ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-260 |
116-240 |
-0-020 |
-0.1% |
115-230 |
| High |
116-290 |
117-065 |
0-095 |
0.3% |
117-085 |
| Low |
116-185 |
116-195 |
0-010 |
0.0% |
115-195 |
| Close |
116-245 |
117-060 |
0-135 |
0.4% |
117-025 |
| Range |
0-105 |
0-190 |
0-085 |
81.0% |
1-210 |
| ATR |
0-185 |
0-186 |
0-000 |
0.2% |
0-000 |
| Volume |
826,925 |
803,719 |
-23,206 |
-2.8% |
4,825,049 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-250 |
118-185 |
117-164 |
|
| R3 |
118-060 |
117-315 |
117-112 |
|
| R2 |
117-190 |
117-190 |
117-095 |
|
| R1 |
117-125 |
117-125 |
117-077 |
117-158 |
| PP |
117-000 |
117-000 |
117-000 |
117-016 |
| S1 |
116-255 |
116-255 |
117-043 |
116-288 |
| S2 |
116-130 |
116-130 |
117-025 |
|
| S3 |
115-260 |
116-065 |
117-008 |
|
| S4 |
115-070 |
115-195 |
116-276 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-198 |
121-002 |
117-316 |
|
| R3 |
119-308 |
119-112 |
117-171 |
|
| R2 |
118-098 |
118-098 |
117-122 |
|
| R1 |
117-222 |
117-222 |
117-074 |
118-000 |
| PP |
116-208 |
116-208 |
116-208 |
116-258 |
| S1 |
116-012 |
116-012 |
116-296 |
116-110 |
| S2 |
114-318 |
114-318 |
116-248 |
|
| S3 |
113-108 |
114-122 |
116-199 |
|
| S4 |
111-218 |
112-232 |
116-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-135 |
116-025 |
1-110 |
1.1% |
0-183 |
0.5% |
83% |
False |
False |
1,016,749 |
| 10 |
117-135 |
115-185 |
1-270 |
1.6% |
0-178 |
0.5% |
87% |
False |
False |
1,003,736 |
| 20 |
117-135 |
114-265 |
2-190 |
2.2% |
0-191 |
0.5% |
91% |
False |
False |
963,628 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-171 |
0.5% |
82% |
False |
False |
853,264 |
| 60 |
117-225 |
114-265 |
2-280 |
2.5% |
0-172 |
0.5% |
82% |
False |
False |
576,264 |
| 80 |
117-225 |
113-180 |
4-045 |
3.5% |
0-166 |
0.4% |
88% |
False |
False |
432,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-232 |
|
2.618 |
118-242 |
|
1.618 |
118-052 |
|
1.000 |
117-255 |
|
0.618 |
117-182 |
|
HIGH |
117-065 |
|
0.618 |
116-312 |
|
0.500 |
116-290 |
|
0.382 |
116-268 |
|
LOW |
116-195 |
|
0.618 |
116-078 |
|
1.000 |
116-005 |
|
1.618 |
115-208 |
|
2.618 |
115-018 |
|
4.250 |
114-028 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-030 |
117-040 |
| PP |
117-000 |
117-020 |
| S1 |
116-290 |
117-000 |
|