ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-165 |
116-205 |
0-040 |
0.1% |
117-060 |
| High |
116-260 |
117-270 |
1-010 |
0.9% |
117-135 |
| Low |
116-100 |
116-195 |
0-095 |
0.3% |
116-100 |
| Close |
116-185 |
117-210 |
1-025 |
0.9% |
116-145 |
| Range |
0-160 |
1-075 |
0-235 |
146.9% |
1-035 |
| ATR |
0-188 |
0-203 |
0-016 |
8.3% |
0-000 |
| Volume |
1,081,544 |
758,120 |
-323,424 |
-29.9% |
5,090,002 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-023 |
120-192 |
118-107 |
|
| R3 |
119-268 |
119-117 |
117-319 |
|
| R2 |
118-193 |
118-193 |
117-282 |
|
| R1 |
118-042 |
118-042 |
117-246 |
118-118 |
| PP |
117-118 |
117-118 |
117-118 |
117-156 |
| S1 |
116-287 |
116-287 |
117-174 |
117-042 |
| S2 |
116-043 |
116-043 |
117-138 |
|
| S3 |
114-288 |
115-212 |
117-101 |
|
| S4 |
113-213 |
114-137 |
116-313 |
|
|
| 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 |
117-270 |
116-100 |
1-170 |
1.3% |
0-235 |
0.6% |
88% |
True |
False |
937,979 |
| 10 |
117-270 |
116-025 |
1-245 |
1.5% |
0-206 |
0.5% |
89% |
True |
False |
1,010,677 |
| 20 |
117-270 |
114-265 |
3-005 |
2.6% |
0-189 |
0.5% |
94% |
True |
False |
918,485 |
| 40 |
117-270 |
114-265 |
3-005 |
2.6% |
0-181 |
0.5% |
94% |
True |
False |
873,565 |
| 60 |
117-270 |
114-265 |
3-005 |
2.6% |
0-175 |
0.5% |
94% |
True |
False |
640,759 |
| 80 |
117-270 |
113-210 |
4-060 |
3.6% |
0-171 |
0.5% |
96% |
True |
False |
480,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-029 |
|
2.618 |
121-024 |
|
1.618 |
119-269 |
|
1.000 |
119-025 |
|
0.618 |
118-194 |
|
HIGH |
117-270 |
|
0.618 |
117-119 |
|
0.500 |
117-072 |
|
0.382 |
117-026 |
|
LOW |
116-195 |
|
0.618 |
115-271 |
|
1.000 |
115-120 |
|
1.618 |
114-196 |
|
2.618 |
113-121 |
|
4.250 |
111-116 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-164 |
117-148 |
| PP |
117-118 |
117-087 |
| S1 |
117-072 |
117-025 |
|