ECBOT 10 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
119-205 |
119-140 |
-0-065 |
-0.2% |
119-100 |
High |
120-085 |
120-130 |
0-045 |
0.1% |
120-010 |
Low |
119-120 |
119-100 |
-0-020 |
-0.1% |
118-120 |
Close |
119-185 |
120-065 |
0-200 |
0.5% |
119-245 |
Range |
0-285 |
1-030 |
0-065 |
22.8% |
1-210 |
ATR |
0-290 |
0-294 |
0-004 |
1.5% |
0-000 |
Volume |
1,331,469 |
1,216,411 |
-115,058 |
-8.6% |
6,697,692 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-082 |
122-263 |
120-258 |
|
R3 |
122-052 |
121-233 |
120-161 |
|
R2 |
121-022 |
121-022 |
120-129 |
|
R1 |
120-203 |
120-203 |
120-097 |
120-272 |
PP |
119-312 |
119-312 |
119-312 |
120-026 |
S1 |
119-173 |
119-173 |
120-033 |
119-242 |
S2 |
118-282 |
118-282 |
120-001 |
|
S3 |
117-252 |
118-143 |
119-289 |
|
S4 |
116-222 |
117-113 |
119-192 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-115 |
123-230 |
120-216 |
|
R3 |
122-225 |
122-020 |
120-071 |
|
R2 |
121-015 |
121-015 |
120-022 |
|
R1 |
120-130 |
120-130 |
119-294 |
120-232 |
PP |
119-125 |
119-125 |
119-125 |
119-176 |
S1 |
118-240 |
118-240 |
119-196 |
119-022 |
S2 |
117-235 |
117-235 |
119-148 |
|
S3 |
116-025 |
117-030 |
119-099 |
|
S4 |
114-135 |
115-140 |
118-274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-130 |
118-155 |
1-295 |
1.6% |
0-279 |
0.7% |
89% |
True |
False |
1,162,478 |
10 |
121-015 |
118-020 |
2-315 |
2.5% |
1-054 |
1.0% |
72% |
False |
False |
1,427,574 |
20 |
121-015 |
116-100 |
4-235 |
3.9% |
0-300 |
0.8% |
82% |
False |
False |
1,242,694 |
40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-243 |
0.6% |
86% |
False |
False |
1,098,032 |
60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-216 |
0.6% |
86% |
False |
False |
973,129 |
80 |
121-015 |
114-265 |
6-070 |
5.2% |
0-202 |
0.5% |
86% |
False |
False |
732,832 |
100 |
121-015 |
113-180 |
7-155 |
6.2% |
0-191 |
0.5% |
89% |
False |
False |
586,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-018 |
2.618 |
123-086 |
1.618 |
122-056 |
1.000 |
121-160 |
0.618 |
121-026 |
HIGH |
120-130 |
0.618 |
119-316 |
0.500 |
119-275 |
0.382 |
119-234 |
LOW |
119-100 |
0.618 |
118-204 |
1.000 |
118-070 |
1.618 |
117-174 |
2.618 |
116-144 |
4.250 |
114-212 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
120-028 |
120-012 |
PP |
119-312 |
119-278 |
S1 |
119-275 |
119-225 |
|