ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-070 |
115-290 |
-0-100 |
-0.3% |
116-000 |
| High |
116-160 |
116-000 |
-0-160 |
-0.4% |
116-010 |
| Low |
115-210 |
115-210 |
0-000 |
0.0% |
115-010 |
| Close |
115-210 |
116-030 |
0-140 |
0.4% |
115-020 |
| Range |
0-270 |
0-110 |
-0-160 |
-59.3% |
1-000 |
| ATR |
0-162 |
0-158 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,560 |
1,369 |
-191 |
-12.2% |
8,849 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-303 |
116-277 |
116-090 |
|
| R3 |
116-193 |
116-167 |
116-060 |
|
| R2 |
116-083 |
116-083 |
116-050 |
|
| R1 |
116-057 |
116-057 |
116-040 |
116-070 |
| PP |
115-293 |
115-293 |
115-293 |
115-300 |
| S1 |
115-267 |
115-267 |
116-020 |
115-280 |
| S2 |
115-183 |
115-183 |
116-010 |
|
| S3 |
115-073 |
115-157 |
116-000 |
|
| S4 |
114-283 |
115-047 |
115-290 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-120 |
117-230 |
115-196 |
|
| R3 |
117-120 |
116-230 |
115-108 |
|
| R2 |
116-120 |
116-120 |
115-079 |
|
| R1 |
115-230 |
115-230 |
115-049 |
115-175 |
| PP |
115-120 |
115-120 |
115-120 |
115-092 |
| S1 |
114-230 |
114-230 |
114-311 |
114-175 |
| S2 |
114-120 |
114-120 |
114-281 |
|
| S3 |
113-120 |
113-230 |
114-252 |
|
| S4 |
112-120 |
112-230 |
114-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-160 |
115-000 |
1-160 |
1.3% |
0-202 |
0.5% |
73% |
False |
False |
1,611 |
| 10 |
116-160 |
115-000 |
1-160 |
1.3% |
0-182 |
0.5% |
73% |
False |
False |
1,609 |
| 20 |
116-160 |
113-150 |
3-010 |
2.6% |
0-145 |
0.4% |
87% |
False |
False |
1,094 |
| 40 |
116-160 |
113-150 |
3-010 |
2.6% |
0-097 |
0.3% |
87% |
False |
False |
938 |
| 60 |
116-160 |
113-150 |
3-010 |
2.6% |
0-065 |
0.2% |
87% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-148 |
|
2.618 |
116-288 |
|
1.618 |
116-178 |
|
1.000 |
116-110 |
|
0.618 |
116-068 |
|
HIGH |
116-000 |
|
0.618 |
115-278 |
|
0.500 |
115-265 |
|
0.382 |
115-252 |
|
LOW |
115-210 |
|
0.618 |
115-142 |
|
1.000 |
115-100 |
|
1.618 |
115-032 |
|
2.618 |
114-242 |
|
4.250 |
114-062 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-002 |
116-012 |
| PP |
115-293 |
115-313 |
| S1 |
115-265 |
115-295 |
|