ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-180 |
120-230 |
0-050 |
0.1% |
118-190 |
| High |
121-210 |
120-300 |
-0-230 |
-0.6% |
121-050 |
| Low |
120-180 |
119-300 |
-0-200 |
-0.5% |
118-080 |
| Close |
120-290 |
120-110 |
-0-180 |
-0.5% |
120-150 |
| Range |
1-030 |
1-000 |
-0-030 |
-8.6% |
2-290 |
| ATR |
0-287 |
0-289 |
0-002 |
0.8% |
0-000 |
| Volume |
408,783 |
657,677 |
248,894 |
60.9% |
299,265 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-130 |
122-280 |
120-286 |
|
| R3 |
122-130 |
121-280 |
120-198 |
|
| R2 |
121-130 |
121-130 |
120-169 |
|
| R1 |
120-280 |
120-280 |
120-139 |
120-205 |
| PP |
120-130 |
120-130 |
120-130 |
120-092 |
| S1 |
119-280 |
119-280 |
120-081 |
119-205 |
| S2 |
119-130 |
119-130 |
120-051 |
|
| S3 |
118-130 |
118-280 |
120-022 |
|
| S4 |
117-130 |
117-280 |
119-254 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-217 |
127-153 |
122-022 |
|
| R3 |
125-247 |
124-183 |
121-086 |
|
| R2 |
122-277 |
122-277 |
121-000 |
|
| R1 |
121-213 |
121-213 |
120-235 |
122-085 |
| PP |
119-307 |
119-307 |
119-307 |
120-082 |
| S1 |
118-243 |
118-243 |
120-065 |
119-115 |
| S2 |
117-017 |
117-017 |
119-300 |
|
| S3 |
114-047 |
115-273 |
119-214 |
|
| S4 |
111-077 |
112-303 |
118-278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-210 |
119-050 |
2-160 |
2.1% |
1-014 |
0.9% |
48% |
False |
False |
297,225 |
| 10 |
121-210 |
117-140 |
4-070 |
3.5% |
0-299 |
0.8% |
69% |
False |
False |
159,669 |
| 20 |
121-210 |
115-210 |
6-000 |
5.0% |
0-310 |
0.8% |
78% |
False |
False |
83,821 |
| 40 |
121-210 |
113-150 |
8-060 |
6.8% |
0-226 |
0.6% |
84% |
False |
False |
42,436 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-166 |
0.4% |
84% |
False |
False |
28,543 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-125 |
0.3% |
84% |
False |
False |
21,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-060 |
|
2.618 |
123-178 |
|
1.618 |
122-178 |
|
1.000 |
121-300 |
|
0.618 |
121-178 |
|
HIGH |
120-300 |
|
0.618 |
120-178 |
|
0.500 |
120-140 |
|
0.382 |
120-102 |
|
LOW |
119-300 |
|
0.618 |
119-102 |
|
1.000 |
118-300 |
|
1.618 |
118-102 |
|
2.618 |
117-102 |
|
4.250 |
115-220 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-140 |
120-255 |
| PP |
120-130 |
120-207 |
| S1 |
120-120 |
120-158 |
|