ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
116-000 |
115-130 |
-0-190 |
-0.5% |
114-230 |
High |
116-000 |
115-130 |
-0-190 |
-0.5% |
115-280 |
Low |
115-150 |
115-090 |
-0-060 |
-0.2% |
114-230 |
Close |
115-130 |
115-120 |
-0-010 |
0.0% |
115-230 |
Range |
0-170 |
0-040 |
-0-130 |
-76.5% |
1-050 |
ATR |
0-132 |
0-126 |
-0-007 |
-5.0% |
0-000 |
Volume |
1,338 |
785 |
-553 |
-41.3% |
3,738 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-233 |
115-217 |
115-142 |
|
R3 |
115-193 |
115-177 |
115-131 |
|
R2 |
115-153 |
115-153 |
115-127 |
|
R1 |
115-137 |
115-137 |
115-124 |
115-125 |
PP |
115-113 |
115-113 |
115-113 |
115-108 |
S1 |
115-097 |
115-097 |
115-116 |
115-085 |
S2 |
115-073 |
115-073 |
115-113 |
|
S3 |
115-033 |
115-057 |
115-109 |
|
S4 |
114-313 |
115-017 |
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 |
115-300 |
2.618 |
115-235 |
1.618 |
115-195 |
1.000 |
115-170 |
0.618 |
115-155 |
HIGH |
115-130 |
0.618 |
115-115 |
0.500 |
115-110 |
0.382 |
115-105 |
LOW |
115-090 |
0.618 |
115-065 |
1.000 |
115-050 |
1.618 |
115-025 |
2.618 |
114-305 |
4.250 |
114-240 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
115-117 |
115-180 |
PP |
115-113 |
115-160 |
S1 |
115-110 |
115-140 |
|