ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-190 |
118-130 |
-0-060 |
-0.2% |
118-090 |
| High |
119-050 |
119-110 |
0-060 |
0.2% |
118-310 |
| Low |
118-110 |
118-080 |
-0-030 |
-0.1% |
117-060 |
| Close |
118-170 |
119-050 |
0-200 |
0.5% |
118-230 |
| Range |
0-260 |
1-030 |
0-090 |
34.6% |
1-250 |
| ATR |
0-262 |
0-268 |
0-006 |
2.4% |
0-000 |
| Volume |
23,059 |
15,998 |
-7,061 |
-30.6% |
72,574 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-063 |
121-247 |
119-242 |
|
| R3 |
121-033 |
120-217 |
119-146 |
|
| R2 |
120-003 |
120-003 |
119-114 |
|
| R1 |
119-187 |
119-187 |
119-082 |
119-255 |
| PP |
118-293 |
118-293 |
118-293 |
119-008 |
| S1 |
118-157 |
118-157 |
119-018 |
118-225 |
| S2 |
117-263 |
117-263 |
118-306 |
|
| S3 |
116-233 |
117-127 |
118-274 |
|
| S4 |
115-203 |
116-097 |
118-178 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-203 |
122-307 |
119-224 |
|
| R3 |
121-273 |
121-057 |
119-067 |
|
| R2 |
120-023 |
120-023 |
119-014 |
|
| R1 |
119-127 |
119-127 |
118-282 |
119-235 |
| PP |
118-093 |
118-093 |
118-093 |
118-148 |
| S1 |
117-197 |
117-197 |
118-178 |
117-305 |
| S2 |
116-163 |
116-163 |
118-126 |
|
| S3 |
114-233 |
115-267 |
118-073 |
|
| S4 |
112-303 |
114-017 |
117-236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-110 |
117-140 |
1-290 |
1.6% |
0-258 |
0.7% |
90% |
True |
False |
16,814 |
| 10 |
119-300 |
116-260 |
3-040 |
2.6% |
1-042 |
0.9% |
75% |
False |
False |
14,756 |
| 20 |
119-300 |
115-000 |
4-300 |
4.1% |
0-280 |
0.7% |
84% |
False |
False |
8,420 |
| 40 |
119-300 |
113-150 |
6-150 |
5.4% |
0-198 |
0.5% |
88% |
False |
False |
4,764 |
| 60 |
119-300 |
113-150 |
6-150 |
5.4% |
0-135 |
0.4% |
88% |
False |
False |
3,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-318 |
|
2.618 |
122-066 |
|
1.618 |
121-036 |
|
1.000 |
120-140 |
|
0.618 |
120-006 |
|
HIGH |
119-110 |
|
0.618 |
118-296 |
|
0.500 |
118-255 |
|
0.382 |
118-214 |
|
LOW |
118-080 |
|
0.618 |
117-184 |
|
1.000 |
117-050 |
|
1.618 |
116-154 |
|
2.618 |
115-124 |
|
4.250 |
113-192 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-012 |
118-318 |
| PP |
118-293 |
118-267 |
| S1 |
118-255 |
118-215 |
|