ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-100 |
116-300 |
0-200 |
0.5% |
115-000 |
| High |
117-010 |
117-290 |
0-280 |
0.7% |
116-210 |
| Low |
116-100 |
116-260 |
0-160 |
0.4% |
115-000 |
| Close |
116-280 |
117-130 |
0-170 |
0.5% |
116-200 |
| Range |
0-230 |
1-030 |
0-120 |
52.2% |
1-210 |
| ATR |
0-170 |
0-183 |
0-013 |
7.6% |
0-000 |
| Volume |
1,398 |
11,083 |
9,685 |
692.8% |
8,678 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-210 |
120-040 |
118-002 |
|
| R3 |
119-180 |
119-010 |
117-226 |
|
| R2 |
118-150 |
118-150 |
117-194 |
|
| R1 |
117-300 |
117-300 |
117-162 |
118-065 |
| PP |
117-120 |
117-120 |
117-120 |
117-162 |
| S1 |
116-270 |
116-270 |
117-098 |
117-035 |
| S2 |
116-090 |
116-090 |
117-066 |
|
| S3 |
115-060 |
115-240 |
117-034 |
|
| S4 |
114-030 |
114-210 |
116-258 |
|
|
| 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 |
117-290 |
115-210 |
2-080 |
1.9% |
0-212 |
0.6% |
78% |
True |
False |
4,108 |
| 10 |
117-290 |
115-000 |
2-290 |
2.5% |
0-216 |
0.6% |
83% |
True |
False |
2,977 |
| 20 |
117-290 |
114-080 |
3-210 |
3.1% |
0-166 |
0.4% |
86% |
True |
False |
1,916 |
| 40 |
117-290 |
113-150 |
4-140 |
3.8% |
0-120 |
0.3% |
89% |
True |
False |
1,385 |
| 60 |
117-290 |
113-150 |
4-140 |
3.8% |
0-081 |
0.2% |
89% |
True |
False |
946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-178 |
|
2.618 |
120-246 |
|
1.618 |
119-216 |
|
1.000 |
119-000 |
|
0.618 |
118-186 |
|
HIGH |
117-290 |
|
0.618 |
117-156 |
|
0.500 |
117-115 |
|
0.382 |
117-074 |
|
LOW |
116-260 |
|
0.618 |
116-044 |
|
1.000 |
115-230 |
|
1.618 |
115-014 |
|
2.618 |
113-304 |
|
4.250 |
112-052 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-125 |
117-090 |
| PP |
117-120 |
117-050 |
| S1 |
117-115 |
117-010 |
|