ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-000 |
115-040 |
0-040 |
0.1% |
114-230 |
High |
115-040 |
115-280 |
0-240 |
0.7% |
115-280 |
Low |
114-260 |
115-040 |
0-100 |
0.3% |
114-230 |
Close |
115-000 |
115-230 |
0-230 |
0.6% |
115-230 |
Range |
0-100 |
0-240 |
0-140 |
140.0% |
1-050 |
ATR |
0-118 |
0-129 |
0-012 |
9.8% |
0-000 |
Volume |
1,013 |
1,221 |
208 |
20.5% |
3,738 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-263 |
117-167 |
116-042 |
|
R3 |
117-023 |
116-247 |
115-296 |
|
R2 |
116-103 |
116-103 |
115-274 |
|
R1 |
116-007 |
116-007 |
115-252 |
116-055 |
PP |
115-183 |
115-183 |
115-183 |
115-208 |
S1 |
115-087 |
115-087 |
115-208 |
115-135 |
S2 |
114-263 |
114-263 |
115-186 |
|
S3 |
114-023 |
114-167 |
115-164 |
|
S4 |
113-103 |
113-247 |
115-098 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-290 |
118-150 |
116-114 |
|
R3 |
117-240 |
117-100 |
116-012 |
|
R2 |
116-190 |
116-190 |
115-298 |
|
R1 |
116-050 |
116-050 |
115-264 |
116-120 |
PP |
115-140 |
115-140 |
115-140 |
115-175 |
S1 |
115-000 |
115-000 |
115-196 |
115-070 |
S2 |
114-090 |
114-090 |
115-162 |
|
S3 |
113-040 |
113-270 |
115-128 |
|
S4 |
111-310 |
112-220 |
115-026 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-020 |
2.618 |
117-268 |
1.618 |
117-028 |
1.000 |
116-200 |
0.618 |
116-108 |
HIGH |
115-280 |
0.618 |
115-188 |
0.500 |
115-160 |
0.382 |
115-132 |
LOW |
115-040 |
0.618 |
114-212 |
1.000 |
114-120 |
1.618 |
113-292 |
2.618 |
113-052 |
4.250 |
111-300 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
115-207 |
115-190 |
PP |
115-183 |
115-150 |
S1 |
115-160 |
115-110 |
|