ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
117-210 |
118-200 |
0-310 |
0.8% |
116-110 |
High |
117-210 |
119-000 |
1-110 |
1.1% |
117-090 |
Low |
117-210 |
118-190 |
0-300 |
0.8% |
116-070 |
Close |
117-260 |
118-180 |
0-240 |
0.6% |
117-090 |
Range |
0-000 |
0-130 |
0-130 |
|
1-020 |
ATR |
0-158 |
0-174 |
0-016 |
10.0% |
0-000 |
Volume |
17 |
2 |
-15 |
-88.2% |
65 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-300 |
119-210 |
118-252 |
|
R3 |
119-170 |
119-080 |
118-216 |
|
R2 |
119-040 |
119-040 |
118-204 |
|
R1 |
118-270 |
118-270 |
118-192 |
118-250 |
PP |
118-230 |
118-230 |
118-230 |
118-220 |
S1 |
118-140 |
118-140 |
118-168 |
118-120 |
S2 |
118-100 |
118-100 |
118-156 |
|
S3 |
117-290 |
118-010 |
118-144 |
|
S4 |
117-160 |
117-200 |
118-108 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-037 |
119-243 |
117-277 |
|
R3 |
119-017 |
118-223 |
117-184 |
|
R2 |
117-317 |
117-317 |
117-152 |
|
R1 |
117-203 |
117-203 |
117-121 |
117-260 |
PP |
116-297 |
116-297 |
116-297 |
117-005 |
S1 |
116-183 |
116-183 |
117-059 |
116-240 |
S2 |
115-277 |
115-277 |
117-028 |
|
S3 |
114-257 |
115-163 |
116-316 |
|
S4 |
113-237 |
114-143 |
116-223 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-232 |
2.618 |
120-020 |
1.618 |
119-210 |
1.000 |
119-130 |
0.618 |
119-080 |
HIGH |
119-000 |
0.618 |
118-270 |
0.500 |
118-255 |
0.382 |
118-240 |
LOW |
118-190 |
0.618 |
118-110 |
1.000 |
118-060 |
1.618 |
117-300 |
2.618 |
117-170 |
4.250 |
116-278 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
118-255 |
118-155 |
PP |
118-230 |
118-130 |
S1 |
118-205 |
118-105 |
|