ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
119-100 |
118-290 |
-0-130 |
-0.3% |
117-260 |
| High |
119-100 |
119-180 |
0-080 |
0.2% |
121-015 |
| Low |
118-120 |
118-225 |
0-105 |
0.3% |
117-140 |
| Close |
118-300 |
119-005 |
0-025 |
0.1% |
119-220 |
| Range |
0-300 |
0-275 |
-0-025 |
-8.3% |
3-195 |
| ATR |
0-296 |
0-295 |
-0-002 |
-0.5% |
0-000 |
| Volume |
2,093,465 |
1,339,715 |
-753,750 |
-36.0% |
6,776,083 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-215 |
121-065 |
119-156 |
|
| R3 |
120-260 |
120-110 |
119-081 |
|
| R2 |
119-305 |
119-305 |
119-055 |
|
| R1 |
119-155 |
119-155 |
119-030 |
119-230 |
| PP |
119-030 |
119-030 |
119-030 |
119-068 |
| S1 |
118-200 |
118-200 |
118-300 |
118-275 |
| S2 |
118-075 |
118-075 |
118-275 |
|
| S3 |
117-120 |
117-245 |
118-249 |
|
| S4 |
116-165 |
116-290 |
118-174 |
|
|
| 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 |
118-020 |
2-315 |
2.5% |
1-149 |
1.2% |
32% |
False |
False |
1,692,670 |
| 10 |
121-015 |
116-290 |
4-045 |
3.5% |
1-023 |
0.9% |
51% |
False |
False |
1,435,159 |
| 20 |
121-015 |
116-025 |
4-310 |
4.2% |
0-274 |
0.7% |
59% |
False |
False |
1,222,918 |
| 40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-228 |
0.6% |
67% |
False |
False |
1,043,390 |
| 60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-208 |
0.5% |
67% |
False |
False |
879,177 |
| 80 |
121-015 |
114-265 |
6-070 |
5.2% |
0-192 |
0.5% |
67% |
False |
False |
660,267 |
| 100 |
121-015 |
113-180 |
7-155 |
6.3% |
0-178 |
0.5% |
73% |
False |
False |
528,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-069 |
|
2.618 |
121-260 |
|
1.618 |
120-305 |
|
1.000 |
120-135 |
|
0.618 |
120-030 |
|
HIGH |
119-180 |
|
0.618 |
119-075 |
|
0.500 |
119-042 |
|
0.382 |
119-010 |
|
LOW |
118-225 |
|
0.618 |
118-055 |
|
1.000 |
117-270 |
|
1.618 |
117-100 |
|
2.618 |
116-145 |
|
4.250 |
115-016 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-042 |
119-168 |
| PP |
119-030 |
119-113 |
| S1 |
119-018 |
119-059 |
|