ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-195 |
118-060 |
0-185 |
0.5% |
116-165 |
| High |
118-100 |
119-045 |
0-265 |
0.7% |
117-310 |
| Low |
117-170 |
118-020 |
0-170 |
0.5% |
116-100 |
| Close |
118-045 |
118-215 |
0-170 |
0.4% |
117-290 |
| Range |
0-250 |
1-025 |
0-095 |
38.0% |
1-210 |
| ATR |
0-210 |
0-219 |
0-010 |
4.6% |
0-000 |
| Volume |
613,266 |
1,323,655 |
710,389 |
115.8% |
5,981,998 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-275 |
121-110 |
119-085 |
|
| R3 |
120-250 |
120-085 |
118-310 |
|
| R2 |
119-225 |
119-225 |
118-278 |
|
| R1 |
119-060 |
119-060 |
118-247 |
119-142 |
| PP |
118-200 |
118-200 |
118-200 |
118-241 |
| S1 |
118-035 |
118-035 |
118-183 |
118-118 |
| S2 |
117-175 |
117-175 |
118-152 |
|
| S3 |
116-150 |
117-010 |
118-120 |
|
| S4 |
115-125 |
115-305 |
118-025 |
|
|
| 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 |
119-045 |
116-290 |
2-075 |
1.9% |
0-223 |
0.6% |
79% |
True |
False |
1,123,455 |
| 10 |
119-045 |
116-100 |
2-265 |
2.4% |
0-242 |
0.6% |
83% |
True |
False |
1,109,808 |
| 20 |
119-045 |
115-185 |
3-180 |
3.0% |
0-210 |
0.6% |
87% |
True |
False |
1,056,772 |
| 40 |
119-045 |
114-265 |
4-100 |
3.6% |
0-193 |
0.5% |
89% |
True |
False |
943,959 |
| 60 |
119-045 |
114-265 |
4-100 |
3.6% |
0-183 |
0.5% |
89% |
True |
False |
760,531 |
| 80 |
119-045 |
114-050 |
4-315 |
4.2% |
0-177 |
0.5% |
91% |
True |
False |
571,048 |
| 100 |
119-045 |
113-180 |
5-185 |
4.7% |
0-166 |
0.4% |
92% |
True |
False |
456,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-231 |
|
2.618 |
121-308 |
|
1.618 |
120-283 |
|
1.000 |
120-070 |
|
0.618 |
119-258 |
|
HIGH |
119-045 |
|
0.618 |
118-233 |
|
0.500 |
118-192 |
|
0.382 |
118-152 |
|
LOW |
118-020 |
|
0.618 |
117-127 |
|
1.000 |
116-315 |
|
1.618 |
116-102 |
|
2.618 |
115-077 |
|
4.250 |
113-154 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-208 |
118-174 |
| PP |
118-200 |
118-133 |
| S1 |
118-192 |
118-092 |
|