ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
116-005 |
115-255 |
-0-070 |
-0.2% |
115-100 |
High |
116-090 |
116-000 |
-0-090 |
-0.2% |
116-090 |
Low |
115-240 |
115-185 |
-0-055 |
-0.1% |
114-265 |
Close |
115-260 |
115-290 |
0-030 |
0.1% |
115-290 |
Range |
0-170 |
0-135 |
-0-035 |
-20.6% |
1-145 |
ATR |
0-189 |
0-185 |
-0-004 |
-2.0% |
0-000 |
Volume |
1,194,194 |
974,637 |
-219,557 |
-18.4% |
4,123,716 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-030 |
116-295 |
116-044 |
|
R3 |
116-215 |
116-160 |
116-007 |
|
R2 |
116-080 |
116-080 |
115-315 |
|
R1 |
116-025 |
116-025 |
115-302 |
116-052 |
PP |
115-265 |
115-265 |
115-265 |
115-279 |
S1 |
115-210 |
115-210 |
115-278 |
115-238 |
S2 |
115-130 |
115-130 |
115-265 |
|
S3 |
114-315 |
115-075 |
115-253 |
|
S4 |
114-180 |
114-260 |
115-216 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-010 |
119-135 |
116-226 |
|
R3 |
118-185 |
117-310 |
116-098 |
|
R2 |
117-040 |
117-040 |
116-055 |
|
R1 |
116-165 |
116-165 |
116-013 |
116-262 |
PP |
115-215 |
115-215 |
115-215 |
115-264 |
S1 |
115-020 |
115-020 |
115-247 |
115-118 |
S2 |
114-070 |
114-070 |
115-205 |
|
S3 |
112-245 |
113-195 |
115-162 |
|
S4 |
111-100 |
112-050 |
115-034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116-090 |
114-265 |
1-145 |
1.3% |
0-177 |
0.5% |
74% |
False |
False |
824,743 |
10 |
116-120 |
114-265 |
1-175 |
1.3% |
0-160 |
0.4% |
70% |
False |
False |
913,985 |
20 |
117-175 |
114-265 |
2-230 |
2.3% |
0-179 |
0.5% |
40% |
False |
False |
871,312 |
40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-170 |
0.5% |
38% |
False |
False |
666,415 |
60 |
117-225 |
114-050 |
3-175 |
3.1% |
0-167 |
0.4% |
49% |
False |
False |
445,284 |
80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-155 |
0.4% |
57% |
False |
False |
333,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-254 |
2.618 |
117-033 |
1.618 |
116-218 |
1.000 |
116-135 |
0.618 |
116-083 |
HIGH |
116-000 |
0.618 |
115-268 |
0.500 |
115-252 |
0.382 |
115-237 |
LOW |
115-185 |
0.618 |
115-102 |
1.000 |
115-050 |
1.618 |
114-287 |
2.618 |
114-152 |
4.250 |
113-251 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
115-278 |
115-278 |
PP |
115-265 |
115-265 |
S1 |
115-252 |
115-252 |
|