ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
119-140 |
120-125 |
0-305 |
0.8% |
119-100 |
| High |
120-130 |
120-220 |
0-090 |
0.2% |
120-010 |
| Low |
119-100 |
120-010 |
0-230 |
0.6% |
118-120 |
| Close |
120-065 |
120-080 |
0-015 |
0.0% |
119-245 |
| Range |
1-030 |
0-210 |
-0-140 |
-40.0% |
1-210 |
| ATR |
0-294 |
0-288 |
-0-006 |
-2.0% |
0-000 |
| Volume |
1,216,411 |
1,441,663 |
225,252 |
18.5% |
6,697,692 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-093 |
121-297 |
120-196 |
|
| R3 |
121-203 |
121-087 |
120-138 |
|
| R2 |
120-313 |
120-313 |
120-118 |
|
| R1 |
120-197 |
120-197 |
120-099 |
120-150 |
| PP |
120-103 |
120-103 |
120-103 |
120-080 |
| S1 |
119-307 |
119-307 |
120-061 |
119-260 |
| S2 |
119-213 |
119-213 |
120-042 |
|
| S3 |
119-003 |
119-097 |
120-022 |
|
| S4 |
118-113 |
118-207 |
119-284 |
|
|
| 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 |
120-220 |
118-155 |
2-065 |
1.8% |
0-275 |
0.7% |
80% |
True |
False |
1,221,802 |
| 10 |
121-015 |
118-120 |
2-215 |
2.2% |
1-040 |
0.9% |
70% |
False |
False |
1,439,375 |
| 20 |
121-015 |
116-100 |
4-235 |
3.9% |
0-301 |
0.8% |
83% |
False |
False |
1,274,591 |
| 40 |
121-015 |
114-265 |
6-070 |
5.2% |
0-246 |
0.6% |
87% |
False |
False |
1,119,109 |
| 60 |
121-015 |
114-265 |
6-070 |
5.2% |
0-214 |
0.6% |
87% |
False |
False |
993,706 |
| 80 |
121-015 |
114-265 |
6-070 |
5.2% |
0-204 |
0.5% |
87% |
False |
False |
750,845 |
| 100 |
121-015 |
113-180 |
7-155 |
6.2% |
0-193 |
0.5% |
89% |
False |
False |
600,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-152 |
|
2.618 |
122-130 |
|
1.618 |
121-240 |
|
1.000 |
121-110 |
|
0.618 |
121-030 |
|
HIGH |
120-220 |
|
0.618 |
120-140 |
|
0.500 |
120-115 |
|
0.382 |
120-090 |
|
LOW |
120-010 |
|
0.618 |
119-200 |
|
1.000 |
119-120 |
|
1.618 |
118-310 |
|
2.618 |
118-100 |
|
4.250 |
117-078 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-115 |
120-053 |
| PP |
120-103 |
120-027 |
| S1 |
120-092 |
120-000 |
|