ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
117-060 |
116-260 |
-0-120 |
-0.3% |
115-230 |
| High |
117-135 |
116-290 |
-0-165 |
-0.4% |
117-085 |
| Low |
116-250 |
116-185 |
-0-065 |
-0.2% |
115-195 |
| Close |
116-255 |
116-245 |
-0-010 |
0.0% |
117-025 |
| Range |
0-205 |
0-105 |
-0-100 |
-48.8% |
1-210 |
| ATR |
0-192 |
0-185 |
-0-006 |
-3.2% |
0-000 |
| Volume |
1,412,842 |
826,925 |
-585,917 |
-41.5% |
4,825,049 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-235 |
117-185 |
116-303 |
|
| R3 |
117-130 |
117-080 |
116-274 |
|
| R2 |
117-025 |
117-025 |
116-264 |
|
| R1 |
116-295 |
116-295 |
116-255 |
116-268 |
| PP |
116-240 |
116-240 |
116-240 |
116-226 |
| S1 |
116-190 |
116-190 |
116-235 |
116-162 |
| S2 |
116-135 |
116-135 |
116-226 |
|
| S3 |
116-030 |
116-085 |
116-216 |
|
| S4 |
115-245 |
115-300 |
116-187 |
|
|
| 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% |
0-176 |
0.5% |
51% |
False |
False |
1,083,375 |
| 10 |
117-135 |
115-095 |
2-040 |
1.8% |
0-184 |
0.5% |
69% |
False |
False |
1,020,030 |
| 20 |
117-150 |
114-265 |
2-205 |
2.3% |
0-186 |
0.5% |
73% |
False |
False |
953,369 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-174 |
0.5% |
67% |
False |
False |
838,347 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-170 |
0.5% |
67% |
False |
False |
562,878 |
| 80 |
117-225 |
113-180 |
4-045 |
3.5% |
0-163 |
0.4% |
77% |
False |
False |
422,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-096 |
|
2.618 |
117-245 |
|
1.618 |
117-140 |
|
1.000 |
117-075 |
|
0.618 |
117-035 |
|
HIGH |
116-290 |
|
0.618 |
116-250 |
|
0.500 |
116-238 |
|
0.382 |
116-225 |
|
LOW |
116-185 |
|
0.618 |
116-120 |
|
1.000 |
116-080 |
|
1.618 |
116-015 |
|
2.618 |
115-230 |
|
4.250 |
115-059 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-242 |
116-302 |
| PP |
116-240 |
116-283 |
| S1 |
116-238 |
116-264 |
|