ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
117-020 |
117-135 |
0-115 |
0.3% |
116-165 |
High |
117-145 |
117-310 |
0-165 |
0.4% |
117-310 |
Low |
116-290 |
117-085 |
0-115 |
0.3% |
116-100 |
Close |
117-140 |
117-290 |
0-150 |
0.4% |
117-290 |
Range |
0-175 |
0-225 |
0-050 |
28.6% |
1-210 |
ATR |
0-209 |
0-210 |
0-001 |
0.6% |
0-000 |
Volume |
1,565,336 |
982,373 |
-582,963 |
-37.2% |
5,981,998 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-263 |
119-182 |
118-094 |
|
R3 |
119-038 |
118-277 |
118-032 |
|
R2 |
118-133 |
118-133 |
118-011 |
|
R1 |
118-052 |
118-052 |
117-311 |
118-092 |
PP |
117-228 |
117-228 |
117-228 |
117-249 |
S1 |
117-147 |
117-147 |
117-269 |
117-188 |
S2 |
117-003 |
117-003 |
117-249 |
|
S3 |
116-098 |
116-242 |
117-228 |
|
S4 |
115-193 |
116-017 |
117-166 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-117 |
121-253 |
118-262 |
|
R3 |
120-227 |
120-043 |
118-116 |
|
R2 |
119-017 |
119-017 |
118-067 |
|
R1 |
118-153 |
118-153 |
118-019 |
118-245 |
PP |
117-127 |
117-127 |
117-127 |
117-172 |
S1 |
116-263 |
116-263 |
117-241 |
117-035 |
S2 |
115-237 |
115-237 |
117-193 |
|
S3 |
114-027 |
115-053 |
117-144 |
|
S4 |
112-137 |
113-163 |
116-318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-310 |
116-100 |
1-210 |
1.4% |
0-254 |
0.7% |
96% |
True |
False |
1,196,399 |
10 |
117-310 |
116-100 |
1-210 |
1.4% |
0-220 |
0.6% |
96% |
True |
False |
1,107,200 |
20 |
117-310 |
114-265 |
3-045 |
2.7% |
0-203 |
0.5% |
98% |
True |
False |
1,001,038 |
40 |
117-310 |
114-265 |
3-045 |
2.7% |
0-188 |
0.5% |
98% |
True |
False |
925,426 |
60 |
117-310 |
114-265 |
3-045 |
2.7% |
0-179 |
0.5% |
98% |
True |
False |
709,664 |
80 |
117-310 |
114-000 |
3-310 |
3.4% |
0-175 |
0.5% |
98% |
True |
False |
532,680 |
100 |
117-310 |
113-180 |
4-130 |
3.7% |
0-162 |
0.4% |
99% |
True |
False |
426,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-306 |
2.618 |
119-259 |
1.618 |
119-034 |
1.000 |
118-215 |
0.618 |
118-129 |
HIGH |
117-310 |
0.618 |
117-224 |
0.500 |
117-198 |
0.382 |
117-171 |
LOW |
117-085 |
0.618 |
116-266 |
1.000 |
116-180 |
1.618 |
116-041 |
2.618 |
115-136 |
4.250 |
114-089 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
117-259 |
117-240 |
PP |
117-228 |
117-190 |
S1 |
117-198 |
117-140 |
|