ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
120-120 |
1-070 |
1.0% |
118-190 |
| High |
120-170 |
121-050 |
0-200 |
0.5% |
121-050 |
| Low |
119-050 |
120-000 |
0-270 |
0.7% |
118-080 |
| Close |
120-000 |
120-150 |
0-150 |
0.4% |
120-150 |
| Range |
1-120 |
1-050 |
-0-070 |
-15.9% |
2-290 |
| ATR |
0-277 |
0-283 |
0-007 |
2.4% |
0-000 |
| Volume |
103,973 |
122,955 |
18,982 |
18.3% |
299,265 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-003 |
123-127 |
121-034 |
|
| R3 |
122-273 |
122-077 |
120-252 |
|
| R2 |
121-223 |
121-223 |
120-218 |
|
| R1 |
121-027 |
121-027 |
120-184 |
121-125 |
| PP |
120-173 |
120-173 |
120-173 |
120-222 |
| S1 |
119-297 |
119-297 |
120-116 |
120-075 |
| S2 |
119-123 |
119-123 |
120-082 |
|
| S3 |
118-073 |
118-247 |
120-048 |
|
| S4 |
117-023 |
117-197 |
119-266 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-217 |
127-153 |
122-022 |
|
| R3 |
125-247 |
124-183 |
121-086 |
|
| R2 |
122-277 |
122-277 |
121-000 |
|
| R1 |
121-213 |
121-213 |
120-235 |
122-085 |
| PP |
119-307 |
119-307 |
119-307 |
120-082 |
| S1 |
118-243 |
118-243 |
120-065 |
119-115 |
| S2 |
117-017 |
117-017 |
119-300 |
|
| S3 |
114-047 |
115-273 |
119-214 |
|
| S4 |
111-077 |
112-303 |
118-278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-050 |
118-080 |
2-290 |
2.4% |
1-006 |
0.8% |
76% |
True |
False |
59,853 |
| 10 |
121-050 |
117-060 |
3-310 |
3.3% |
0-292 |
0.8% |
83% |
True |
False |
37,183 |
| 20 |
121-050 |
115-000 |
6-050 |
5.1% |
0-305 |
0.8% |
89% |
True |
False |
21,094 |
| 40 |
121-050 |
113-150 |
7-220 |
6.4% |
0-212 |
0.5% |
91% |
True |
False |
11,071 |
| 60 |
121-050 |
113-150 |
7-220 |
6.4% |
0-152 |
0.4% |
91% |
True |
False |
7,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-022 |
|
2.618 |
124-059 |
|
1.618 |
123-009 |
|
1.000 |
122-100 |
|
0.618 |
121-279 |
|
HIGH |
121-050 |
|
0.618 |
120-229 |
|
0.500 |
120-185 |
|
0.382 |
120-141 |
|
LOW |
120-000 |
|
0.618 |
119-091 |
|
1.000 |
118-270 |
|
1.618 |
118-041 |
|
2.618 |
116-311 |
|
4.250 |
115-028 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-185 |
120-108 |
| PP |
120-173 |
120-067 |
| S1 |
120-162 |
120-025 |
|