ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-170 |
119-120 |
-1-050 |
-1.0% |
120-060 |
| High |
120-190 |
119-310 |
-0-200 |
-0.5% |
121-210 |
| Low |
119-090 |
119-120 |
0-030 |
0.1% |
119-090 |
| Close |
119-160 |
119-280 |
0-120 |
0.3% |
119-280 |
| Range |
1-100 |
0-190 |
-0-230 |
-54.8% |
2-120 |
| ATR |
0-299 |
0-291 |
-0-008 |
-2.6% |
0-000 |
| Volume |
983,108 |
1,083,165 |
100,057 |
10.2% |
3,325,473 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-167 |
121-093 |
120-064 |
|
| R3 |
120-297 |
120-223 |
120-012 |
|
| R2 |
120-107 |
120-107 |
119-315 |
|
| R1 |
120-033 |
120-033 |
119-297 |
120-070 |
| PP |
119-237 |
119-237 |
119-237 |
119-255 |
| S1 |
119-163 |
119-163 |
119-263 |
119-200 |
| S2 |
119-047 |
119-047 |
119-245 |
|
| S3 |
118-177 |
118-293 |
119-228 |
|
| S4 |
117-307 |
118-103 |
119-176 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-127 |
126-003 |
121-058 |
|
| R3 |
125-007 |
123-203 |
120-169 |
|
| R2 |
122-207 |
122-207 |
120-099 |
|
| R1 |
121-083 |
121-083 |
120-030 |
120-245 |
| PP |
120-087 |
120-087 |
120-087 |
120-008 |
| S1 |
118-283 |
118-283 |
119-210 |
118-125 |
| S2 |
117-287 |
117-287 |
119-141 |
|
| S3 |
115-167 |
116-163 |
119-071 |
|
| S4 |
113-047 |
114-043 |
118-182 |
|
|
| 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% |
0-294 |
0.8% |
25% |
False |
False |
665,094 |
| 10 |
121-210 |
118-080 |
3-130 |
2.8% |
0-310 |
0.8% |
48% |
False |
False |
362,473 |
| 20 |
121-210 |
116-050 |
5-160 |
4.6% |
1-004 |
0.8% |
68% |
False |
False |
186,934 |
| 40 |
121-210 |
113-150 |
8-060 |
6.8% |
0-237 |
0.6% |
78% |
False |
False |
94,065 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-176 |
0.5% |
78% |
False |
False |
62,980 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-132 |
0.3% |
78% |
False |
False |
47,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-158 |
|
2.618 |
121-167 |
|
1.618 |
120-297 |
|
1.000 |
120-180 |
|
0.618 |
120-107 |
|
HIGH |
119-310 |
|
0.618 |
119-237 |
|
0.500 |
119-215 |
|
0.382 |
119-193 |
|
LOW |
119-120 |
|
0.618 |
119-003 |
|
1.000 |
118-250 |
|
1.618 |
118-133 |
|
2.618 |
117-263 |
|
4.250 |
116-272 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-258 |
120-035 |
| PP |
119-237 |
120-010 |
| S1 |
119-215 |
119-305 |
|