ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-160 |
118-240 |
1-080 |
1.1% |
116-190 |
| High |
119-300 |
119-160 |
-0-140 |
-0.4% |
119-300 |
| Low |
117-060 |
117-310 |
0-250 |
0.7% |
116-050 |
| Close |
118-270 |
118-180 |
-0-090 |
-0.2% |
118-180 |
| Range |
2-240 |
1-170 |
-1-070 |
-44.3% |
3-250 |
| ATR |
0-232 |
0-251 |
0-018 |
7.9% |
0-000 |
| Volume |
12,038 |
12,816 |
778 |
6.5% |
41,376 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-087 |
122-143 |
119-130 |
|
| R3 |
121-237 |
120-293 |
118-315 |
|
| R2 |
120-067 |
120-067 |
118-270 |
|
| R1 |
119-123 |
119-123 |
118-225 |
119-010 |
| PP |
118-217 |
118-217 |
118-217 |
118-160 |
| S1 |
117-273 |
117-273 |
118-135 |
117-160 |
| S2 |
117-047 |
117-047 |
118-090 |
|
| S3 |
115-197 |
116-103 |
118-045 |
|
| S4 |
114-027 |
114-253 |
117-230 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-180 |
127-270 |
120-206 |
|
| R3 |
125-250 |
124-020 |
119-193 |
|
| R2 |
122-000 |
122-000 |
119-082 |
|
| R1 |
120-090 |
120-090 |
118-291 |
121-045 |
| PP |
118-070 |
118-070 |
118-070 |
118-208 |
| S1 |
116-160 |
116-160 |
118-069 |
117-115 |
| S2 |
114-140 |
114-140 |
117-278 |
|
| S3 |
110-210 |
112-230 |
117-167 |
|
| S4 |
106-280 |
108-300 |
116-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-300 |
116-050 |
3-250 |
3.2% |
1-098 |
1.1% |
64% |
False |
False |
8,275 |
| 10 |
119-300 |
115-000 |
4-300 |
4.2% |
0-318 |
0.8% |
72% |
False |
False |
5,005 |
| 20 |
119-300 |
114-230 |
5-070 |
4.4% |
0-226 |
0.6% |
74% |
False |
False |
3,132 |
| 40 |
119-300 |
113-150 |
6-150 |
5.5% |
0-153 |
0.4% |
79% |
False |
False |
2,004 |
| 60 |
119-300 |
113-150 |
6-150 |
5.5% |
0-104 |
0.3% |
79% |
False |
False |
1,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-002 |
|
2.618 |
123-163 |
|
1.618 |
121-313 |
|
1.000 |
121-010 |
|
0.618 |
120-143 |
|
HIGH |
119-160 |
|
0.618 |
118-293 |
|
0.500 |
118-235 |
|
0.382 |
118-177 |
|
LOW |
117-310 |
|
0.618 |
117-007 |
|
1.000 |
116-140 |
|
1.618 |
115-157 |
|
2.618 |
113-307 |
|
4.250 |
111-148 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-235 |
118-160 |
| PP |
118-217 |
118-140 |
| S1 |
118-198 |
118-120 |
|