ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
119-140 |
119-050 |
-0-090 |
-0.2% |
118-090 |
| High |
119-210 |
120-170 |
0-280 |
0.7% |
118-310 |
| Low |
119-000 |
119-050 |
0-050 |
0.1% |
117-060 |
| Close |
119-080 |
120-000 |
0-240 |
0.6% |
118-230 |
| Range |
0-210 |
1-120 |
0-230 |
109.5% |
1-250 |
| ATR |
0-264 |
0-277 |
0-013 |
4.8% |
0-000 |
| Volume |
33,280 |
103,973 |
70,693 |
212.4% |
72,574 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-007 |
123-123 |
120-242 |
|
| R3 |
122-207 |
122-003 |
120-121 |
|
| R2 |
121-087 |
121-087 |
120-081 |
|
| R1 |
120-203 |
120-203 |
120-040 |
120-305 |
| PP |
119-287 |
119-287 |
119-287 |
120-018 |
| S1 |
119-083 |
119-083 |
119-280 |
119-185 |
| S2 |
118-167 |
118-167 |
119-239 |
|
| S3 |
117-047 |
117-283 |
119-199 |
|
| S4 |
115-247 |
116-163 |
119-078 |
|
|
| 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 |
120-170 |
118-000 |
2-170 |
2.1% |
0-314 |
0.8% |
79% |
True |
False |
40,310 |
| 10 |
120-170 |
117-060 |
3-110 |
2.8% |
0-304 |
0.8% |
84% |
True |
False |
26,170 |
| 20 |
120-170 |
115-000 |
5-170 |
4.6% |
0-294 |
0.8% |
90% |
True |
False |
15,048 |
| 40 |
120-170 |
113-150 |
7-020 |
5.9% |
0-204 |
0.5% |
92% |
True |
False |
8,189 |
| 60 |
120-170 |
113-150 |
7-020 |
5.9% |
0-146 |
0.4% |
92% |
True |
False |
5,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-120 |
|
2.618 |
124-042 |
|
1.618 |
122-242 |
|
1.000 |
121-290 |
|
0.618 |
121-122 |
|
HIGH |
120-170 |
|
0.618 |
120-002 |
|
0.500 |
119-270 |
|
0.382 |
119-218 |
|
LOW |
119-050 |
|
0.618 |
118-098 |
|
1.000 |
117-250 |
|
1.618 |
116-298 |
|
2.618 |
115-178 |
|
4.250 |
113-100 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-303 |
119-255 |
| PP |
119-287 |
119-190 |
| S1 |
119-270 |
119-125 |
|