ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-050 |
118-190 |
0-140 |
0.4% |
118-090 |
| High |
118-310 |
119-050 |
0-060 |
0.2% |
118-310 |
| Low |
118-000 |
118-110 |
0-110 |
0.3% |
117-060 |
| Close |
118-230 |
118-170 |
-0-060 |
-0.2% |
118-230 |
| Range |
0-310 |
0-260 |
-0-050 |
-16.1% |
1-250 |
| ATR |
0-262 |
0-262 |
0-000 |
-0.1% |
0-000 |
| Volume |
25,240 |
23,059 |
-2,181 |
-8.6% |
72,574 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-037 |
120-203 |
118-313 |
|
| R3 |
120-097 |
119-263 |
118-242 |
|
| R2 |
119-157 |
119-157 |
118-218 |
|
| R1 |
119-003 |
119-003 |
118-194 |
118-270 |
| PP |
118-217 |
118-217 |
118-217 |
118-190 |
| S1 |
118-063 |
118-063 |
118-146 |
118-010 |
| S2 |
117-277 |
117-277 |
118-122 |
|
| S3 |
117-017 |
117-123 |
118-098 |
|
| S4 |
116-077 |
116-183 |
118-027 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-203 |
122-307 |
119-224 |
|
| R3 |
121-273 |
121-057 |
119-067 |
|
| R2 |
120-023 |
120-023 |
119-014 |
|
| R1 |
119-127 |
119-127 |
118-282 |
119-235 |
| PP |
118-093 |
118-093 |
118-093 |
118-148 |
| S1 |
117-197 |
117-197 |
118-178 |
117-305 |
| S2 |
116-163 |
116-163 |
118-126 |
|
| S3 |
114-233 |
115-267 |
118-073 |
|
| S4 |
112-303 |
114-017 |
117-236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-050 |
117-140 |
1-230 |
1.5% |
0-240 |
0.6% |
64% |
True |
False |
15,439 |
| 10 |
119-300 |
116-100 |
3-200 |
3.1% |
1-030 |
0.9% |
61% |
False |
False |
13,296 |
| 20 |
119-300 |
115-000 |
4-300 |
4.2% |
0-264 |
0.7% |
72% |
False |
False |
7,659 |
| 40 |
119-300 |
113-150 |
6-150 |
5.5% |
0-189 |
0.5% |
78% |
False |
False |
4,364 |
| 60 |
119-300 |
113-150 |
6-150 |
5.5% |
0-129 |
0.3% |
78% |
False |
False |
2,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-195 |
|
2.618 |
121-091 |
|
1.618 |
120-151 |
|
1.000 |
119-310 |
|
0.618 |
119-211 |
|
HIGH |
119-050 |
|
0.618 |
118-271 |
|
0.500 |
118-240 |
|
0.382 |
118-209 |
|
LOW |
118-110 |
|
0.618 |
117-269 |
|
1.000 |
117-170 |
|
1.618 |
117-009 |
|
2.618 |
116-069 |
|
4.250 |
114-285 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-240 |
118-145 |
| PP |
118-217 |
118-120 |
| S1 |
118-193 |
118-095 |
|