ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-125 |
120-035 |
-0-090 |
-0.2% |
119-100 |
| High |
120-220 |
121-160 |
0-260 |
0.7% |
120-010 |
| Low |
120-010 |
120-035 |
0-025 |
0.1% |
118-120 |
| Close |
120-080 |
120-305 |
0-225 |
0.6% |
119-245 |
| Range |
0-210 |
1-125 |
0-235 |
111.9% |
1-210 |
| ATR |
0-288 |
0-299 |
0-011 |
3.9% |
0-000 |
| Volume |
1,441,663 |
1,618,521 |
176,858 |
12.3% |
6,697,692 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-008 |
124-122 |
121-230 |
|
| R3 |
123-203 |
122-317 |
121-107 |
|
| R2 |
122-078 |
122-078 |
121-067 |
|
| R1 |
121-192 |
121-192 |
121-026 |
121-295 |
| PP |
120-273 |
120-273 |
120-273 |
121-005 |
| S1 |
120-067 |
120-067 |
120-264 |
120-170 |
| S2 |
119-148 |
119-148 |
120-223 |
|
| S3 |
118-023 |
118-262 |
120-183 |
|
| S4 |
116-218 |
117-137 |
120-060 |
|
|
| 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 |
121-160 |
119-000 |
2-160 |
2.1% |
1-004 |
0.8% |
78% |
True |
False |
1,343,697 |
| 10 |
121-160 |
118-120 |
3-040 |
2.6% |
1-000 |
0.8% |
83% |
True |
False |
1,437,729 |
| 20 |
121-160 |
116-100 |
5-060 |
4.3% |
0-312 |
0.8% |
89% |
True |
False |
1,312,956 |
| 40 |
121-160 |
114-265 |
6-215 |
5.5% |
0-246 |
0.6% |
92% |
True |
False |
1,144,881 |
| 60 |
121-160 |
114-265 |
6-215 |
5.5% |
0-219 |
0.6% |
92% |
True |
False |
1,011,471 |
| 80 |
121-160 |
114-265 |
6-215 |
5.5% |
0-207 |
0.5% |
92% |
True |
False |
771,040 |
| 100 |
121-160 |
113-180 |
7-300 |
6.6% |
0-196 |
0.5% |
93% |
True |
False |
616,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-131 |
|
2.618 |
125-045 |
|
1.618 |
123-240 |
|
1.000 |
122-285 |
|
0.618 |
122-115 |
|
HIGH |
121-160 |
|
0.618 |
120-310 |
|
0.500 |
120-258 |
|
0.382 |
120-205 |
|
LOW |
120-035 |
|
0.618 |
119-080 |
|
1.000 |
118-230 |
|
1.618 |
117-275 |
|
2.618 |
116-150 |
|
4.250 |
114-064 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-289 |
120-247 |
| PP |
120-273 |
120-188 |
| S1 |
120-258 |
120-130 |
|