ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
119-040 |
0-120 |
0.3% |
119-100 |
| High |
119-035 |
120-010 |
0-295 |
0.8% |
120-010 |
| Low |
118-155 |
119-000 |
0-165 |
0.4% |
118-120 |
| Close |
118-275 |
119-245 |
0-290 |
0.8% |
119-245 |
| Range |
0-200 |
1-010 |
0-130 |
65.0% |
1-210 |
| ATR |
0-284 |
0-290 |
0-007 |
2.3% |
0-000 |
| Volume |
1,009,049 |
1,110,421 |
101,372 |
10.0% |
6,697,692 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-222 |
122-083 |
120-106 |
|
| R3 |
121-212 |
121-073 |
120-016 |
|
| R2 |
120-202 |
120-202 |
119-306 |
|
| R1 |
120-063 |
120-063 |
119-275 |
120-132 |
| PP |
119-192 |
119-192 |
119-192 |
119-226 |
| S1 |
119-053 |
119-053 |
119-215 |
119-122 |
| S2 |
118-182 |
118-182 |
119-184 |
|
| S3 |
117-172 |
118-043 |
119-154 |
|
| S4 |
116-162 |
117-033 |
119-064 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-115 |
123-230 |
120-216 |
|
| R3 |
122-225 |
122-020 |
120-071 |
|
| R2 |
121-015 |
121-015 |
120-022 |
|
| R1 |
120-130 |
120-130 |
119-294 |
120-232 |
| PP |
119-125 |
119-125 |
119-125 |
119-176 |
| S1 |
118-240 |
118-240 |
119-196 |
119-022 |
| S2 |
117-235 |
117-235 |
119-148 |
|
| S3 |
116-025 |
117-030 |
119-099 |
|
| S4 |
114-135 |
115-140 |
118-274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-010 |
118-120 |
1-210 |
1.4% |
0-267 |
0.7% |
84% |
True |
False |
1,339,538 |
| 10 |
121-015 |
117-140 |
3-195 |
3.0% |
1-028 |
0.9% |
65% |
False |
False |
1,347,377 |
| 20 |
121-015 |
116-100 |
4-235 |
4.0% |
0-284 |
0.7% |
73% |
False |
False |
1,227,288 |
| 40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-235 |
0.6% |
79% |
False |
False |
1,073,175 |
| 60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-210 |
0.5% |
79% |
False |
False |
932,671 |
| 80 |
121-015 |
114-265 |
6-070 |
5.2% |
0-196 |
0.5% |
79% |
False |
False |
701,053 |
| 100 |
121-015 |
113-180 |
7-155 |
6.2% |
0-185 |
0.5% |
83% |
False |
False |
560,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-132 |
|
2.618 |
122-234 |
|
1.618 |
121-224 |
|
1.000 |
121-020 |
|
0.618 |
120-214 |
|
HIGH |
120-010 |
|
0.618 |
119-204 |
|
0.500 |
119-165 |
|
0.382 |
119-126 |
|
LOW |
119-000 |
|
0.618 |
118-116 |
|
1.000 |
117-310 |
|
1.618 |
117-106 |
|
2.618 |
116-096 |
|
4.250 |
114-198 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-218 |
119-191 |
| PP |
119-192 |
119-137 |
| S1 |
119-165 |
119-082 |
|