ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-035 |
121-100 |
1-065 |
1.0% |
119-205 |
| High |
121-160 |
122-035 |
0-195 |
0.5% |
122-035 |
| Low |
120-035 |
120-300 |
0-265 |
0.7% |
119-100 |
| Close |
120-305 |
121-100 |
0-115 |
0.3% |
121-100 |
| Range |
1-125 |
1-055 |
-0-070 |
-15.7% |
2-255 |
| ATR |
0-299 |
0-305 |
0-005 |
1.8% |
0-000 |
| Volume |
1,618,521 |
2,065,436 |
446,915 |
27.6% |
7,673,500 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-310 |
124-100 |
121-306 |
|
| R3 |
123-255 |
123-045 |
121-203 |
|
| R2 |
122-200 |
122-200 |
121-169 |
|
| R1 |
121-310 |
121-310 |
121-134 |
121-288 |
| PP |
121-145 |
121-145 |
121-145 |
121-134 |
| S1 |
120-255 |
120-255 |
121-066 |
120-232 |
| S2 |
120-090 |
120-090 |
121-031 |
|
| S3 |
119-035 |
119-200 |
120-317 |
|
| S4 |
117-300 |
118-145 |
120-214 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-097 |
128-033 |
122-272 |
|
| R3 |
126-162 |
125-098 |
122-026 |
|
| R2 |
123-227 |
123-227 |
121-264 |
|
| R1 |
122-163 |
122-163 |
121-182 |
123-035 |
| PP |
120-292 |
120-292 |
120-292 |
121-068 |
| S1 |
119-228 |
119-228 |
121-018 |
120-100 |
| S2 |
118-037 |
118-037 |
120-256 |
|
| S3 |
115-102 |
116-293 |
120-174 |
|
| S4 |
112-167 |
114-038 |
119-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-035 |
119-100 |
2-255 |
2.3% |
1-013 |
0.9% |
72% |
True |
False |
1,534,700 |
| 10 |
122-035 |
118-120 |
3-235 |
3.1% |
0-300 |
0.8% |
79% |
True |
False |
1,437,119 |
| 20 |
122-035 |
116-100 |
5-255 |
4.8% |
1-000 |
0.8% |
86% |
True |
False |
1,356,463 |
| 40 |
122-035 |
114-265 |
7-090 |
6.0% |
0-248 |
0.6% |
89% |
True |
False |
1,154,604 |
| 60 |
122-035 |
114-265 |
7-090 |
6.0% |
0-222 |
0.6% |
89% |
True |
False |
1,033,135 |
| 80 |
122-035 |
114-265 |
7-090 |
6.0% |
0-210 |
0.5% |
89% |
True |
False |
796,817 |
| 100 |
122-035 |
113-180 |
8-175 |
7.0% |
0-199 |
0.5% |
91% |
True |
False |
637,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-029 |
|
2.618 |
125-057 |
|
1.618 |
124-002 |
|
1.000 |
123-090 |
|
0.618 |
122-267 |
|
HIGH |
122-035 |
|
0.618 |
121-212 |
|
0.500 |
121-168 |
|
0.382 |
121-123 |
|
LOW |
120-300 |
|
0.618 |
120-068 |
|
1.000 |
119-245 |
|
1.618 |
119-013 |
|
2.618 |
117-278 |
|
4.250 |
115-306 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-168 |
121-074 |
| PP |
121-145 |
121-048 |
| S1 |
121-122 |
121-022 |
|