ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-310 |
117-220 |
-0-090 |
-0.2% |
116-190 |
| High |
118-060 |
118-010 |
-0-050 |
-0.1% |
119-300 |
| Low |
117-200 |
117-140 |
-0-060 |
-0.2% |
116-050 |
| Close |
117-210 |
117-250 |
0-040 |
0.1% |
118-180 |
| Range |
0-180 |
0-190 |
0-010 |
5.6% |
3-250 |
| ATR |
0-258 |
0-253 |
-0-005 |
-1.9% |
0-000 |
| Volume |
6,783 |
12,991 |
6,208 |
91.5% |
41,376 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-170 |
119-080 |
118-034 |
|
| R3 |
118-300 |
118-210 |
117-302 |
|
| R2 |
118-110 |
118-110 |
117-285 |
|
| R1 |
118-020 |
118-020 |
117-267 |
118-065 |
| PP |
117-240 |
117-240 |
117-240 |
117-262 |
| S1 |
117-150 |
117-150 |
117-233 |
117-195 |
| S2 |
117-050 |
117-050 |
117-215 |
|
| S3 |
116-180 |
116-280 |
117-198 |
|
| S4 |
115-310 |
116-090 |
117-146 |
|
|
| 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 |
119-160 |
117-060 |
2-100 |
2.0% |
0-294 |
0.8% |
26% |
False |
False |
12,030 |
| 10 |
119-300 |
115-300 |
4-000 |
3.4% |
1-010 |
0.9% |
46% |
False |
False |
9,135 |
| 20 |
119-300 |
115-000 |
4-300 |
4.2% |
0-256 |
0.7% |
56% |
False |
False |
5,372 |
| 40 |
119-300 |
113-150 |
6-150 |
5.5% |
0-174 |
0.5% |
67% |
False |
False |
3,166 |
| 60 |
119-300 |
113-150 |
6-150 |
5.5% |
0-120 |
0.3% |
67% |
False |
False |
2,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-178 |
|
2.618 |
119-187 |
|
1.618 |
118-317 |
|
1.000 |
118-200 |
|
0.618 |
118-127 |
|
HIGH |
118-010 |
|
0.618 |
117-257 |
|
0.500 |
117-235 |
|
0.382 |
117-213 |
|
LOW |
117-140 |
|
0.618 |
117-023 |
|
1.000 |
116-270 |
|
1.618 |
116-153 |
|
2.618 |
115-283 |
|
4.250 |
114-292 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-245 |
117-290 |
| PP |
117-240 |
117-277 |
| S1 |
117-235 |
117-263 |
|