ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-260 |
117-195 |
-0-065 |
-0.2% |
116-165 |
| High |
117-260 |
118-100 |
0-160 |
0.4% |
117-310 |
| Low |
117-140 |
117-170 |
0-030 |
0.1% |
116-100 |
| Close |
117-155 |
118-045 |
0-210 |
0.6% |
117-290 |
| Range |
0-120 |
0-250 |
0-130 |
108.3% |
1-210 |
| ATR |
0-205 |
0-210 |
0-004 |
2.1% |
0-000 |
| Volume |
1,132,647 |
613,266 |
-519,381 |
-45.9% |
5,981,998 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-108 |
120-007 |
118-182 |
|
| R3 |
119-178 |
119-077 |
118-114 |
|
| R2 |
118-248 |
118-248 |
118-091 |
|
| R1 |
118-147 |
118-147 |
118-068 |
118-198 |
| PP |
117-318 |
117-318 |
117-318 |
118-024 |
| S1 |
117-217 |
117-217 |
118-022 |
117-268 |
| S2 |
117-068 |
117-068 |
117-319 |
|
| S3 |
116-138 |
116-287 |
117-296 |
|
| S4 |
115-208 |
116-037 |
117-228 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-117 |
121-253 |
118-262 |
|
| R3 |
120-227 |
120-043 |
118-116 |
|
| R2 |
119-017 |
119-017 |
118-067 |
|
| R1 |
118-153 |
118-153 |
118-019 |
118-245 |
| PP |
117-127 |
117-127 |
117-127 |
117-172 |
| S1 |
116-263 |
116-263 |
117-241 |
117-035 |
| S2 |
115-237 |
115-237 |
117-193 |
|
| S3 |
114-027 |
115-053 |
117-144 |
|
| S4 |
112-137 |
113-163 |
116-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-100 |
116-290 |
1-130 |
1.2% |
0-217 |
0.6% |
88% |
True |
False |
1,177,649 |
| 10 |
118-100 |
116-100 |
2-000 |
1.7% |
0-226 |
0.6% |
91% |
True |
False |
1,057,814 |
| 20 |
118-100 |
115-095 |
3-005 |
2.6% |
0-205 |
0.5% |
94% |
True |
False |
1,038,922 |
| 40 |
118-100 |
114-265 |
3-155 |
2.9% |
0-188 |
0.5% |
95% |
True |
False |
922,899 |
| 60 |
118-100 |
114-265 |
3-155 |
2.9% |
0-179 |
0.5% |
95% |
True |
False |
738,500 |
| 80 |
118-100 |
114-050 |
4-050 |
3.5% |
0-175 |
0.5% |
96% |
True |
False |
554,503 |
| 100 |
118-100 |
113-180 |
4-240 |
4.0% |
0-163 |
0.4% |
96% |
True |
False |
443,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-202 |
|
2.618 |
120-114 |
|
1.618 |
119-184 |
|
1.000 |
119-030 |
|
0.618 |
118-254 |
|
HIGH |
118-100 |
|
0.618 |
118-004 |
|
0.500 |
117-295 |
|
0.382 |
117-266 |
|
LOW |
117-170 |
|
0.618 |
117-016 |
|
1.000 |
116-240 |
|
1.618 |
116-086 |
|
2.618 |
115-156 |
|
4.250 |
114-068 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-022 |
118-008 |
| PP |
117-318 |
117-290 |
| S1 |
117-295 |
117-252 |
|