ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-040 |
116-000 |
0-280 |
0.8% |
114-230 |
High |
115-280 |
116-000 |
0-040 |
0.1% |
115-280 |
Low |
115-040 |
115-150 |
0-110 |
0.3% |
114-230 |
Close |
115-230 |
115-130 |
-0-100 |
-0.3% |
115-230 |
Range |
0-240 |
0-170 |
-0-070 |
-29.2% |
1-050 |
ATR |
0-129 |
0-132 |
0-003 |
2.2% |
0-000 |
Volume |
1,221 |
1,338 |
117 |
9.6% |
3,738 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-070 |
116-270 |
115-224 |
|
R3 |
116-220 |
116-100 |
115-177 |
|
R2 |
116-050 |
116-050 |
115-161 |
|
R1 |
115-250 |
115-250 |
115-146 |
115-225 |
PP |
115-200 |
115-200 |
115-200 |
115-188 |
S1 |
115-080 |
115-080 |
115-114 |
115-055 |
S2 |
115-030 |
115-030 |
115-099 |
|
S3 |
114-180 |
114-230 |
115-083 |
|
S4 |
114-010 |
114-060 |
115-036 |
|
|
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 |
118-082 |
2.618 |
117-125 |
1.618 |
116-275 |
1.000 |
116-170 |
0.618 |
116-105 |
HIGH |
116-000 |
0.618 |
115-255 |
0.500 |
115-235 |
0.382 |
115-215 |
LOW |
115-150 |
0.618 |
115-045 |
1.000 |
114-300 |
1.618 |
114-195 |
2.618 |
114-025 |
4.250 |
113-068 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
115-235 |
115-130 |
PP |
115-200 |
115-130 |
S1 |
115-165 |
115-130 |
|