ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-300 |
117-160 |
0-180 |
0.5% |
115-000 |
| High |
117-290 |
119-300 |
2-010 |
1.7% |
116-210 |
| Low |
116-260 |
117-060 |
0-120 |
0.3% |
115-000 |
| Close |
117-130 |
118-270 |
1-140 |
1.2% |
116-200 |
| Range |
1-030 |
2-240 |
1-210 |
151.4% |
1-210 |
| ATR |
0-183 |
0-232 |
0-050 |
27.3% |
0-000 |
| Volume |
11,083 |
12,038 |
955 |
8.6% |
8,678 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-290 |
125-200 |
120-114 |
|
| R3 |
124-050 |
122-280 |
119-192 |
|
| R2 |
121-130 |
121-130 |
119-111 |
|
| R1 |
120-040 |
120-040 |
119-031 |
120-245 |
| PP |
118-210 |
118-210 |
118-210 |
118-312 |
| S1 |
117-120 |
117-120 |
118-189 |
118-005 |
| S2 |
115-290 |
115-290 |
118-109 |
|
| S3 |
113-050 |
114-200 |
118-028 |
|
| S4 |
110-130 |
111-280 |
117-106 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-020 |
120-160 |
117-172 |
|
| R3 |
119-130 |
118-270 |
117-026 |
|
| R2 |
117-240 |
117-240 |
116-297 |
|
| R1 |
117-060 |
117-060 |
116-249 |
117-150 |
| PP |
116-030 |
116-030 |
116-030 |
116-075 |
| S1 |
115-170 |
115-170 |
116-151 |
115-260 |
| S2 |
114-140 |
114-140 |
116-103 |
|
| S3 |
112-250 |
113-280 |
116-054 |
|
| S4 |
111-040 |
112-070 |
115-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-300 |
115-300 |
4-000 |
3.4% |
1-046 |
1.0% |
73% |
True |
False |
6,241 |
| 10 |
119-300 |
115-000 |
4-300 |
4.2% |
0-284 |
0.7% |
78% |
True |
False |
3,926 |
| 20 |
119-300 |
114-080 |
5-220 |
4.8% |
0-205 |
0.5% |
81% |
True |
False |
2,503 |
| 40 |
119-300 |
113-150 |
6-150 |
5.4% |
0-140 |
0.4% |
83% |
True |
False |
1,684 |
| 60 |
119-300 |
113-150 |
6-150 |
5.4% |
0-095 |
0.3% |
83% |
True |
False |
1,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-200 |
|
2.618 |
127-044 |
|
1.618 |
124-124 |
|
1.000 |
122-220 |
|
0.618 |
121-204 |
|
HIGH |
119-300 |
|
0.618 |
118-284 |
|
0.500 |
118-180 |
|
0.382 |
118-076 |
|
LOW |
117-060 |
|
0.618 |
115-156 |
|
1.000 |
114-140 |
|
1.618 |
112-236 |
|
2.618 |
109-316 |
|
4.250 |
105-160 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-240 |
118-193 |
| PP |
118-210 |
118-117 |
| S1 |
118-180 |
118-040 |
|