ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-230 |
120-170 |
-0-060 |
-0.2% |
118-190 |
| High |
120-300 |
120-190 |
-0-110 |
-0.3% |
121-050 |
| Low |
119-300 |
119-090 |
-0-210 |
-0.5% |
118-080 |
| Close |
120-110 |
119-160 |
-0-270 |
-0.7% |
120-150 |
| Range |
1-000 |
1-100 |
0-100 |
31.3% |
2-290 |
| ATR |
0-289 |
0-299 |
0-009 |
3.2% |
0-000 |
| Volume |
657,677 |
983,108 |
325,431 |
49.5% |
299,265 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-233 |
122-297 |
120-071 |
|
| R3 |
122-133 |
121-197 |
119-276 |
|
| R2 |
121-033 |
121-033 |
119-237 |
|
| R1 |
120-097 |
120-097 |
119-198 |
120-015 |
| PP |
119-253 |
119-253 |
119-253 |
119-212 |
| S1 |
118-317 |
118-317 |
119-122 |
118-235 |
| S2 |
118-153 |
118-153 |
119-083 |
|
| S3 |
117-053 |
117-217 |
119-044 |
|
| S4 |
115-273 |
116-117 |
118-249 |
|
|
| 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 |
119-090 |
2-120 |
2.0% |
1-010 |
0.9% |
9% |
False |
True |
473,052 |
| 10 |
121-210 |
118-000 |
3-210 |
3.1% |
1-002 |
0.8% |
41% |
False |
False |
256,681 |
| 20 |
121-210 |
115-300 |
5-230 |
4.8% |
1-006 |
0.9% |
62% |
False |
False |
132,908 |
| 40 |
121-210 |
113-150 |
8-060 |
6.9% |
0-236 |
0.6% |
74% |
False |
False |
67,001 |
| 60 |
121-210 |
113-150 |
8-060 |
6.9% |
0-173 |
0.5% |
74% |
False |
False |
44,928 |
| 80 |
121-210 |
113-150 |
8-060 |
6.9% |
0-130 |
0.3% |
74% |
False |
False |
33,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-055 |
|
2.618 |
124-010 |
|
1.618 |
122-230 |
|
1.000 |
121-290 |
|
0.618 |
121-130 |
|
HIGH |
120-190 |
|
0.618 |
120-030 |
|
0.500 |
119-300 |
|
0.382 |
119-250 |
|
LOW |
119-090 |
|
0.618 |
118-150 |
|
1.000 |
117-310 |
|
1.618 |
117-050 |
|
2.618 |
115-270 |
|
4.250 |
113-225 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-300 |
120-150 |
| PP |
119-253 |
120-047 |
| S1 |
119-207 |
119-263 |
|