ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-230 |
116-090 |
0-180 |
0.5% |
115-100 |
| High |
116-140 |
116-220 |
0-080 |
0.2% |
116-090 |
| Low |
115-195 |
116-075 |
0-200 |
0.5% |
114-265 |
| Close |
116-080 |
116-185 |
0-105 |
0.3% |
115-290 |
| Range |
0-265 |
0-145 |
-0-120 |
-45.3% |
1-145 |
| ATR |
0-191 |
0-188 |
-0-003 |
-1.7% |
0-000 |
| Volume |
764,399 |
883,541 |
119,142 |
15.6% |
4,123,716 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-275 |
117-215 |
116-265 |
|
| R3 |
117-130 |
117-070 |
116-225 |
|
| R2 |
116-305 |
116-305 |
116-212 |
|
| R1 |
116-245 |
116-245 |
116-198 |
116-275 |
| PP |
116-160 |
116-160 |
116-160 |
116-175 |
| S1 |
116-100 |
116-100 |
116-172 |
116-130 |
| S2 |
116-015 |
116-015 |
116-158 |
|
| S3 |
115-190 |
115-275 |
116-145 |
|
| S4 |
115-045 |
115-130 |
116-105 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-010 |
119-135 |
116-226 |
|
| R3 |
118-185 |
117-310 |
116-098 |
|
| R2 |
117-040 |
117-040 |
116-055 |
|
| R1 |
116-165 |
116-165 |
116-013 |
116-262 |
| PP |
115-215 |
115-215 |
115-215 |
115-264 |
| S1 |
115-020 |
115-020 |
115-247 |
115-118 |
| S2 |
114-070 |
114-070 |
115-205 |
|
| S3 |
112-245 |
113-195 |
115-162 |
|
| S4 |
111-100 |
112-050 |
115-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-220 |
115-095 |
1-125 |
1.2% |
0-192 |
0.5% |
92% |
True |
False |
956,686 |
| 10 |
116-220 |
114-265 |
1-275 |
1.6% |
0-172 |
0.5% |
94% |
True |
False |
826,293 |
| 20 |
117-175 |
114-265 |
2-230 |
2.3% |
0-182 |
0.5% |
64% |
False |
False |
863,861 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-175 |
0.5% |
61% |
False |
False |
707,307 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-165 |
0.4% |
61% |
False |
False |
472,717 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-154 |
0.4% |
73% |
False |
False |
354,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-196 |
|
2.618 |
117-280 |
|
1.618 |
117-135 |
|
1.000 |
117-045 |
|
0.618 |
116-310 |
|
HIGH |
116-220 |
|
0.618 |
116-165 |
|
0.500 |
116-148 |
|
0.382 |
116-130 |
|
LOW |
116-075 |
|
0.618 |
115-305 |
|
1.000 |
115-250 |
|
1.618 |
115-160 |
|
2.618 |
115-015 |
|
4.250 |
114-099 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-172 |
116-138 |
| PP |
116-160 |
116-090 |
| S1 |
116-148 |
116-042 |
|