ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-300 |
117-310 |
0-010 |
0.0% |
116-190 |
| High |
118-120 |
118-060 |
-0-060 |
-0.2% |
119-300 |
| Low |
117-180 |
117-200 |
0-020 |
0.1% |
116-050 |
| Close |
117-280 |
117-210 |
-0-070 |
-0.2% |
118-180 |
| Range |
0-260 |
0-180 |
-0-080 |
-30.8% |
3-250 |
| ATR |
0-264 |
0-258 |
-0-006 |
-2.3% |
0-000 |
| Volume |
9,126 |
6,783 |
-2,343 |
-25.7% |
41,376 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-163 |
119-047 |
117-309 |
|
| R3 |
118-303 |
118-187 |
117-260 |
|
| R2 |
118-123 |
118-123 |
117-243 |
|
| R1 |
118-007 |
118-007 |
117-226 |
117-295 |
| PP |
117-263 |
117-263 |
117-263 |
117-248 |
| S1 |
117-147 |
117-147 |
117-194 |
117-115 |
| S2 |
117-083 |
117-083 |
117-177 |
|
| S3 |
116-223 |
116-287 |
117-160 |
|
| S4 |
116-043 |
116-107 |
117-111 |
|
|
| 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 |
117-060 |
2-240 |
2.3% |
1-112 |
1.1% |
17% |
False |
False |
11,839 |
| 10 |
119-300 |
115-210 |
4-090 |
3.6% |
1-002 |
0.9% |
47% |
False |
False |
7,973 |
| 20 |
119-300 |
114-260 |
5-040 |
4.4% |
0-252 |
0.7% |
55% |
False |
False |
4,774 |
| 40 |
119-300 |
113-150 |
6-150 |
5.5% |
0-172 |
0.5% |
65% |
False |
False |
2,848 |
| 60 |
119-300 |
113-150 |
6-150 |
5.5% |
0-117 |
0.3% |
65% |
False |
False |
1,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-185 |
|
2.618 |
119-211 |
|
1.618 |
119-031 |
|
1.000 |
118-240 |
|
0.618 |
118-171 |
|
HIGH |
118-060 |
|
0.618 |
117-311 |
|
0.500 |
117-290 |
|
0.382 |
117-269 |
|
LOW |
117-200 |
|
0.618 |
117-089 |
|
1.000 |
117-020 |
|
1.618 |
116-229 |
|
2.618 |
116-049 |
|
4.250 |
115-075 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-290 |
117-250 |
| PP |
117-263 |
117-237 |
| S1 |
117-237 |
117-223 |
|