ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-090 |
115-240 |
0-150 |
0.4% |
114-230 |
High |
115-240 |
116-010 |
0-090 |
0.2% |
115-280 |
Low |
115-080 |
115-130 |
0-050 |
0.1% |
114-230 |
Close |
115-260 |
115-150 |
-0-110 |
-0.3% |
115-230 |
Range |
0-160 |
0-200 |
0-040 |
25.0% |
1-050 |
ATR |
0-128 |
0-133 |
0-005 |
4.0% |
0-000 |
Volume |
2,152 |
2,544 |
392 |
18.2% |
3,738 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-163 |
117-037 |
115-260 |
|
R3 |
116-283 |
116-157 |
115-205 |
|
R2 |
116-083 |
116-083 |
115-187 |
|
R1 |
115-277 |
115-277 |
115-168 |
115-240 |
PP |
115-203 |
115-203 |
115-203 |
115-185 |
S1 |
115-077 |
115-077 |
115-132 |
115-040 |
S2 |
115-003 |
115-003 |
115-113 |
|
S3 |
114-123 |
114-197 |
115-095 |
|
S4 |
113-243 |
113-317 |
115-040 |
|
|
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 |
118-220 |
2.618 |
117-214 |
1.618 |
117-014 |
1.000 |
116-210 |
0.618 |
116-134 |
HIGH |
116-010 |
0.618 |
115-254 |
0.500 |
115-230 |
0.382 |
115-206 |
LOW |
115-130 |
0.618 |
115-006 |
1.000 |
114-250 |
1.618 |
114-126 |
2.618 |
113-246 |
4.250 |
112-240 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
115-230 |
115-205 |
PP |
115-203 |
115-187 |
S1 |
115-177 |
115-168 |
|