ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
116-145 |
0-055 |
0.1% |
115-100 |
| High |
116-220 |
116-215 |
-0-005 |
0.0% |
116-090 |
| Low |
116-075 |
116-060 |
-0-015 |
0.0% |
114-265 |
| Close |
116-185 |
116-090 |
-0-095 |
-0.3% |
115-290 |
| Range |
0-145 |
0-155 |
0-010 |
6.9% |
1-145 |
| ATR |
0-188 |
0-185 |
-0-002 |
-1.2% |
0-000 |
| Volume |
883,541 |
1,136,846 |
253,305 |
28.7% |
4,123,716 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-267 |
117-173 |
116-175 |
|
| R3 |
117-112 |
117-018 |
116-133 |
|
| R2 |
116-277 |
116-277 |
116-118 |
|
| R1 |
116-183 |
116-183 |
116-104 |
116-152 |
| PP |
116-122 |
116-122 |
116-122 |
116-106 |
| S1 |
116-028 |
116-028 |
116-076 |
115-318 |
| S2 |
115-287 |
115-287 |
116-062 |
|
| S3 |
115-132 |
115-193 |
116-047 |
|
| S4 |
114-297 |
115-038 |
116-005 |
|
|
| 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 |
115-185 |
1-035 |
1.0% |
0-174 |
0.5% |
63% |
False |
False |
990,723 |
| 10 |
116-220 |
114-265 |
1-275 |
1.6% |
0-174 |
0.5% |
78% |
False |
False |
870,611 |
| 20 |
117-175 |
114-265 |
2-230 |
2.3% |
0-178 |
0.5% |
53% |
False |
False |
890,575 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-174 |
0.5% |
51% |
False |
False |
735,554 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-165 |
0.4% |
51% |
False |
False |
491,651 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-155 |
0.4% |
66% |
False |
False |
368,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-234 |
|
2.618 |
117-301 |
|
1.618 |
117-146 |
|
1.000 |
117-050 |
|
0.618 |
116-311 |
|
HIGH |
116-215 |
|
0.618 |
116-156 |
|
0.500 |
116-138 |
|
0.382 |
116-119 |
|
LOW |
116-060 |
|
0.618 |
115-284 |
|
1.000 |
115-225 |
|
1.618 |
115-129 |
|
2.618 |
114-294 |
|
4.250 |
114-041 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-138 |
116-076 |
| PP |
116-122 |
116-062 |
| S1 |
116-106 |
116-048 |
|