ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-240 |
117-055 |
0-135 |
0.4% |
115-230 |
| High |
117-065 |
117-135 |
0-070 |
0.2% |
117-085 |
| Low |
116-195 |
116-235 |
0-040 |
0.1% |
115-195 |
| Close |
117-060 |
116-265 |
-0-115 |
-0.3% |
117-025 |
| Range |
0-190 |
0-220 |
0-030 |
15.8% |
1-210 |
| ATR |
0-186 |
0-188 |
0-002 |
1.3% |
0-000 |
| Volume |
803,719 |
851,219 |
47,500 |
5.9% |
4,825,049 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-018 |
118-202 |
117-066 |
|
| R3 |
118-118 |
117-302 |
117-006 |
|
| R2 |
117-218 |
117-218 |
116-305 |
|
| R1 |
117-082 |
117-082 |
116-285 |
117-040 |
| PP |
116-318 |
116-318 |
116-318 |
116-298 |
| S1 |
116-182 |
116-182 |
116-245 |
116-140 |
| S2 |
116-098 |
116-098 |
116-225 |
|
| S3 |
115-198 |
115-282 |
116-204 |
|
| S4 |
114-298 |
115-062 |
116-144 |
|
|
| 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 |
116-150 |
0-305 |
0.8% |
0-195 |
0.5% |
38% |
True |
False |
984,001 |
| 10 |
117-135 |
115-185 |
1-270 |
1.6% |
0-184 |
0.5% |
68% |
True |
False |
969,439 |
| 20 |
117-135 |
114-265 |
2-190 |
2.2% |
0-179 |
0.5% |
77% |
True |
False |
976,805 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-172 |
0.5% |
70% |
False |
False |
860,728 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-172 |
0.5% |
70% |
False |
False |
590,402 |
| 80 |
117-225 |
113-180 |
4-045 |
3.5% |
0-167 |
0.4% |
79% |
False |
False |
442,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-110 |
|
2.618 |
119-071 |
|
1.618 |
118-171 |
|
1.000 |
118-035 |
|
0.618 |
117-271 |
|
HIGH |
117-135 |
|
0.618 |
117-051 |
|
0.500 |
117-025 |
|
0.382 |
116-319 |
|
LOW |
116-235 |
|
0.618 |
116-099 |
|
1.000 |
116-015 |
|
1.618 |
115-199 |
|
2.618 |
114-299 |
|
4.250 |
113-260 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-025 |
117-000 |
| PP |
116-318 |
116-302 |
| S1 |
116-292 |
116-283 |
|