ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
119-040 |
119-205 |
0-165 |
0.4% |
119-100 |
| High |
120-010 |
120-085 |
0-075 |
0.2% |
120-010 |
| Low |
119-000 |
119-120 |
0-120 |
0.3% |
118-120 |
| Close |
119-245 |
119-185 |
-0-060 |
-0.2% |
119-245 |
| Range |
1-010 |
0-285 |
-0-045 |
-13.6% |
1-210 |
| ATR |
0-290 |
0-290 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,110,421 |
1,331,469 |
221,048 |
19.9% |
6,697,692 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-132 |
121-283 |
120-022 |
|
| R3 |
121-167 |
120-318 |
119-263 |
|
| R2 |
120-202 |
120-202 |
119-237 |
|
| R1 |
120-033 |
120-033 |
119-211 |
119-295 |
| PP |
119-237 |
119-237 |
119-237 |
119-208 |
| S1 |
119-068 |
119-068 |
119-159 |
119-010 |
| S2 |
118-272 |
118-272 |
119-133 |
|
| S3 |
117-307 |
118-103 |
119-107 |
|
| S4 |
117-022 |
117-138 |
119-028 |
|
|
| 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 |
120-085 |
118-155 |
1-250 |
1.5% |
0-264 |
0.7% |
61% |
True |
False |
1,187,139 |
| 10 |
121-015 |
117-170 |
3-165 |
2.9% |
1-044 |
1.0% |
58% |
False |
False |
1,367,259 |
| 20 |
121-015 |
116-100 |
4-235 |
4.0% |
0-288 |
0.8% |
69% |
False |
False |
1,223,220 |
| 40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-238 |
0.6% |
76% |
False |
False |
1,085,925 |
| 60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-212 |
0.6% |
76% |
False |
False |
953,968 |
| 80 |
121-015 |
114-265 |
6-070 |
5.2% |
0-199 |
0.5% |
76% |
False |
False |
717,647 |
| 100 |
121-015 |
113-180 |
7-155 |
6.3% |
0-188 |
0.5% |
80% |
False |
False |
574,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-016 |
|
2.618 |
122-191 |
|
1.618 |
121-226 |
|
1.000 |
121-050 |
|
0.618 |
120-261 |
|
HIGH |
120-085 |
|
0.618 |
119-296 |
|
0.500 |
119-262 |
|
0.382 |
119-229 |
|
LOW |
119-120 |
|
0.618 |
118-264 |
|
1.000 |
118-155 |
|
1.618 |
117-299 |
|
2.618 |
117-014 |
|
4.250 |
115-189 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-262 |
119-163 |
| PP |
119-237 |
119-142 |
| S1 |
119-211 |
119-120 |
|