ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
117-220 |
117-020 |
-0-200 |
-0.5% |
117-060 |
| High |
117-300 |
117-145 |
-0-155 |
-0.4% |
117-135 |
| Low |
116-305 |
116-290 |
-0-015 |
0.0% |
116-100 |
| Close |
117-000 |
117-140 |
0-140 |
0.4% |
116-145 |
| Range |
0-315 |
0-175 |
-0-140 |
-44.4% |
1-035 |
| ATR |
0-211 |
0-209 |
-0-003 |
-1.2% |
0-000 |
| Volume |
1,594,625 |
1,565,336 |
-29,289 |
-1.8% |
5,090,002 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-290 |
118-230 |
117-236 |
|
| R3 |
118-115 |
118-055 |
117-188 |
|
| R2 |
117-260 |
117-260 |
117-172 |
|
| R1 |
117-200 |
117-200 |
117-156 |
117-230 |
| PP |
117-085 |
117-085 |
117-085 |
117-100 |
| S1 |
117-025 |
117-025 |
117-124 |
117-055 |
| S2 |
116-230 |
116-230 |
117-108 |
|
| S3 |
116-055 |
116-170 |
117-092 |
|
| S4 |
115-200 |
115-315 |
117-044 |
|
|
| 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% |
0-251 |
0.7% |
69% |
False |
False |
1,238,984 |
| 10 |
117-300 |
116-100 |
1-200 |
1.4% |
0-223 |
0.6% |
69% |
False |
False |
1,111,493 |
| 20 |
117-300 |
114-265 |
3-035 |
2.6% |
0-199 |
0.5% |
84% |
False |
False |
1,002,624 |
| 40 |
117-300 |
114-265 |
3-035 |
2.6% |
0-187 |
0.5% |
84% |
False |
False |
919,083 |
| 60 |
117-300 |
114-265 |
3-035 |
2.6% |
0-180 |
0.5% |
84% |
False |
False |
693,368 |
| 80 |
117-300 |
114-000 |
3-300 |
3.4% |
0-173 |
0.5% |
87% |
False |
False |
520,401 |
| 100 |
117-300 |
113-180 |
4-120 |
3.7% |
0-159 |
0.4% |
89% |
False |
False |
416,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-249 |
|
2.618 |
118-283 |
|
1.618 |
118-108 |
|
1.000 |
118-000 |
|
0.618 |
117-253 |
|
HIGH |
117-145 |
|
0.618 |
117-078 |
|
0.500 |
117-058 |
|
0.382 |
117-037 |
|
LOW |
116-290 |
|
0.618 |
116-182 |
|
1.000 |
116-115 |
|
1.618 |
116-007 |
|
2.618 |
115-152 |
|
4.250 |
114-186 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-112 |
117-122 |
| PP |
117-085 |
117-105 |
| S1 |
117-058 |
117-088 |
|