ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-130 |
119-140 |
1-010 |
0.9% |
118-090 |
| High |
119-110 |
119-210 |
0-100 |
0.3% |
118-310 |
| Low |
118-080 |
119-000 |
0-240 |
0.6% |
117-060 |
| Close |
119-050 |
119-080 |
0-030 |
0.1% |
118-230 |
| Range |
1-030 |
0-210 |
-0-140 |
-40.0% |
1-250 |
| ATR |
0-268 |
0-264 |
-0-004 |
-1.6% |
0-000 |
| Volume |
15,998 |
33,280 |
17,282 |
108.0% |
72,574 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-087 |
120-293 |
119-196 |
|
| R3 |
120-197 |
120-083 |
119-138 |
|
| R2 |
119-307 |
119-307 |
119-118 |
|
| R1 |
119-193 |
119-193 |
119-099 |
119-145 |
| PP |
119-097 |
119-097 |
119-097 |
119-072 |
| S1 |
118-303 |
118-303 |
119-061 |
118-255 |
| S2 |
118-207 |
118-207 |
119-042 |
|
| S3 |
117-317 |
118-093 |
119-022 |
|
| S4 |
117-107 |
117-203 |
118-284 |
|
|
| 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 |
119-210 |
117-140 |
2-070 |
1.9% |
0-264 |
0.7% |
82% |
True |
False |
22,113 |
| 10 |
119-300 |
117-060 |
2-240 |
2.3% |
1-028 |
0.9% |
75% |
False |
False |
16,976 |
| 20 |
119-300 |
115-000 |
4-300 |
4.1% |
0-282 |
0.7% |
86% |
False |
False |
9,976 |
| 40 |
119-300 |
113-150 |
6-150 |
5.4% |
0-198 |
0.5% |
89% |
False |
False |
5,596 |
| 60 |
119-300 |
113-150 |
6-150 |
5.4% |
0-139 |
0.4% |
89% |
False |
False |
3,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-142 |
|
2.618 |
121-120 |
|
1.618 |
120-230 |
|
1.000 |
120-100 |
|
0.618 |
120-020 |
|
HIGH |
119-210 |
|
0.618 |
119-130 |
|
0.500 |
119-105 |
|
0.382 |
119-080 |
|
LOW |
119-000 |
|
0.618 |
118-190 |
|
1.000 |
118-110 |
|
1.618 |
117-300 |
|
2.618 |
117-090 |
|
4.250 |
116-068 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-105 |
119-048 |
| PP |
119-097 |
119-017 |
| S1 |
119-088 |
118-305 |
|