ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
120-180 |
0-120 |
0.3% |
118-190 |
| High |
120-240 |
121-210 |
0-290 |
0.8% |
121-050 |
| Low |
120-050 |
120-180 |
0-130 |
0.3% |
118-080 |
| Close |
120-110 |
120-290 |
0-180 |
0.5% |
120-150 |
| Range |
0-190 |
1-030 |
0-160 |
84.2% |
2-290 |
| ATR |
0-277 |
0-287 |
0-010 |
3.7% |
0-000 |
| Volume |
192,740 |
408,783 |
216,043 |
112.1% |
299,265 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-103 |
123-227 |
121-162 |
|
| R3 |
123-073 |
122-197 |
121-066 |
|
| R2 |
122-043 |
122-043 |
121-034 |
|
| R1 |
121-167 |
121-167 |
121-002 |
121-265 |
| PP |
121-013 |
121-013 |
121-013 |
121-062 |
| S1 |
120-137 |
120-137 |
120-258 |
120-235 |
| S2 |
119-303 |
119-303 |
120-226 |
|
| S3 |
118-273 |
119-107 |
120-194 |
|
| S4 |
117-243 |
118-077 |
120-098 |
|
|
| 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 |
121-210 |
119-000 |
2-210 |
2.2% |
0-312 |
0.8% |
72% |
True |
False |
172,346 |
| 10 |
121-210 |
117-140 |
4-070 |
3.5% |
0-285 |
0.7% |
82% |
True |
False |
94,580 |
| 20 |
121-210 |
115-210 |
6-000 |
5.0% |
0-308 |
0.8% |
88% |
True |
False |
51,015 |
| 40 |
121-210 |
113-150 |
8-060 |
6.8% |
0-223 |
0.6% |
91% |
True |
False |
26,022 |
| 60 |
121-210 |
113-150 |
8-060 |
6.8% |
0-161 |
0.4% |
91% |
True |
False |
17,581 |
| 80 |
121-210 |
113-150 |
8-060 |
6.8% |
0-121 |
0.3% |
91% |
True |
False |
13,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-098 |
|
2.618 |
124-166 |
|
1.618 |
123-136 |
|
1.000 |
122-240 |
|
0.618 |
122-106 |
|
HIGH |
121-210 |
|
0.618 |
121-076 |
|
0.500 |
121-035 |
|
0.382 |
120-314 |
|
LOW |
120-180 |
|
0.618 |
119-284 |
|
1.000 |
119-150 |
|
1.618 |
118-254 |
|
2.618 |
117-224 |
|
4.250 |
115-292 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-035 |
120-282 |
| PP |
121-013 |
120-273 |
| S1 |
120-312 |
120-265 |
|