ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-145 |
116-075 |
-0-070 |
-0.2% |
115-100 |
| High |
116-215 |
116-185 |
-0-030 |
-0.1% |
116-090 |
| Low |
116-060 |
116-025 |
-0-035 |
-0.1% |
114-265 |
| Close |
116-090 |
116-125 |
0-035 |
0.1% |
115-290 |
| Range |
0-155 |
0-160 |
0-005 |
3.2% |
1-145 |
| ATR |
0-185 |
0-184 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,136,846 |
1,014,959 |
-121,887 |
-10.7% |
4,123,716 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-272 |
117-198 |
116-213 |
|
| R3 |
117-112 |
117-038 |
116-169 |
|
| R2 |
116-272 |
116-272 |
116-154 |
|
| R1 |
116-198 |
116-198 |
116-140 |
116-235 |
| PP |
116-112 |
116-112 |
116-112 |
116-130 |
| S1 |
116-038 |
116-038 |
116-110 |
116-075 |
| S2 |
115-272 |
115-272 |
116-096 |
|
| S3 |
115-112 |
115-198 |
116-081 |
|
| S4 |
114-272 |
115-038 |
116-037 |
|
|
| 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% |
0-172 |
0.5% |
73% |
False |
False |
954,876 |
| 10 |
116-220 |
114-265 |
1-275 |
1.6% |
0-175 |
0.5% |
84% |
False |
False |
893,756 |
| 20 |
117-175 |
114-265 |
2-230 |
2.3% |
0-182 |
0.5% |
57% |
False |
False |
900,016 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-173 |
0.5% |
54% |
False |
False |
760,473 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-166 |
0.4% |
54% |
False |
False |
508,557 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-157 |
0.4% |
68% |
False |
False |
381,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-225 |
|
2.618 |
117-284 |
|
1.618 |
117-124 |
|
1.000 |
117-025 |
|
0.618 |
116-284 |
|
HIGH |
116-185 |
|
0.618 |
116-124 |
|
0.500 |
116-105 |
|
0.382 |
116-086 |
|
LOW |
116-025 |
|
0.618 |
115-246 |
|
1.000 |
115-185 |
|
1.618 |
115-086 |
|
2.618 |
114-246 |
|
4.250 |
113-305 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-118 |
116-124 |
| PP |
116-112 |
116-123 |
| S1 |
116-105 |
116-122 |
|