ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-255 |
115-230 |
-0-025 |
-0.1% |
115-100 |
| High |
116-000 |
116-140 |
0-140 |
0.4% |
116-090 |
| Low |
115-185 |
115-195 |
0-010 |
0.0% |
114-265 |
| Close |
115-290 |
116-080 |
0-110 |
0.3% |
115-290 |
| Range |
0-135 |
0-265 |
0-130 |
96.3% |
1-145 |
| ATR |
0-185 |
0-191 |
0-006 |
3.1% |
0-000 |
| Volume |
974,637 |
764,399 |
-210,238 |
-21.6% |
4,123,716 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-187 |
118-078 |
116-226 |
|
| R3 |
117-242 |
117-133 |
116-153 |
|
| R2 |
116-297 |
116-297 |
116-129 |
|
| R1 |
116-188 |
116-188 |
116-104 |
116-242 |
| PP |
116-032 |
116-032 |
116-032 |
116-059 |
| S1 |
115-243 |
115-243 |
116-056 |
115-298 |
| S2 |
115-087 |
115-087 |
116-031 |
|
| S3 |
114-142 |
114-298 |
116-007 |
|
| S4 |
113-197 |
114-033 |
115-254 |
|
|
| 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 |
116-140 |
115-010 |
1-130 |
1.2% |
0-192 |
0.5% |
87% |
True |
False |
908,238 |
| 10 |
116-140 |
114-265 |
1-195 |
1.4% |
0-170 |
0.5% |
88% |
True |
False |
832,388 |
| 20 |
117-175 |
114-265 |
2-230 |
2.3% |
0-180 |
0.5% |
52% |
False |
False |
871,340 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-172 |
0.5% |
49% |
False |
False |
685,393 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-165 |
0.4% |
49% |
False |
False |
458,014 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-154 |
0.4% |
65% |
False |
False |
343,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-306 |
|
2.618 |
118-194 |
|
1.618 |
117-249 |
|
1.000 |
117-085 |
|
0.618 |
116-304 |
|
HIGH |
116-140 |
|
0.618 |
116-039 |
|
0.500 |
116-008 |
|
0.382 |
115-296 |
|
LOW |
115-195 |
|
0.618 |
115-031 |
|
1.000 |
114-250 |
|
1.618 |
114-086 |
|
2.618 |
113-141 |
|
4.250 |
112-029 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-056 |
116-054 |
| PP |
116-032 |
116-028 |
| S1 |
116-008 |
116-002 |
|