ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-160 |
115-000 |
-0-160 |
-0.4% |
116-000 |
High |
115-160 |
115-130 |
-0-030 |
-0.1% |
116-010 |
Low |
115-010 |
115-000 |
-0-010 |
0.0% |
115-010 |
Close |
115-020 |
115-060 |
0-040 |
0.1% |
115-020 |
Range |
0-150 |
0-130 |
-0-020 |
-13.3% |
1-000 |
ATR |
0-135 |
0-134 |
0-000 |
-0.2% |
0-000 |
Volume |
2,030 |
952 |
-1,078 |
-53.1% |
8,849 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-133 |
116-067 |
115-132 |
|
R3 |
116-003 |
115-257 |
115-096 |
|
R2 |
115-193 |
115-193 |
115-084 |
|
R1 |
115-127 |
115-127 |
115-072 |
115-160 |
PP |
115-063 |
115-063 |
115-063 |
115-080 |
S1 |
114-317 |
114-317 |
115-048 |
115-030 |
S2 |
114-253 |
114-253 |
115-036 |
|
S3 |
114-123 |
114-187 |
115-024 |
|
S4 |
113-313 |
114-057 |
114-308 |
|
|
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 |
117-042 |
2.618 |
116-150 |
1.618 |
116-020 |
1.000 |
115-260 |
0.618 |
115-210 |
HIGH |
115-130 |
0.618 |
115-080 |
0.500 |
115-065 |
0.382 |
115-050 |
LOW |
115-000 |
0.618 |
114-240 |
1.000 |
114-190 |
1.618 |
114-110 |
2.618 |
113-300 |
4.250 |
113-088 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
115-065 |
115-165 |
PP |
115-063 |
115-130 |
S1 |
115-062 |
115-095 |
|