ECBOT 10 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-110 |
116-005 |
0-215 |
0.6% |
115-295 |
| High |
116-020 |
116-090 |
0-070 |
0.2% |
116-120 |
| Low |
115-095 |
115-240 |
0-145 |
0.4% |
115-200 |
| Close |
116-005 |
115-260 |
-0-065 |
-0.2% |
116-010 |
| Range |
0-245 |
0-170 |
-0-075 |
-30.6% |
0-240 |
| ATR |
0-191 |
0-189 |
-0-001 |
-0.8% |
0-000 |
| Volume |
966,662 |
1,194,194 |
227,532 |
23.5% |
3,435,765 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-173 |
117-067 |
116-034 |
|
| R3 |
117-003 |
116-217 |
115-307 |
|
| R2 |
116-153 |
116-153 |
115-291 |
|
| R1 |
116-047 |
116-047 |
115-276 |
116-015 |
| PP |
115-303 |
115-303 |
115-303 |
115-288 |
| S1 |
115-197 |
115-197 |
115-244 |
115-165 |
| S2 |
115-133 |
115-133 |
115-229 |
|
| S3 |
114-283 |
115-027 |
115-213 |
|
| S4 |
114-113 |
114-177 |
115-166 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-083 |
117-287 |
116-142 |
|
| R3 |
117-163 |
117-047 |
116-076 |
|
| R2 |
116-243 |
116-243 |
116-054 |
|
| R1 |
116-127 |
116-127 |
116-032 |
116-185 |
| PP |
116-003 |
116-003 |
116-003 |
116-032 |
| S1 |
115-207 |
115-207 |
115-308 |
115-265 |
| S2 |
115-083 |
115-083 |
115-286 |
|
| S3 |
114-163 |
114-287 |
115-264 |
|
| S4 |
113-243 |
114-047 |
115-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-090 |
114-265 |
1-145 |
1.3% |
0-178 |
0.5% |
68% |
True |
False |
832,635 |
| 10 |
116-120 |
114-265 |
1-175 |
1.3% |
0-175 |
0.5% |
64% |
False |
False |
984,171 |
| 20 |
117-175 |
114-265 |
2-230 |
2.3% |
0-178 |
0.5% |
36% |
False |
False |
858,187 |
| 40 |
117-225 |
114-265 |
2-280 |
2.5% |
0-169 |
0.5% |
34% |
False |
False |
642,199 |
| 60 |
117-225 |
114-050 |
3-175 |
3.1% |
0-167 |
0.5% |
47% |
False |
False |
429,042 |
| 80 |
117-225 |
113-180 |
4-045 |
3.6% |
0-154 |
0.4% |
54% |
False |
False |
321,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-172 |
|
2.618 |
117-215 |
|
1.618 |
117-045 |
|
1.000 |
116-260 |
|
0.618 |
116-195 |
|
HIGH |
116-090 |
|
0.618 |
116-025 |
|
0.500 |
116-005 |
|
0.382 |
115-305 |
|
LOW |
115-240 |
|
0.618 |
115-135 |
|
1.000 |
115-070 |
|
1.618 |
114-285 |
|
2.618 |
114-115 |
|
4.250 |
113-158 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-005 |
115-243 |
| PP |
115-303 |
115-227 |
| S1 |
115-282 |
115-210 |
|