ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
117-135 |
117-260 |
0-125 |
0.3% |
116-165 |
High |
117-310 |
117-260 |
-0-050 |
-0.1% |
117-310 |
Low |
117-085 |
117-140 |
0-055 |
0.1% |
116-100 |
Close |
117-290 |
117-155 |
-0-135 |
-0.4% |
117-290 |
Range |
0-225 |
0-120 |
-0-105 |
-46.7% |
1-210 |
ATR |
0-210 |
0-205 |
-0-004 |
-2.0% |
0-000 |
Volume |
982,373 |
1,132,647 |
150,274 |
15.3% |
5,981,998 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-225 |
118-150 |
117-221 |
|
R3 |
118-105 |
118-030 |
117-188 |
|
R2 |
117-305 |
117-305 |
117-177 |
|
R1 |
117-230 |
117-230 |
117-166 |
117-208 |
PP |
117-185 |
117-185 |
117-185 |
117-174 |
S1 |
117-110 |
117-110 |
117-144 |
117-088 |
S2 |
117-065 |
117-065 |
117-133 |
|
S3 |
116-265 |
116-310 |
117-122 |
|
S4 |
116-145 |
116-190 |
117-089 |
|
|
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 |
116-195 |
1-115 |
1.2% |
0-246 |
0.7% |
64% |
False |
False |
1,206,620 |
10 |
117-310 |
116-100 |
1-210 |
1.4% |
0-212 |
0.6% |
71% |
False |
False |
1,079,180 |
20 |
117-310 |
115-010 |
2-300 |
2.5% |
0-200 |
0.5% |
84% |
False |
False |
1,040,324 |
40 |
117-310 |
114-265 |
3-045 |
2.7% |
0-184 |
0.5% |
85% |
False |
False |
931,631 |
60 |
117-310 |
114-265 |
3-045 |
2.7% |
0-176 |
0.5% |
85% |
False |
False |
728,484 |
80 |
117-310 |
114-040 |
3-270 |
3.3% |
0-174 |
0.5% |
87% |
False |
False |
546,838 |
100 |
117-310 |
113-180 |
4-130 |
3.8% |
0-161 |
0.4% |
89% |
False |
False |
437,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-130 |
2.618 |
118-254 |
1.618 |
118-134 |
1.000 |
118-060 |
0.618 |
118-014 |
HIGH |
117-260 |
0.618 |
117-214 |
0.500 |
117-200 |
0.382 |
117-186 |
LOW |
117-140 |
0.618 |
117-066 |
1.000 |
117-020 |
1.618 |
116-266 |
2.618 |
116-146 |
4.250 |
115-270 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
117-200 |
117-150 |
PP |
117-185 |
117-145 |
S1 |
117-170 |
117-140 |
|