ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-315 |
116-060 |
0-065 |
0.2% |
116-300 |
| High |
116-120 |
116-080 |
-0-040 |
-0.1% |
117-150 |
| Low |
115-285 |
115-260 |
-0-025 |
-0.1% |
115-090 |
| Close |
116-080 |
116-010 |
-0-070 |
-0.2% |
115-305 |
| Range |
0-155 |
0-140 |
-0-015 |
-9.7% |
2-060 |
| ATR |
0-174 |
0-172 |
-0-002 |
-1.4% |
0-000 |
| Volume |
783,510 |
1,014,099 |
230,589 |
29.4% |
5,175,245 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-110 |
117-040 |
116-087 |
|
| R3 |
116-290 |
116-220 |
116-048 |
|
| R2 |
116-150 |
116-150 |
116-036 |
|
| R1 |
116-080 |
116-080 |
116-023 |
116-045 |
| PP |
116-010 |
116-010 |
116-010 |
115-312 |
| S1 |
115-260 |
115-260 |
115-317 |
115-225 |
| S2 |
115-190 |
115-190 |
115-304 |
|
| S3 |
115-050 |
115-120 |
115-292 |
|
| S4 |
114-230 |
114-300 |
115-253 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-255 |
121-180 |
117-050 |
|
| R3 |
120-195 |
119-120 |
116-178 |
|
| R2 |
118-135 |
118-135 |
116-113 |
|
| R1 |
117-060 |
117-060 |
116-049 |
116-228 |
| PP |
116-075 |
116-075 |
116-075 |
115-319 |
| S1 |
115-000 |
115-000 |
115-241 |
114-168 |
| S2 |
114-015 |
114-015 |
115-177 |
|
| S3 |
111-275 |
112-260 |
115-112 |
|
| S4 |
109-215 |
110-200 |
114-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-120 |
115-165 |
0-275 |
0.7% |
0-144 |
0.4% |
60% |
False |
False |
1,003,228 |
| 10 |
117-150 |
115-090 |
2-060 |
1.9% |
0-185 |
0.5% |
34% |
False |
False |
943,249 |
| 20 |
117-200 |
115-090 |
2-110 |
2.0% |
0-173 |
0.5% |
32% |
False |
False |
849,814 |
| 40 |
117-225 |
115-090 |
2-135 |
2.1% |
0-166 |
0.4% |
31% |
False |
False |
563,977 |
| 60 |
117-225 |
114-000 |
3-225 |
3.2% |
0-165 |
0.4% |
55% |
False |
False |
376,561 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-151 |
0.4% |
60% |
False |
False |
282,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-035 |
|
2.618 |
117-127 |
|
1.618 |
116-307 |
|
1.000 |
116-220 |
|
0.618 |
116-167 |
|
HIGH |
116-080 |
|
0.618 |
116-027 |
|
0.500 |
116-010 |
|
0.382 |
115-313 |
|
LOW |
115-260 |
|
0.618 |
115-173 |
|
1.000 |
115-120 |
|
1.618 |
115-033 |
|
2.618 |
114-213 |
|
4.250 |
113-305 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-010 |
116-007 |
| PP |
116-010 |
116-003 |
| S1 |
116-010 |
116-000 |
|