ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
121-020 |
121-135 |
0-115 |
0.3% |
119-205 |
| High |
121-195 |
122-145 |
0-270 |
0.7% |
122-035 |
| Low |
121-010 |
121-125 |
0-115 |
0.3% |
119-100 |
| Close |
121-055 |
121-215 |
0-160 |
0.4% |
121-100 |
| Range |
0-185 |
1-020 |
0-155 |
83.8% |
2-255 |
| ATR |
0-296 |
0-304 |
0-008 |
2.7% |
0-000 |
| Volume |
2,114,686 |
1,480,879 |
-633,807 |
-30.0% |
7,673,500 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-008 |
124-132 |
122-082 |
|
| R3 |
123-308 |
123-112 |
121-308 |
|
| R2 |
122-288 |
122-288 |
121-277 |
|
| R1 |
122-092 |
122-092 |
121-246 |
122-190 |
| PP |
121-268 |
121-268 |
121-268 |
121-318 |
| S1 |
121-072 |
121-072 |
121-184 |
121-170 |
| S2 |
120-248 |
120-248 |
121-153 |
|
| S3 |
119-228 |
120-052 |
121-122 |
|
| S4 |
118-208 |
119-032 |
121-028 |
|
|
| 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 |
122-145 |
120-010 |
2-135 |
2.0% |
0-311 |
0.8% |
68% |
True |
False |
1,744,237 |
| 10 |
122-145 |
118-155 |
3-310 |
3.3% |
0-295 |
0.8% |
80% |
True |
False |
1,453,357 |
| 20 |
122-145 |
116-290 |
5-175 |
4.6% |
0-319 |
0.8% |
86% |
True |
False |
1,444,258 |
| 40 |
122-145 |
114-265 |
7-200 |
6.3% |
0-254 |
0.7% |
90% |
True |
False |
1,181,372 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-227 |
0.6% |
90% |
True |
False |
1,063,796 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-211 |
0.5% |
90% |
True |
False |
841,633 |
| 100 |
122-145 |
113-210 |
8-255 |
7.2% |
0-201 |
0.5% |
91% |
True |
False |
673,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-310 |
|
2.618 |
125-075 |
|
1.618 |
124-055 |
|
1.000 |
123-165 |
|
0.618 |
123-035 |
|
HIGH |
122-145 |
|
0.618 |
122-015 |
|
0.500 |
121-295 |
|
0.382 |
121-255 |
|
LOW |
121-125 |
|
0.618 |
120-235 |
|
1.000 |
120-105 |
|
1.618 |
119-215 |
|
2.618 |
118-195 |
|
4.250 |
116-280 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-295 |
121-222 |
| PP |
121-268 |
121-220 |
| S1 |
121-242 |
121-218 |
|