ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-015 |
115-110 |
0-095 |
0.3% |
115-295 |
| High |
115-155 |
116-020 |
0-185 |
0.5% |
116-120 |
| Low |
115-010 |
115-095 |
0-085 |
0.2% |
115-200 |
| Close |
115-070 |
116-005 |
0-255 |
0.7% |
116-010 |
| Range |
0-145 |
0-245 |
0-100 |
69.0% |
0-240 |
| ATR |
0-185 |
0-191 |
0-006 |
3.3% |
0-000 |
| Volume |
641,298 |
966,662 |
325,364 |
50.7% |
3,435,765 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-028 |
117-262 |
116-140 |
|
| R3 |
117-103 |
117-017 |
116-072 |
|
| R2 |
116-178 |
116-178 |
116-050 |
|
| R1 |
116-092 |
116-092 |
116-027 |
116-135 |
| PP |
115-253 |
115-253 |
115-253 |
115-275 |
| S1 |
115-167 |
115-167 |
115-303 |
115-210 |
| S2 |
115-008 |
115-008 |
115-280 |
|
| S3 |
114-083 |
114-242 |
115-258 |
|
| S4 |
113-158 |
113-317 |
115-190 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-083 |
117-287 |
116-142 |
|
| R3 |
117-163 |
117-047 |
116-076 |
|
| R2 |
116-243 |
116-243 |
116-054 |
|
| R1 |
116-127 |
116-127 |
116-032 |
116-185 |
| PP |
116-003 |
116-003 |
116-003 |
116-032 |
| S1 |
115-207 |
115-207 |
115-308 |
115-265 |
| S2 |
115-083 |
115-083 |
115-286 |
|
| S3 |
114-163 |
114-287 |
115-264 |
|
| S4 |
113-243 |
114-047 |
115-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-120 |
114-265 |
1-175 |
1.3% |
0-175 |
0.5% |
77% |
False |
False |
750,498 |
| 10 |
117-095 |
114-265 |
2-150 |
2.1% |
0-203 |
0.5% |
48% |
False |
False |
923,519 |
| 20 |
117-175 |
114-265 |
2-230 |
2.3% |
0-177 |
0.5% |
44% |
False |
False |
831,146 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-170 |
0.5% |
41% |
False |
False |
612,410 |
| 60 |
117-225 |
114-050 |
3-175 |
3.1% |
0-166 |
0.4% |
52% |
False |
False |
409,140 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-154 |
0.4% |
59% |
False |
False |
306,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-101 |
|
2.618 |
118-021 |
|
1.618 |
117-096 |
|
1.000 |
116-265 |
|
0.618 |
116-171 |
|
HIGH |
116-020 |
|
0.618 |
115-246 |
|
0.500 |
115-218 |
|
0.382 |
115-189 |
|
LOW |
115-095 |
|
0.618 |
114-264 |
|
1.000 |
114-170 |
|
1.618 |
114-019 |
|
2.618 |
113-094 |
|
4.250 |
112-014 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-289 |
115-264 |
| PP |
115-253 |
115-203 |
| S1 |
115-218 |
115-142 |
|