ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-290 |
116-010 |
0-040 |
0.1% |
115-000 |
| High |
116-000 |
116-210 |
0-210 |
0.6% |
116-210 |
| Low |
115-210 |
115-300 |
0-090 |
0.2% |
115-000 |
| Close |
116-030 |
116-200 |
0-170 |
0.5% |
116-200 |
| Range |
0-110 |
0-230 |
0-120 |
109.1% |
1-210 |
| ATR |
0-158 |
0-163 |
0-005 |
3.3% |
0-000 |
| Volume |
1,369 |
2,649 |
1,280 |
93.5% |
8,678 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-180 |
118-100 |
117-006 |
|
| R3 |
117-270 |
117-190 |
116-263 |
|
| R2 |
117-040 |
117-040 |
116-242 |
|
| R1 |
116-280 |
116-280 |
116-221 |
117-000 |
| PP |
116-130 |
116-130 |
116-130 |
116-150 |
| S1 |
116-050 |
116-050 |
116-179 |
116-090 |
| S2 |
115-220 |
115-220 |
116-158 |
|
| S3 |
114-310 |
115-140 |
116-137 |
|
| S4 |
114-080 |
114-230 |
116-074 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-020 |
120-160 |
117-172 |
|
| R3 |
119-130 |
118-270 |
117-026 |
|
| R2 |
117-240 |
117-240 |
116-297 |
|
| R1 |
117-060 |
117-060 |
116-249 |
117-150 |
| PP |
116-030 |
116-030 |
116-030 |
116-075 |
| S1 |
115-170 |
115-170 |
116-151 |
115-260 |
| S2 |
114-140 |
114-140 |
116-103 |
|
| S3 |
112-250 |
113-280 |
116-054 |
|
| S4 |
111-040 |
112-070 |
115-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-210 |
115-000 |
1-210 |
1.4% |
0-218 |
0.6% |
98% |
True |
False |
1,735 |
| 10 |
116-210 |
115-000 |
1-210 |
1.4% |
0-181 |
0.5% |
98% |
True |
False |
1,752 |
| 20 |
116-210 |
113-150 |
3-060 |
2.7% |
0-150 |
0.4% |
99% |
True |
False |
1,197 |
| 40 |
116-210 |
113-150 |
3-060 |
2.7% |
0-103 |
0.3% |
99% |
True |
False |
1,004 |
| 60 |
116-210 |
113-150 |
3-060 |
2.7% |
0-069 |
0.2% |
99% |
True |
False |
671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-228 |
|
2.618 |
118-172 |
|
1.618 |
117-262 |
|
1.000 |
117-120 |
|
0.618 |
117-032 |
|
HIGH |
116-210 |
|
0.618 |
116-122 |
|
0.500 |
116-095 |
|
0.382 |
116-068 |
|
LOW |
115-300 |
|
0.618 |
115-158 |
|
1.000 |
115-070 |
|
1.618 |
114-248 |
|
2.618 |
114-018 |
|
4.250 |
112-282 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-165 |
116-150 |
| PP |
116-130 |
116-100 |
| S1 |
116-095 |
116-050 |
|