ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
121-100 |
121-020 |
-0-080 |
-0.2% |
119-205 |
| High |
122-035 |
121-195 |
-0-160 |
-0.4% |
122-035 |
| Low |
120-300 |
121-010 |
0-030 |
0.1% |
119-100 |
| Close |
121-100 |
121-055 |
-0-045 |
-0.1% |
121-100 |
| Range |
1-055 |
0-185 |
-0-190 |
-50.7% |
2-255 |
| ATR |
0-305 |
0-296 |
-0-009 |
-2.8% |
0-000 |
| Volume |
2,065,436 |
2,114,686 |
49,250 |
2.4% |
7,673,500 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-002 |
122-213 |
121-157 |
|
| R3 |
122-137 |
122-028 |
121-106 |
|
| R2 |
121-272 |
121-272 |
121-089 |
|
| R1 |
121-163 |
121-163 |
121-072 |
121-218 |
| PP |
121-087 |
121-087 |
121-087 |
121-114 |
| S1 |
120-298 |
120-298 |
121-038 |
121-032 |
| S2 |
120-222 |
120-222 |
121-021 |
|
| S3 |
120-037 |
120-113 |
121-004 |
|
| S4 |
119-172 |
119-248 |
120-273 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-097 |
128-033 |
122-272 |
|
| R3 |
126-162 |
125-098 |
122-026 |
|
| R2 |
123-227 |
123-227 |
121-264 |
|
| R1 |
122-163 |
122-163 |
121-182 |
123-035 |
| PP |
120-292 |
120-292 |
120-292 |
121-068 |
| S1 |
119-228 |
119-228 |
121-018 |
120-100 |
| S2 |
118-037 |
118-037 |
120-256 |
|
| S3 |
115-102 |
116-293 |
120-174 |
|
| S4 |
112-167 |
114-038 |
119-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-035 |
119-100 |
2-255 |
2.3% |
0-313 |
0.8% |
66% |
False |
False |
1,691,343 |
| 10 |
122-035 |
118-155 |
3-200 |
3.0% |
0-288 |
0.7% |
74% |
False |
False |
1,439,241 |
| 20 |
122-035 |
116-195 |
5-160 |
4.5% |
1-002 |
0.8% |
83% |
False |
False |
1,408,120 |
| 40 |
122-035 |
114-265 |
7-090 |
6.0% |
0-248 |
0.6% |
87% |
False |
False |
1,167,962 |
| 60 |
122-035 |
114-265 |
7-090 |
6.0% |
0-223 |
0.6% |
87% |
False |
False |
1,053,759 |
| 80 |
122-035 |
114-265 |
7-090 |
6.0% |
0-208 |
0.5% |
87% |
False |
False |
823,193 |
| 100 |
122-035 |
113-180 |
8-175 |
7.1% |
0-200 |
0.5% |
89% |
False |
False |
658,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-021 |
|
2.618 |
123-039 |
|
1.618 |
122-174 |
|
1.000 |
122-060 |
|
0.618 |
121-309 |
|
HIGH |
121-195 |
|
0.618 |
121-124 |
|
0.500 |
121-102 |
|
0.382 |
121-081 |
|
LOW |
121-010 |
|
0.618 |
120-216 |
|
1.000 |
120-145 |
|
1.618 |
120-031 |
|
2.618 |
119-166 |
|
4.250 |
118-184 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-102 |
121-048 |
| PP |
121-087 |
121-042 |
| S1 |
121-071 |
121-035 |
|