ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-205 |
117-220 |
1-015 |
0.9% |
117-060 |
| High |
117-270 |
117-300 |
0-030 |
0.1% |
117-135 |
| Low |
116-195 |
116-305 |
0-110 |
0.3% |
116-100 |
| Close |
117-210 |
117-000 |
-0-210 |
-0.6% |
116-145 |
| Range |
1-075 |
0-315 |
-0-080 |
-20.3% |
1-035 |
| ATR |
0-203 |
0-211 |
0-008 |
3.9% |
0-000 |
| Volume |
758,120 |
1,594,625 |
836,505 |
110.3% |
5,090,002 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
119-195 |
117-173 |
|
| R3 |
119-085 |
118-200 |
117-087 |
|
| R2 |
118-090 |
118-090 |
117-058 |
|
| R1 |
117-205 |
117-205 |
117-029 |
117-150 |
| PP |
117-095 |
117-095 |
117-095 |
117-068 |
| S1 |
116-210 |
116-210 |
116-291 |
116-155 |
| S2 |
116-100 |
116-100 |
116-262 |
|
| S3 |
115-105 |
115-215 |
116-233 |
|
| S4 |
114-110 |
114-220 |
116-147 |
|
|
| 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 |
117-300 |
116-100 |
1-200 |
1.4% |
0-260 |
0.7% |
42% |
True |
False |
1,096,161 |
| 10 |
117-300 |
116-025 |
1-275 |
1.6% |
0-222 |
0.6% |
50% |
True |
False |
1,056,455 |
| 20 |
117-300 |
114-265 |
3-035 |
2.7% |
0-198 |
0.5% |
70% |
True |
False |
963,533 |
| 40 |
117-300 |
114-265 |
3-035 |
2.7% |
0-185 |
0.5% |
70% |
True |
False |
896,710 |
| 60 |
117-300 |
114-265 |
3-035 |
2.7% |
0-178 |
0.5% |
70% |
True |
False |
667,315 |
| 80 |
117-300 |
114-000 |
3-300 |
3.4% |
0-173 |
0.5% |
76% |
True |
False |
500,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-039 |
|
2.618 |
120-165 |
|
1.618 |
119-170 |
|
1.000 |
118-295 |
|
0.618 |
118-175 |
|
HIGH |
117-300 |
|
0.618 |
117-180 |
|
0.500 |
117-142 |
|
0.382 |
117-105 |
|
LOW |
116-305 |
|
0.618 |
116-110 |
|
1.000 |
115-310 |
|
1.618 |
115-115 |
|
2.618 |
114-120 |
|
4.250 |
112-246 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-142 |
117-040 |
| PP |
117-095 |
117-027 |
| S1 |
117-048 |
117-013 |
|