ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
118-090 |
-0-150 |
-0.4% |
116-190 |
| High |
119-160 |
118-090 |
-1-070 |
-1.0% |
119-300 |
| Low |
117-310 |
117-060 |
-0-250 |
-0.7% |
116-050 |
| Close |
118-180 |
117-250 |
-0-250 |
-0.7% |
118-180 |
| Range |
1-170 |
1-030 |
-0-140 |
-28.6% |
3-250 |
| ATR |
0-251 |
0-264 |
0-014 |
5.4% |
0-000 |
| Volume |
12,816 |
18,434 |
5,618 |
43.8% |
41,376 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-010 |
120-160 |
118-122 |
|
| R3 |
119-300 |
119-130 |
118-026 |
|
| R2 |
118-270 |
118-270 |
117-314 |
|
| R1 |
118-100 |
118-100 |
117-282 |
118-010 |
| PP |
117-240 |
117-240 |
117-240 |
117-195 |
| S1 |
117-070 |
117-070 |
117-218 |
116-300 |
| S2 |
116-210 |
116-210 |
117-186 |
|
| S3 |
115-180 |
116-040 |
117-154 |
|
| S4 |
114-150 |
115-010 |
117-058 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-180 |
127-270 |
120-206 |
|
| R3 |
125-250 |
124-020 |
119-193 |
|
| R2 |
122-000 |
122-000 |
119-082 |
|
| R1 |
120-090 |
120-090 |
118-291 |
121-045 |
| PP |
118-070 |
118-070 |
118-070 |
118-208 |
| S1 |
116-160 |
116-160 |
118-069 |
117-115 |
| S2 |
114-140 |
114-140 |
117-278 |
|
| S3 |
110-210 |
112-230 |
117-167 |
|
| S4 |
106-280 |
108-300 |
116-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-300 |
116-100 |
3-200 |
3.1% |
1-140 |
1.2% |
41% |
False |
False |
11,153 |
| 10 |
119-300 |
115-110 |
4-190 |
3.9% |
1-020 |
0.9% |
53% |
False |
False |
6,753 |
| 20 |
119-300 |
114-260 |
5-040 |
4.4% |
0-240 |
0.6% |
58% |
False |
False |
4,030 |
| 40 |
119-300 |
113-150 |
6-150 |
5.5% |
0-162 |
0.4% |
67% |
False |
False |
2,464 |
| 60 |
119-300 |
113-150 |
6-150 |
5.5% |
0-109 |
0.3% |
67% |
False |
False |
1,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-298 |
|
2.618 |
121-046 |
|
1.618 |
120-016 |
|
1.000 |
119-120 |
|
0.618 |
118-306 |
|
HIGH |
118-090 |
|
0.618 |
117-276 |
|
0.500 |
117-235 |
|
0.382 |
117-194 |
|
LOW |
117-060 |
|
0.618 |
116-164 |
|
1.000 |
116-030 |
|
1.618 |
115-134 |
|
2.618 |
114-104 |
|
4.250 |
112-172 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-245 |
118-180 |
| PP |
117-240 |
118-097 |
| S1 |
117-235 |
118-013 |
|