ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
119-280 |
119-100 |
-0-180 |
-0.5% |
117-260 |
| High |
120-215 |
119-100 |
-1-115 |
-1.1% |
121-015 |
| Low |
118-285 |
118-120 |
-0-165 |
-0.4% |
117-140 |
| Close |
119-220 |
118-300 |
-0-240 |
-0.6% |
119-220 |
| Range |
1-250 |
0-300 |
-0-270 |
-47.4% |
3-195 |
| ATR |
0-287 |
0-296 |
0-010 |
3.3% |
0-000 |
| Volume |
2,071,540 |
2,093,465 |
21,925 |
1.1% |
6,776,083 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-220 |
121-080 |
119-145 |
|
| R3 |
120-240 |
120-100 |
119-062 |
|
| R2 |
119-260 |
119-260 |
119-035 |
|
| R1 |
119-120 |
119-120 |
119-008 |
119-040 |
| PP |
118-280 |
118-280 |
118-280 |
118-240 |
| S1 |
118-140 |
118-140 |
118-272 |
118-060 |
| S2 |
117-300 |
117-300 |
118-245 |
|
| S3 |
117-000 |
117-160 |
118-218 |
|
| S4 |
116-020 |
116-180 |
118-135 |
|
|
| 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 |
117-170 |
3-165 |
3.0% |
1-144 |
1.2% |
40% |
False |
False |
1,547,380 |
| 10 |
121-015 |
116-195 |
4-140 |
3.7% |
1-035 |
0.9% |
52% |
False |
False |
1,377,000 |
| 20 |
121-015 |
116-025 |
4-310 |
4.2% |
0-268 |
0.7% |
58% |
False |
False |
1,200,109 |
| 40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-224 |
0.6% |
66% |
False |
False |
1,035,724 |
| 60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-204 |
0.5% |
66% |
False |
False |
856,965 |
| 80 |
121-015 |
114-265 |
6-070 |
5.2% |
0-191 |
0.5% |
66% |
False |
False |
643,538 |
| 100 |
121-015 |
113-180 |
7-155 |
6.3% |
0-177 |
0.5% |
72% |
False |
False |
514,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-095 |
|
2.618 |
121-245 |
|
1.618 |
120-265 |
|
1.000 |
120-080 |
|
0.618 |
119-285 |
|
HIGH |
119-100 |
|
0.618 |
118-305 |
|
0.500 |
118-270 |
|
0.382 |
118-235 |
|
LOW |
118-120 |
|
0.618 |
117-255 |
|
1.000 |
117-140 |
|
1.618 |
116-275 |
|
2.618 |
115-295 |
|
4.250 |
114-125 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-290 |
119-228 |
| PP |
118-280 |
119-145 |
| S1 |
118-270 |
119-062 |
|