
119-127 |
119-037 |
| S1 |
119-110 |
118-295 |
|