ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
121-135 |
121-180 |
0-045 |
0.1% |
119-205 |
| High |
122-145 |
121-230 |
-0-235 |
-0.6% |
122-035 |
| Low |
121-125 |
120-245 |
-0-200 |
-0.5% |
119-100 |
| Close |
121-215 |
121-050 |
-0-165 |
-0.4% |
121-100 |
| Range |
1-020 |
0-305 |
-0-035 |
-10.3% |
2-255 |
| ATR |
0-304 |
0-304 |
0-000 |
0.0% |
0-000 |
| Volume |
1,480,879 |
2,139,365 |
658,486 |
44.5% |
7,673,500 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-023 |
123-182 |
121-218 |
|
| R3 |
123-038 |
122-197 |
121-134 |
|
| R2 |
122-053 |
122-053 |
121-106 |
|
| R1 |
121-212 |
121-212 |
121-078 |
121-140 |
| PP |
121-068 |
121-068 |
121-068 |
121-032 |
| S1 |
120-227 |
120-227 |
121-022 |
120-155 |
| S2 |
120-083 |
120-083 |
120-314 |
|
| S3 |
119-098 |
119-242 |
120-286 |
|
| S4 |
118-113 |
118-257 |
120-202 |
|
|
| 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 |
120-035 |
2-110 |
1.9% |
1-010 |
0.9% |
45% |
False |
False |
1,883,777 |
| 10 |
122-145 |
118-155 |
3-310 |
3.3% |
0-302 |
0.8% |
67% |
False |
False |
1,552,790 |
| 20 |
122-145 |
116-290 |
5-175 |
4.6% |
0-318 |
0.8% |
77% |
False |
False |
1,471,495 |
| 40 |
122-145 |
114-265 |
7-200 |
6.3% |
0-258 |
0.7% |
83% |
False |
False |
1,217,514 |
| 60 |
122-145 |
114-265 |
7-200 |
6.3% |
0-230 |
0.6% |
83% |
False |
False |
1,088,305 |
| 80 |
122-145 |
114-265 |
7-200 |
6.3% |
0-213 |
0.5% |
83% |
False |
False |
868,360 |
| 100 |
122-145 |
114-000 |
8-145 |
7.0% |
0-202 |
0.5% |
85% |
False |
False |
694,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-246 |
|
2.618 |
124-068 |
|
1.618 |
123-083 |
|
1.000 |
122-215 |
|
0.618 |
122-098 |
|
HIGH |
121-230 |
|
0.618 |
121-113 |
|
0.500 |
121-078 |
|
0.382 |
121-042 |
|
LOW |
120-245 |
|
0.618 |
120-057 |
|
1.000 |
119-260 |
|
1.618 |
119-072 |
|
2.618 |
118-087 |
|
4.250 |
116-229 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-078 |
121-195 |
| PP |
121-068 |
121-147 |
| S1 |
121-059 |
121-098 |
|