ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-060 |
115-100 |
-0-280 |
-0.8% |
115-295 |
| High |
116-080 |
115-135 |
-0-265 |
-0.7% |
116-120 |
| Low |
115-260 |
114-265 |
-0-315 |
-0.8% |
115-200 |
| Close |
116-010 |
115-000 |
-1-010 |
-0.9% |
116-010 |
| Range |
0-140 |
0-190 |
0-050 |
35.7% |
0-240 |
| ATR |
0-172 |
0-187 |
0-015 |
8.9% |
0-000 |
| Volume |
1,014,099 |
346,925 |
-667,174 |
-65.8% |
3,435,765 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-277 |
116-168 |
115-104 |
|
| R3 |
116-087 |
115-298 |
115-052 |
|
| R2 |
115-217 |
115-217 |
115-035 |
|
| R1 |
115-108 |
115-108 |
115-017 |
115-068 |
| PP |
115-027 |
115-027 |
115-027 |
115-006 |
| S1 |
114-238 |
114-238 |
114-303 |
114-198 |
| S2 |
114-157 |
114-157 |
114-285 |
|
| S3 |
113-287 |
114-048 |
114-268 |
|
| S4 |
113-097 |
113-178 |
114-216 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-083 |
117-287 |
116-142 |
|
| R3 |
117-163 |
117-047 |
116-076 |
|
| R2 |
116-243 |
116-243 |
116-054 |
|
| R1 |
116-127 |
116-127 |
116-032 |
116-185 |
| PP |
116-003 |
116-003 |
116-003 |
116-032 |
| S1 |
115-207 |
115-207 |
115-308 |
115-265 |
| S2 |
115-083 |
115-083 |
115-286 |
|
| S3 |
114-163 |
114-287 |
115-264 |
|
| S4 |
113-243 |
114-047 |
115-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-120 |
114-265 |
1-175 |
1.3% |
0-148 |
0.4% |
11% |
False |
True |
756,538 |
| 10 |
117-150 |
114-265 |
2-205 |
2.3% |
0-188 |
0.5% |
7% |
False |
True |
895,793 |
| 20 |
117-175 |
114-265 |
2-230 |
2.4% |
0-169 |
0.5% |
6% |
False |
True |
822,937 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-164 |
0.4% |
6% |
False |
True |
572,564 |
| 60 |
117-225 |
114-040 |
3-185 |
3.1% |
0-166 |
0.5% |
24% |
False |
False |
382,343 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-151 |
0.4% |
35% |
False |
False |
286,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-302 |
|
2.618 |
116-312 |
|
1.618 |
116-122 |
|
1.000 |
116-005 |
|
0.618 |
115-252 |
|
HIGH |
115-135 |
|
0.618 |
115-062 |
|
0.500 |
115-040 |
|
0.382 |
115-018 |
|
LOW |
114-265 |
|
0.618 |
114-148 |
|
1.000 |
114-075 |
|
1.618 |
113-278 |
|
2.618 |
113-088 |
|
4.250 |
112-098 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-040 |
115-192 |
| PP |
115-027 |
115-128 |
| S1 |
115-013 |
115-064 |
|