ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-290 |
119-045 |
0-075 |
0.2% |
117-260 |
| High |
119-180 |
119-130 |
-0-050 |
-0.1% |
121-015 |
| Low |
118-225 |
118-220 |
-0-005 |
0.0% |
117-140 |
| Close |
119-005 |
118-255 |
-0-070 |
-0.2% |
119-220 |
| Range |
0-275 |
0-230 |
-0-045 |
-16.4% |
3-195 |
| ATR |
0-295 |
0-290 |
-0-005 |
-1.6% |
0-000 |
| Volume |
1,339,715 |
1,145,042 |
-194,673 |
-14.5% |
6,776,083 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-038 |
120-217 |
119-062 |
|
| R3 |
120-128 |
119-307 |
118-318 |
|
| R2 |
119-218 |
119-218 |
118-297 |
|
| R1 |
119-077 |
119-077 |
118-276 |
119-032 |
| PP |
118-308 |
118-308 |
118-308 |
118-286 |
| S1 |
118-167 |
118-167 |
118-234 |
118-122 |
| S2 |
118-078 |
118-078 |
118-213 |
|
| S3 |
117-168 |
117-257 |
118-192 |
|
| S4 |
116-258 |
117-027 |
118-128 |
|
|
| 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 |
118-120 |
2-215 |
2.2% |
1-126 |
1.2% |
16% |
False |
False |
1,656,947 |
| 10 |
121-015 |
116-290 |
4-045 |
3.5% |
1-014 |
0.9% |
46% |
False |
False |
1,390,201 |
| 20 |
121-015 |
116-025 |
4-310 |
4.2% |
0-278 |
0.7% |
55% |
False |
False |
1,223,328 |
| 40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-228 |
0.6% |
64% |
False |
False |
1,056,952 |
| 60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-209 |
0.5% |
64% |
False |
False |
898,145 |
| 80 |
121-015 |
114-265 |
6-070 |
5.2% |
0-193 |
0.5% |
64% |
False |
False |
674,570 |
| 100 |
121-015 |
113-180 |
7-155 |
6.3% |
0-180 |
0.5% |
70% |
False |
False |
539,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-148 |
|
2.618 |
121-092 |
|
1.618 |
120-182 |
|
1.000 |
120-040 |
|
0.618 |
119-272 |
|
HIGH |
119-130 |
|
0.618 |
119-042 |
|
0.500 |
119-015 |
|
0.382 |
118-308 |
|
LOW |
118-220 |
|
0.618 |
118-078 |
|
1.000 |
117-310 |
|
1.618 |
117-168 |
|
2.618 |
116-258 |
|
4.250 |
115-202 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-015 |
118-310 |
| PP |
118-308 |
118-292 |
| S1 |
118-282 |
118-273 |
|