ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-270 |
116-165 |
-0-105 |
-0.3% |
117-060 |
| High |
116-310 |
116-260 |
-0-050 |
-0.1% |
117-135 |
| Low |
116-100 |
116-100 |
0-000 |
0.0% |
116-100 |
| Close |
116-145 |
116-185 |
0-040 |
0.1% |
116-145 |
| Range |
0-210 |
0-160 |
-0-050 |
-23.8% |
1-035 |
| ATR |
0-190 |
0-188 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,195,297 |
1,081,544 |
-113,753 |
-9.5% |
5,090,002 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-022 |
117-263 |
116-273 |
|
| R3 |
117-182 |
117-103 |
116-229 |
|
| R2 |
117-022 |
117-022 |
116-214 |
|
| R1 |
116-263 |
116-263 |
116-200 |
116-302 |
| PP |
116-182 |
116-182 |
116-182 |
116-201 |
| S1 |
116-103 |
116-103 |
116-170 |
116-142 |
| S2 |
116-022 |
116-022 |
116-156 |
|
| S3 |
115-182 |
115-263 |
116-141 |
|
| S4 |
115-022 |
115-103 |
116-097 |
|
|
| 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% |
0-177 |
0.5% |
24% |
False |
True |
951,740 |
| 10 |
117-135 |
116-025 |
1-110 |
1.2% |
0-180 |
0.5% |
37% |
False |
False |
1,023,219 |
| 20 |
117-135 |
114-265 |
2-190 |
2.2% |
0-175 |
0.5% |
67% |
False |
False |
927,803 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-174 |
0.5% |
61% |
False |
False |
876,579 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-171 |
0.5% |
61% |
False |
False |
628,217 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-170 |
0.5% |
73% |
False |
False |
471,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-300 |
|
2.618 |
118-039 |
|
1.618 |
117-199 |
|
1.000 |
117-100 |
|
0.618 |
117-039 |
|
HIGH |
116-260 |
|
0.618 |
116-199 |
|
0.500 |
116-180 |
|
0.382 |
116-161 |
|
LOW |
116-100 |
|
0.618 |
116-001 |
|
1.000 |
115-260 |
|
1.618 |
115-161 |
|
2.618 |
115-001 |
|
4.250 |
114-060 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-183 |
116-278 |
| PP |
116-182 |
116-247 |
| S1 |
116-180 |
116-216 |
|