ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
117-055 |
116-270 |
-0-105 |
-0.3% |
117-060 |
| High |
117-135 |
116-310 |
-0-145 |
-0.4% |
117-135 |
| Low |
116-235 |
116-100 |
-0-135 |
-0.4% |
116-100 |
| Close |
116-265 |
116-145 |
-0-120 |
-0.3% |
116-145 |
| Range |
0-220 |
0-210 |
-0-010 |
-4.5% |
1-035 |
| ATR |
0-188 |
0-190 |
0-002 |
0.8% |
0-000 |
| Volume |
851,219 |
1,195,297 |
344,078 |
40.4% |
5,090,002 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-175 |
118-050 |
116-260 |
|
| R3 |
117-285 |
117-160 |
116-203 |
|
| R2 |
117-075 |
117-075 |
116-184 |
|
| R1 |
116-270 |
116-270 |
116-164 |
116-228 |
| PP |
116-185 |
116-185 |
116-185 |
116-164 |
| S1 |
116-060 |
116-060 |
116-126 |
116-018 |
| S2 |
115-295 |
115-295 |
116-106 |
|
| S3 |
115-085 |
115-170 |
116-087 |
|
| S4 |
114-195 |
114-280 |
116-030 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-018 |
119-117 |
117-020 |
|
| R3 |
118-303 |
118-082 |
116-243 |
|
| R2 |
117-268 |
117-268 |
116-210 |
|
| R1 |
117-047 |
117-047 |
116-178 |
116-300 |
| PP |
116-233 |
116-233 |
116-233 |
116-200 |
| S1 |
116-012 |
116-012 |
116-112 |
115-265 |
| S2 |
115-198 |
115-198 |
116-080 |
|
| S3 |
114-163 |
114-297 |
116-047 |
|
| S4 |
113-128 |
113-262 |
115-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-135 |
116-100 |
1-035 |
1.0% |
0-186 |
0.5% |
13% |
False |
True |
1,018,000 |
| 10 |
117-135 |
115-195 |
1-260 |
1.6% |
0-191 |
0.5% |
47% |
False |
False |
991,505 |
| 20 |
117-135 |
114-265 |
2-190 |
2.2% |
0-176 |
0.5% |
63% |
False |
False |
952,745 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-173 |
0.5% |
57% |
False |
False |
871,472 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-174 |
0.5% |
57% |
False |
False |
610,269 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-168 |
0.5% |
70% |
False |
False |
457,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-242 |
|
2.618 |
118-220 |
|
1.618 |
118-010 |
|
1.000 |
117-200 |
|
0.618 |
117-120 |
|
HIGH |
116-310 |
|
0.618 |
116-230 |
|
0.500 |
116-205 |
|
0.382 |
116-180 |
|
LOW |
116-100 |
|
0.618 |
115-290 |
|
1.000 |
115-210 |
|
1.618 |
115-080 |
|
2.618 |
114-190 |
|
4.250 |
113-168 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-205 |
116-278 |
| PP |
116-185 |
116-233 |
| S1 |
116-165 |
116-189 |
|