ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
119-045 |
118-240 |
-0-125 |
-0.3% |
117-260 |
| High |
119-130 |
119-035 |
-0-095 |
-0.2% |
121-015 |
| Low |
118-220 |
118-155 |
-0-065 |
-0.2% |
117-140 |
| Close |
118-255 |
118-275 |
0-020 |
0.1% |
119-220 |
| Range |
0-230 |
0-200 |
-0-030 |
-13.0% |
3-195 |
| ATR |
0-290 |
0-284 |
-0-006 |
-2.2% |
0-000 |
| Volume |
1,145,042 |
1,009,049 |
-135,993 |
-11.9% |
6,776,083 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-222 |
120-128 |
119-065 |
|
| R3 |
120-022 |
119-248 |
119-010 |
|
| R2 |
119-142 |
119-142 |
118-312 |
|
| R1 |
119-048 |
119-048 |
118-293 |
119-095 |
| PP |
118-262 |
118-262 |
118-262 |
118-285 |
| S1 |
118-168 |
118-168 |
118-257 |
118-215 |
| S2 |
118-062 |
118-062 |
118-238 |
|
| S3 |
117-182 |
117-288 |
118-220 |
|
| S4 |
116-302 |
117-088 |
118-165 |
|
|
| 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 |
120-215 |
118-120 |
2-095 |
1.9% |
0-315 |
0.8% |
21% |
False |
False |
1,531,762 |
| 10 |
121-015 |
117-085 |
3-250 |
3.2% |
1-017 |
0.9% |
42% |
False |
False |
1,334,572 |
| 20 |
121-015 |
116-100 |
4-235 |
4.0% |
0-280 |
0.7% |
54% |
False |
False |
1,223,032 |
| 40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-231 |
0.6% |
65% |
False |
False |
1,061,524 |
| 60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-209 |
0.5% |
65% |
False |
False |
914,659 |
| 80 |
121-015 |
114-265 |
6-070 |
5.2% |
0-194 |
0.5% |
65% |
False |
False |
687,176 |
| 100 |
121-015 |
113-180 |
7-155 |
6.3% |
0-182 |
0.5% |
71% |
False |
False |
549,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-245 |
|
2.618 |
120-239 |
|
1.618 |
120-039 |
|
1.000 |
119-235 |
|
0.618 |
119-159 |
|
HIGH |
119-035 |
|
0.618 |
118-279 |
|
0.500 |
118-255 |
|
0.382 |
118-231 |
|
LOW |
118-155 |
|
0.618 |
118-031 |
|
1.000 |
117-275 |
|
1.618 |
117-151 |
|
2.618 |
116-271 |
|
4.250 |
115-265 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-268 |
119-008 |
| PP |
118-262 |
118-310 |
| S1 |
118-255 |
118-292 |
|