ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-075 |
116-160 |
0-085 |
0.2% |
115-230 |
| High |
116-185 |
117-085 |
0-220 |
0.6% |
117-085 |
| Low |
116-025 |
116-150 |
0-125 |
0.3% |
115-195 |
| Close |
116-125 |
117-025 |
0-220 |
0.6% |
117-025 |
| Range |
0-160 |
0-255 |
0-095 |
59.4% |
1-210 |
| ATR |
0-184 |
0-191 |
0-007 |
3.7% |
0-000 |
| Volume |
1,014,959 |
1,025,304 |
10,345 |
1.0% |
4,825,049 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-105 |
119-000 |
117-165 |
|
| R3 |
118-170 |
118-065 |
117-095 |
|
| R2 |
117-235 |
117-235 |
117-072 |
|
| R1 |
117-130 |
117-130 |
117-048 |
117-182 |
| PP |
116-300 |
116-300 |
116-300 |
117-006 |
| S1 |
116-195 |
116-195 |
117-002 |
116-248 |
| S2 |
116-045 |
116-045 |
116-298 |
|
| S3 |
115-110 |
115-260 |
116-275 |
|
| S4 |
114-175 |
115-005 |
116-205 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-198 |
121-002 |
117-316 |
|
| R3 |
119-308 |
119-112 |
117-171 |
|
| R2 |
118-098 |
118-098 |
117-122 |
|
| R1 |
117-222 |
117-222 |
117-074 |
118-000 |
| PP |
116-208 |
116-208 |
116-208 |
116-258 |
| S1 |
116-012 |
116-012 |
116-296 |
116-110 |
| S2 |
114-318 |
114-318 |
116-248 |
|
| S3 |
113-108 |
114-122 |
116-199 |
|
| S4 |
111-218 |
112-232 |
116-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-085 |
115-195 |
1-210 |
1.4% |
0-196 |
0.5% |
89% |
True |
False |
965,009 |
| 10 |
117-085 |
114-265 |
2-140 |
2.1% |
0-186 |
0.5% |
92% |
True |
False |
894,876 |
| 20 |
117-150 |
114-265 |
2-205 |
2.3% |
0-186 |
0.5% |
85% |
False |
False |
919,062 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-172 |
0.5% |
78% |
False |
False |
785,362 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-167 |
0.4% |
78% |
False |
False |
525,641 |
| 80 |
117-225 |
113-180 |
4-045 |
3.5% |
0-160 |
0.4% |
85% |
False |
False |
394,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-209 |
|
2.618 |
119-113 |
|
1.618 |
118-178 |
|
1.000 |
118-020 |
|
0.618 |
117-243 |
|
HIGH |
117-085 |
|
0.618 |
116-308 |
|
0.500 |
116-278 |
|
0.382 |
116-247 |
|
LOW |
116-150 |
|
0.618 |
115-312 |
|
1.000 |
115-215 |
|
1.618 |
115-057 |
|
2.618 |
114-122 |
|
4.250 |
113-026 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-002 |
116-302 |
| PP |
116-300 |
116-258 |
| S1 |
116-278 |
116-215 |
|