ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
117-060 |
0-220 |
0.6% |
115-230 |
| High |
117-085 |
117-135 |
0-050 |
0.1% |
117-085 |
| Low |
116-150 |
116-250 |
0-100 |
0.3% |
115-195 |
| Close |
117-025 |
116-255 |
-0-090 |
-0.2% |
117-025 |
| Range |
0-255 |
0-205 |
-0-050 |
-19.6% |
1-210 |
| ATR |
0-191 |
0-192 |
0-001 |
0.5% |
0-000 |
| Volume |
1,025,304 |
1,412,842 |
387,538 |
37.8% |
4,825,049 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-295 |
118-160 |
117-048 |
|
| R3 |
118-090 |
117-275 |
116-311 |
|
| R2 |
117-205 |
117-205 |
116-293 |
|
| R1 |
117-070 |
117-070 |
116-274 |
117-035 |
| PP |
117-000 |
117-000 |
117-000 |
116-302 |
| S1 |
116-185 |
116-185 |
116-236 |
116-150 |
| S2 |
116-115 |
116-115 |
116-217 |
|
| S3 |
115-230 |
115-300 |
116-199 |
|
| S4 |
115-025 |
115-095 |
116-142 |
|
|
| 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 |
117-135 |
116-025 |
1-110 |
1.2% |
0-184 |
0.5% |
53% |
True |
False |
1,094,698 |
| 10 |
117-135 |
115-010 |
2-125 |
2.0% |
0-188 |
0.5% |
74% |
True |
False |
1,001,468 |
| 20 |
117-150 |
114-265 |
2-205 |
2.3% |
0-188 |
0.5% |
75% |
False |
False |
948,630 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-174 |
0.5% |
68% |
False |
False |
819,342 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-169 |
0.5% |
68% |
False |
False |
549,123 |
| 80 |
117-225 |
113-180 |
4-045 |
3.5% |
0-163 |
0.4% |
78% |
False |
False |
411,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-046 |
|
2.618 |
119-032 |
|
1.618 |
118-147 |
|
1.000 |
118-020 |
|
0.618 |
117-262 |
|
HIGH |
117-135 |
|
0.618 |
117-057 |
|
0.500 |
117-032 |
|
0.382 |
117-008 |
|
LOW |
116-250 |
|
0.618 |
116-123 |
|
1.000 |
116-045 |
|
1.618 |
115-238 |
|
2.618 |
115-033 |
|
4.250 |
114-019 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-032 |
116-250 |
| PP |
117-000 |
116-245 |
| S1 |
116-288 |
116-240 |
|