ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-060 |
118-240 |
0-180 |
0.5% |
116-165 |
| High |
119-045 |
121-015 |
1-290 |
1.6% |
117-310 |
| Low |
118-020 |
118-120 |
0-100 |
0.3% |
116-100 |
| Close |
118-215 |
119-295 |
1-080 |
1.1% |
117-290 |
| Range |
1-025 |
2-215 |
1-190 |
147.8% |
1-210 |
| ATR |
0-219 |
0-265 |
0-045 |
20.7% |
0-000 |
| Volume |
1,323,655 |
1,634,975 |
311,320 |
23.5% |
5,981,998 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-255 |
126-170 |
121-125 |
|
| R3 |
125-040 |
123-275 |
120-210 |
|
| R2 |
122-145 |
122-145 |
120-132 |
|
| R1 |
121-060 |
121-060 |
120-053 |
121-262 |
| PP |
119-250 |
119-250 |
119-250 |
120-031 |
| S1 |
118-165 |
118-165 |
119-217 |
119-048 |
| S2 |
117-035 |
117-035 |
119-138 |
|
| S3 |
114-140 |
115-270 |
119-060 |
|
| S4 |
111-245 |
113-055 |
118-145 |
|
|
| 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 |
121-015 |
117-085 |
3-250 |
3.2% |
1-039 |
0.9% |
70% |
True |
False |
1,137,383 |
| 10 |
121-015 |
116-100 |
4-235 |
3.9% |
0-305 |
0.8% |
76% |
True |
False |
1,188,183 |
| 20 |
121-015 |
115-185 |
5-150 |
4.6% |
0-244 |
0.6% |
79% |
True |
False |
1,078,811 |
| 40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-211 |
0.6% |
82% |
True |
False |
968,499 |
| 60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-194 |
0.5% |
82% |
True |
False |
787,737 |
| 80 |
121-015 |
114-050 |
6-285 |
5.7% |
0-186 |
0.5% |
84% |
True |
False |
591,484 |
| 100 |
121-015 |
113-180 |
7-155 |
6.2% |
0-172 |
0.4% |
85% |
True |
False |
473,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-129 |
|
2.618 |
128-013 |
|
1.618 |
125-118 |
|
1.000 |
123-230 |
|
0.618 |
122-223 |
|
HIGH |
121-015 |
|
0.618 |
120-008 |
|
0.500 |
119-228 |
|
0.382 |
119-127 |
|
LOW |
118-120 |
|
0.618 |
116-232 |
|
1.000 |
115-225 |
|
1.618 |
114-017 |
|
2.618 |
111-122 |
|
4.250 |
107-006 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-272 |
119-228 |
| PP |
119-250 |
119-160 |
| S1 |
119-228 |
119-092 |
|