ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
119-280 |
1-040 |
0.9% |
117-260 |
| High |
121-015 |
120-215 |
-0-120 |
-0.3% |
121-015 |
| Low |
118-120 |
118-285 |
0-165 |
0.4% |
117-140 |
| Close |
119-295 |
119-220 |
-0-075 |
-0.2% |
119-220 |
| Range |
2-215 |
1-250 |
-0-285 |
-33.3% |
3-195 |
| ATR |
0-265 |
0-287 |
0-022 |
8.2% |
0-000 |
| Volume |
1,634,975 |
2,071,540 |
436,565 |
26.7% |
6,776,083 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-030 |
124-055 |
120-214 |
|
| R3 |
123-100 |
122-125 |
120-057 |
|
| R2 |
121-170 |
121-170 |
120-004 |
|
| R1 |
120-195 |
120-195 |
119-272 |
120-058 |
| PP |
119-240 |
119-240 |
119-240 |
119-171 |
| S1 |
118-265 |
118-265 |
119-168 |
118-128 |
| S2 |
117-310 |
117-310 |
119-116 |
|
| S3 |
116-060 |
117-015 |
119-063 |
|
| S4 |
114-130 |
115-085 |
118-226 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-070 |
128-180 |
121-215 |
|
| R3 |
126-195 |
124-305 |
120-218 |
|
| R2 |
123-000 |
123-000 |
120-112 |
|
| R1 |
121-110 |
121-110 |
120-006 |
122-055 |
| PP |
119-125 |
119-125 |
119-125 |
119-258 |
| S1 |
117-235 |
117-235 |
119-114 |
118-180 |
| S2 |
115-250 |
115-250 |
119-008 |
|
| S3 |
112-055 |
114-040 |
118-222 |
|
| S4 |
108-180 |
110-165 |
117-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-015 |
117-140 |
3-195 |
3.0% |
1-108 |
1.1% |
62% |
False |
False |
1,355,216 |
| 10 |
121-015 |
116-100 |
4-235 |
4.0% |
1-021 |
0.9% |
71% |
False |
False |
1,275,808 |
| 20 |
121-015 |
115-195 |
5-140 |
4.5% |
0-266 |
0.7% |
75% |
False |
False |
1,133,656 |
| 40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-222 |
0.6% |
78% |
False |
False |
1,002,484 |
| 60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-202 |
0.5% |
78% |
False |
False |
822,162 |
| 80 |
121-015 |
114-050 |
6-285 |
5.8% |
0-191 |
0.5% |
80% |
False |
False |
617,377 |
| 100 |
121-015 |
113-180 |
7-155 |
6.3% |
0-177 |
0.5% |
82% |
False |
False |
493,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-078 |
|
2.618 |
125-107 |
|
1.618 |
123-177 |
|
1.000 |
122-145 |
|
0.618 |
121-247 |
|
HIGH |
120-215 |
|
0.618 |
119-317 |
|
0.500 |
119-250 |
|
0.382 |
119-183 |
|
LOW |
118-285 |
|
0.618 |
117-253 |
|
1.000 |
117-035 |
|
1.618 |
116-003 |
|
2.618 |
114-073 |
|
4.250 |
111-102 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-250 |
119-206 |
| PP |
119-240 |
119-192 |
| S1 |
119-230 |
119-178 |
|