ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-020 |
120-225 |
-0-115 |
-0.3% |
121-245 |
| High |
121-075 |
121-080 |
0-005 |
0.0% |
122-010 |
| Low |
120-210 |
120-220 |
0-010 |
0.0% |
120-190 |
| Close |
120-230 |
120-285 |
0-055 |
0.1% |
121-125 |
| Range |
0-185 |
0-180 |
-0-005 |
-2.7% |
1-140 |
| ATR |
0-277 |
0-270 |
-0-007 |
-2.5% |
0-000 |
| Volume |
28,906 |
16,707 |
-12,199 |
-42.2% |
310,090 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-202 |
122-103 |
121-064 |
|
| R3 |
122-022 |
121-243 |
121-014 |
|
| R2 |
121-162 |
121-162 |
120-318 |
|
| R1 |
121-063 |
121-063 |
120-302 |
121-112 |
| PP |
120-302 |
120-302 |
120-302 |
121-006 |
| S1 |
120-203 |
120-203 |
120-268 |
120-252 |
| S2 |
120-122 |
120-122 |
120-252 |
|
| S3 |
119-262 |
120-023 |
120-236 |
|
| S4 |
119-082 |
119-163 |
120-186 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-208 |
124-307 |
122-058 |
|
| R3 |
124-068 |
123-167 |
121-252 |
|
| R2 |
122-248 |
122-248 |
121-209 |
|
| R1 |
122-027 |
122-027 |
121-167 |
121-228 |
| PP |
121-108 |
121-108 |
121-108 |
121-049 |
| S1 |
120-207 |
120-207 |
121-083 |
120-088 |
| S2 |
119-288 |
119-288 |
121-041 |
|
| S3 |
118-148 |
119-067 |
120-318 |
|
| S4 |
117-008 |
117-247 |
120-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-225 |
120-165 |
1-060 |
1.0% |
0-233 |
0.6% |
32% |
False |
False |
30,583 |
| 10 |
122-010 |
119-220 |
2-110 |
1.9% |
0-244 |
0.6% |
51% |
False |
False |
57,873 |
| 20 |
122-145 |
119-220 |
2-245 |
2.3% |
0-271 |
0.7% |
44% |
False |
False |
821,271 |
| 40 |
122-145 |
116-100 |
6-045 |
5.1% |
0-285 |
0.7% |
75% |
False |
False |
1,031,982 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-252 |
0.7% |
80% |
False |
False |
1,005,778 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-230 |
0.6% |
80% |
False |
False |
935,165 |
| 100 |
122-145 |
114-265 |
7-200 |
6.3% |
0-216 |
0.6% |
80% |
False |
False |
750,520 |
| 120 |
122-145 |
113-180 |
8-285 |
7.4% |
0-204 |
0.5% |
82% |
False |
False |
625,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-205 |
|
2.618 |
122-231 |
|
1.618 |
122-051 |
|
1.000 |
121-260 |
|
0.618 |
121-191 |
|
HIGH |
121-080 |
|
0.618 |
121-011 |
|
0.500 |
120-310 |
|
0.382 |
120-289 |
|
LOW |
120-220 |
|
0.618 |
120-109 |
|
1.000 |
120-040 |
|
1.618 |
119-249 |
|
2.618 |
119-069 |
|
4.250 |
118-095 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-310 |
120-284 |
| PP |
120-302 |
120-283 |
| S1 |
120-293 |
120-282 |
|