ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-190 |
116-100 |
-0-090 |
-0.2% |
115-000 |
| High |
116-190 |
117-010 |
0-140 |
0.4% |
116-210 |
| Low |
116-050 |
116-100 |
0-050 |
0.1% |
115-000 |
| Close |
116-060 |
116-280 |
0-220 |
0.6% |
116-200 |
| Range |
0-140 |
0-230 |
0-090 |
64.3% |
1-210 |
| ATR |
0-162 |
0-170 |
0-008 |
4.8% |
0-000 |
| Volume |
4,041 |
1,398 |
-2,643 |
-65.4% |
8,678 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-287 |
118-193 |
117-086 |
|
| R3 |
118-057 |
117-283 |
117-023 |
|
| R2 |
117-147 |
117-147 |
117-002 |
|
| R1 |
117-053 |
117-053 |
116-301 |
117-100 |
| PP |
116-237 |
116-237 |
116-237 |
116-260 |
| S1 |
116-143 |
116-143 |
116-259 |
116-190 |
| S2 |
116-007 |
116-007 |
116-238 |
|
| S3 |
115-097 |
115-233 |
116-217 |
|
| S4 |
114-187 |
115-003 |
116-154 |
|
|
| 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 |
117-010 |
115-210 |
1-120 |
1.2% |
0-196 |
0.5% |
89% |
True |
False |
2,203 |
| 10 |
117-010 |
115-000 |
2-010 |
1.7% |
0-197 |
0.5% |
92% |
True |
False |
2,084 |
| 20 |
117-010 |
113-300 |
3-030 |
2.6% |
0-158 |
0.4% |
95% |
True |
False |
1,367 |
| 40 |
117-010 |
113-150 |
3-180 |
3.0% |
0-111 |
0.3% |
96% |
True |
False |
1,139 |
| 60 |
117-010 |
113-150 |
3-180 |
3.0% |
0-075 |
0.2% |
96% |
True |
False |
761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-028 |
|
2.618 |
118-292 |
|
1.618 |
118-062 |
|
1.000 |
117-240 |
|
0.618 |
117-152 |
|
HIGH |
117-010 |
|
0.618 |
116-242 |
|
0.500 |
116-215 |
|
0.382 |
116-188 |
|
LOW |
116-100 |
|
0.618 |
115-278 |
|
1.000 |
115-190 |
|
1.618 |
115-048 |
|
2.618 |
114-138 |
|
4.250 |
113-082 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-258 |
116-238 |
| PP |
116-237 |
116-197 |
| S1 |
116-215 |
116-155 |
|