ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
117-300 |
-0-110 |
-0.3% |
116-190 |
| High |
118-090 |
118-120 |
0-030 |
0.1% |
119-300 |
| Low |
117-060 |
117-180 |
0-120 |
0.3% |
116-050 |
| Close |
117-250 |
117-280 |
0-030 |
0.1% |
118-180 |
| Range |
1-030 |
0-260 |
-0-090 |
-25.7% |
3-250 |
| ATR |
0-264 |
0-264 |
0-000 |
-0.1% |
0-000 |
| Volume |
18,434 |
9,126 |
-9,308 |
-50.5% |
41,376 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-120 |
119-300 |
118-103 |
|
| R3 |
119-180 |
119-040 |
118-032 |
|
| R2 |
118-240 |
118-240 |
118-008 |
|
| R1 |
118-100 |
118-100 |
117-304 |
118-040 |
| PP |
117-300 |
117-300 |
117-300 |
117-270 |
| S1 |
117-160 |
117-160 |
117-256 |
117-100 |
| S2 |
117-040 |
117-040 |
117-232 |
|
| S3 |
116-100 |
116-220 |
117-208 |
|
| S4 |
115-160 |
115-280 |
117-137 |
|
|
| 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 |
116-260 |
3-040 |
2.7% |
1-146 |
1.2% |
34% |
False |
False |
12,699 |
| 10 |
119-300 |
115-210 |
4-090 |
3.6% |
1-011 |
0.9% |
52% |
False |
False |
7,451 |
| 20 |
119-300 |
114-260 |
5-040 |
4.3% |
0-249 |
0.7% |
60% |
False |
False |
4,463 |
| 40 |
119-300 |
113-150 |
6-150 |
5.5% |
0-168 |
0.4% |
68% |
False |
False |
2,684 |
| 60 |
119-300 |
113-150 |
6-150 |
5.5% |
0-114 |
0.3% |
68% |
False |
False |
1,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-265 |
|
2.618 |
120-161 |
|
1.618 |
119-221 |
|
1.000 |
119-060 |
|
0.618 |
118-281 |
|
HIGH |
118-120 |
|
0.618 |
118-021 |
|
0.500 |
117-310 |
|
0.382 |
117-279 |
|
LOW |
117-180 |
|
0.618 |
117-019 |
|
1.000 |
116-240 |
|
1.618 |
116-079 |
|
2.618 |
115-139 |
|
4.250 |
114-035 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-310 |
118-110 |
| PP |
117-300 |
118-060 |
| S1 |
117-290 |
118-010 |
|