ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-000 |
115-110 |
0-110 |
0.3% |
116-000 |
| High |
115-130 |
116-140 |
1-010 |
0.9% |
116-010 |
| Low |
115-000 |
115-110 |
0-110 |
0.3% |
115-010 |
| Close |
115-060 |
116-100 |
1-040 |
1.0% |
115-020 |
| Range |
0-130 |
1-030 |
0-220 |
169.2% |
1-000 |
| ATR |
0-134 |
0-153 |
0-019 |
14.1% |
0-000 |
| Volume |
952 |
2,148 |
1,196 |
125.6% |
8,849 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-100 |
118-290 |
116-292 |
|
| R3 |
118-070 |
117-260 |
116-196 |
|
| R2 |
117-040 |
117-040 |
116-164 |
|
| R1 |
116-230 |
116-230 |
116-132 |
116-295 |
| PP |
116-010 |
116-010 |
116-010 |
116-042 |
| S1 |
115-200 |
115-200 |
116-068 |
115-265 |
| S2 |
114-300 |
114-300 |
116-036 |
|
| S3 |
113-270 |
114-170 |
116-004 |
|
| S4 |
112-240 |
113-140 |
115-228 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-140 |
115-000 |
1-140 |
1.2% |
0-198 |
0.5% |
91% |
True |
False |
1,965 |
| 10 |
116-140 |
114-260 |
1-200 |
1.4% |
0-167 |
0.4% |
92% |
True |
False |
1,476 |
| 20 |
116-140 |
113-150 |
2-310 |
2.6% |
0-138 |
0.4% |
96% |
True |
False |
1,029 |
| 40 |
116-140 |
113-150 |
2-310 |
2.6% |
0-088 |
0.2% |
96% |
True |
False |
864 |
| 60 |
116-140 |
113-150 |
2-310 |
2.6% |
0-058 |
0.2% |
96% |
True |
False |
578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-028 |
|
2.618 |
119-096 |
|
1.618 |
118-066 |
|
1.000 |
117-170 |
|
0.618 |
117-036 |
|
HIGH |
116-140 |
|
0.618 |
116-006 |
|
0.500 |
115-285 |
|
0.382 |
115-244 |
|
LOW |
115-110 |
|
0.618 |
114-214 |
|
1.000 |
114-080 |
|
1.618 |
113-184 |
|
2.618 |
112-154 |
|
4.250 |
110-222 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-055 |
116-037 |
| PP |
116-010 |
115-293 |
| S1 |
115-285 |
115-230 |
|