ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-240 |
115-160 |
-0-080 |
-0.2% |
116-000 |
High |
116-010 |
115-160 |
-0-170 |
-0.5% |
116-010 |
Low |
115-130 |
115-010 |
-0-120 |
-0.3% |
115-010 |
Close |
115-150 |
115-020 |
-0-130 |
-0.4% |
115-020 |
Range |
0-200 |
0-150 |
-0-050 |
-25.0% |
1-000 |
ATR |
0-133 |
0-135 |
0-001 |
0.9% |
0-000 |
Volume |
2,544 |
2,030 |
-514 |
-20.2% |
8,849 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-193 |
116-097 |
115-102 |
|
R3 |
116-043 |
115-267 |
115-061 |
|
R2 |
115-213 |
115-213 |
115-048 |
|
R1 |
115-117 |
115-117 |
115-034 |
115-090 |
PP |
115-063 |
115-063 |
115-063 |
115-050 |
S1 |
114-287 |
114-287 |
115-006 |
114-260 |
S2 |
114-233 |
114-233 |
114-312 |
|
S3 |
114-083 |
114-137 |
114-299 |
|
S4 |
113-253 |
113-307 |
114-258 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-120 |
117-230 |
115-196 |
|
R3 |
117-120 |
116-230 |
115-108 |
|
R2 |
116-120 |
116-120 |
115-079 |
|
R1 |
115-230 |
115-230 |
115-049 |
115-175 |
PP |
115-120 |
115-120 |
115-120 |
115-092 |
S1 |
114-230 |
114-230 |
114-311 |
114-175 |
S2 |
114-120 |
114-120 |
114-281 |
|
S3 |
113-120 |
113-230 |
114-252 |
|
S4 |
112-120 |
112-230 |
114-164 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-158 |
2.618 |
116-233 |
1.618 |
116-083 |
1.000 |
115-310 |
0.618 |
115-253 |
HIGH |
115-160 |
0.618 |
115-103 |
0.500 |
115-085 |
0.382 |
115-067 |
LOW |
115-010 |
0.618 |
114-237 |
1.000 |
114-180 |
1.618 |
114-087 |
2.618 |
113-257 |
4.250 |
113-012 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
115-085 |
115-170 |
PP |
115-063 |
115-120 |
S1 |
115-042 |
115-070 |
|