ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
120-060 |
-0-060 |
-0.2% |
118-190 |
| High |
121-050 |
120-240 |
-0-130 |
-0.3% |
121-050 |
| Low |
120-000 |
120-050 |
0-050 |
0.1% |
118-080 |
| Close |
120-150 |
120-110 |
-0-040 |
-0.1% |
120-150 |
| Range |
1-050 |
0-190 |
-0-180 |
-48.6% |
2-290 |
| ATR |
0-283 |
0-277 |
-0-007 |
-2.4% |
0-000 |
| Volume |
122,955 |
192,740 |
69,785 |
56.8% |
299,265 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-063 |
121-277 |
120-214 |
|
| R3 |
121-193 |
121-087 |
120-162 |
|
| R2 |
121-003 |
121-003 |
120-145 |
|
| R1 |
120-217 |
120-217 |
120-127 |
120-270 |
| PP |
120-133 |
120-133 |
120-133 |
120-160 |
| S1 |
120-027 |
120-027 |
120-093 |
120-080 |
| S2 |
119-263 |
119-263 |
120-075 |
|
| S3 |
119-073 |
119-157 |
120-058 |
|
| S4 |
118-203 |
118-287 |
120-006 |
|
|
| 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% |
0-312 |
0.8% |
72% |
False |
False |
93,789 |
| 10 |
121-050 |
117-140 |
3-230 |
3.1% |
0-276 |
0.7% |
78% |
False |
False |
54,614 |
| 20 |
121-050 |
115-110 |
5-260 |
4.8% |
0-308 |
0.8% |
86% |
False |
False |
30,684 |
| 40 |
121-050 |
113-150 |
7-220 |
6.4% |
0-215 |
0.6% |
89% |
False |
False |
15,824 |
| 60 |
121-050 |
113-150 |
7-220 |
6.4% |
0-155 |
0.4% |
89% |
False |
False |
10,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-088 |
|
2.618 |
122-097 |
|
1.618 |
121-227 |
|
1.000 |
121-110 |
|
0.618 |
121-037 |
|
HIGH |
120-240 |
|
0.618 |
120-167 |
|
0.500 |
120-145 |
|
0.382 |
120-123 |
|
LOW |
120-050 |
|
0.618 |
119-253 |
|
1.000 |
119-180 |
|
1.618 |
119-063 |
|
2.618 |
118-193 |
|
4.250 |
117-202 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-145 |
120-090 |
| PP |
120-133 |
120-070 |
| S1 |
120-122 |
120-050 |
|