ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-110 |
116-070 |
0-280 |
0.8% |
116-000 |
| High |
116-140 |
116-160 |
0-020 |
0.1% |
116-010 |
| Low |
115-110 |
115-210 |
0-100 |
0.3% |
115-010 |
| Close |
116-100 |
115-210 |
-0-210 |
-0.6% |
115-020 |
| Range |
1-030 |
0-270 |
-0-080 |
-22.9% |
1-000 |
| ATR |
0-153 |
0-162 |
0-008 |
5.4% |
0-000 |
| Volume |
2,148 |
1,560 |
-588 |
-27.4% |
8,849 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-150 |
117-290 |
116-038 |
|
| R3 |
117-200 |
117-020 |
115-284 |
|
| R2 |
116-250 |
116-250 |
115-260 |
|
| R1 |
116-070 |
116-070 |
115-235 |
116-025 |
| PP |
115-300 |
115-300 |
115-300 |
115-278 |
| S1 |
115-120 |
115-120 |
115-185 |
115-075 |
| S2 |
115-030 |
115-030 |
115-160 |
|
| S3 |
114-080 |
114-170 |
115-136 |
|
| S4 |
113-130 |
113-220 |
115-062 |
|
|
| 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 |
116-160 |
115-000 |
1-160 |
1.3% |
0-220 |
0.6% |
44% |
True |
False |
1,846 |
| 10 |
116-160 |
114-260 |
1-220 |
1.5% |
0-181 |
0.5% |
50% |
True |
False |
1,574 |
| 20 |
116-160 |
113-150 |
3-010 |
2.6% |
0-142 |
0.4% |
72% |
True |
False |
1,051 |
| 40 |
116-160 |
113-150 |
3-010 |
2.6% |
0-094 |
0.3% |
72% |
True |
False |
903 |
| 60 |
116-160 |
113-150 |
3-010 |
2.6% |
0-063 |
0.2% |
72% |
True |
False |
604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-028 |
|
2.618 |
118-227 |
|
1.618 |
117-277 |
|
1.000 |
117-110 |
|
0.618 |
117-007 |
|
HIGH |
116-160 |
|
0.618 |
116-057 |
|
0.500 |
116-025 |
|
0.382 |
115-313 |
|
LOW |
115-210 |
|
0.618 |
115-043 |
|
1.000 |
114-260 |
|
1.618 |
114-093 |
|
2.618 |
113-143 |
|
4.250 |
112-022 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-025 |
115-240 |
| PP |
115-300 |
115-230 |
| S1 |
115-255 |
115-220 |
|