ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
121-245 |
1-165 |
1.3% |
120-185 |
| High |
121-190 |
122-010 |
0-140 |
0.4% |
121-190 |
| Low |
120-045 |
121-080 |
1-035 |
0.9% |
119-220 |
| Close |
121-175 |
121-210 |
0-035 |
0.1% |
121-175 |
| Range |
1-145 |
0-250 |
-0-215 |
-46.2% |
1-290 |
| ATR |
0-305 |
0-301 |
-0-004 |
-1.3% |
0-000 |
| Volume |
66,260 |
83,088 |
16,828 |
25.4% |
853,563 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-317 |
123-193 |
122-028 |
|
| R3 |
123-067 |
122-263 |
121-279 |
|
| R2 |
122-137 |
122-137 |
121-256 |
|
| R1 |
122-013 |
122-013 |
121-233 |
121-270 |
| PP |
121-207 |
121-207 |
121-207 |
121-175 |
| S1 |
121-083 |
121-083 |
121-187 |
121-020 |
| S2 |
120-277 |
120-277 |
121-164 |
|
| S3 |
120-027 |
120-153 |
121-141 |
|
| S4 |
119-097 |
119-223 |
121-072 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-212 |
126-003 |
122-190 |
|
| R3 |
124-242 |
124-033 |
122-023 |
|
| R2 |
122-272 |
122-272 |
121-287 |
|
| R1 |
122-063 |
122-063 |
121-231 |
122-168 |
| PP |
120-302 |
120-302 |
120-302 |
121-034 |
| S1 |
120-093 |
120-093 |
121-119 |
120-198 |
| S2 |
119-012 |
119-012 |
121-063 |
|
| S3 |
117-042 |
118-123 |
121-007 |
|
| S4 |
115-072 |
116-153 |
120-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-010 |
119-220 |
2-110 |
1.9% |
0-298 |
0.8% |
84% |
True |
False |
187,330 |
| 10 |
122-145 |
119-220 |
2-245 |
2.3% |
0-290 |
0.7% |
71% |
False |
False |
1,099,798 |
| 20 |
122-145 |
118-120 |
4-025 |
3.4% |
0-295 |
0.8% |
80% |
False |
False |
1,268,458 |
| 40 |
122-145 |
115-195 |
6-270 |
5.6% |
0-281 |
0.7% |
88% |
False |
False |
1,201,057 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-247 |
0.6% |
90% |
False |
False |
1,091,142 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-225 |
0.6% |
90% |
False |
False |
933,736 |
| 100 |
122-145 |
114-050 |
8-095 |
6.8% |
0-212 |
0.5% |
90% |
False |
False |
747,593 |
| 120 |
122-145 |
113-180 |
8-285 |
7.3% |
0-197 |
0.5% |
91% |
False |
False |
623,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-112 |
|
2.618 |
124-024 |
|
1.618 |
123-094 |
|
1.000 |
122-260 |
|
0.618 |
122-164 |
|
HIGH |
122-010 |
|
0.618 |
121-234 |
|
0.500 |
121-205 |
|
0.382 |
121-176 |
|
LOW |
121-080 |
|
0.618 |
120-246 |
|
1.000 |
120-150 |
|
1.618 |
119-316 |
|
2.618 |
119-066 |
|
4.250 |
117-298 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-208 |
121-125 |
| PP |
121-207 |
121-040 |
| S1 |
121-205 |
120-275 |
|