ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-100 |
115-015 |
-0-085 |
-0.2% |
115-295 |
| High |
115-135 |
115-155 |
0-020 |
0.1% |
116-120 |
| Low |
114-265 |
115-010 |
0-065 |
0.2% |
115-200 |
| Close |
115-000 |
115-070 |
0-070 |
0.2% |
116-010 |
| Range |
0-190 |
0-145 |
-0-045 |
-23.7% |
0-240 |
| ATR |
0-187 |
0-185 |
-0-002 |
-1.2% |
0-000 |
| Volume |
346,925 |
641,298 |
294,373 |
84.9% |
3,435,765 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-193 |
116-117 |
115-150 |
|
| R3 |
116-048 |
115-292 |
115-110 |
|
| R2 |
115-223 |
115-223 |
115-097 |
|
| R1 |
115-147 |
115-147 |
115-083 |
115-185 |
| PP |
115-078 |
115-078 |
115-078 |
115-098 |
| S1 |
115-002 |
115-002 |
115-057 |
115-040 |
| S2 |
114-253 |
114-253 |
115-043 |
|
| S3 |
114-108 |
114-177 |
115-030 |
|
| S4 |
113-283 |
114-032 |
114-310 |
|
|
| 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% |
0-152 |
0.4% |
25% |
False |
False |
695,900 |
| 10 |
117-150 |
114-265 |
2-205 |
2.3% |
0-187 |
0.5% |
15% |
False |
False |
886,708 |
| 20 |
117-175 |
114-265 |
2-230 |
2.4% |
0-171 |
0.5% |
14% |
False |
False |
806,876 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-166 |
0.5% |
14% |
False |
False |
588,289 |
| 60 |
117-225 |
114-050 |
3-175 |
3.1% |
0-165 |
0.4% |
30% |
False |
False |
393,030 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-152 |
0.4% |
40% |
False |
False |
294,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-131 |
|
2.618 |
116-215 |
|
1.618 |
116-070 |
|
1.000 |
115-300 |
|
0.618 |
115-245 |
|
HIGH |
115-155 |
|
0.618 |
115-100 |
|
0.500 |
115-082 |
|
0.382 |
115-065 |
|
LOW |
115-010 |
|
0.618 |
114-240 |
|
1.000 |
114-185 |
|
1.618 |
114-095 |
|
2.618 |
113-270 |
|
4.250 |
113-034 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-082 |
115-172 |
| PP |
115-078 |
115-138 |
| S1 |
115-074 |
115-104 |
|