ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-122 |
114-242 |
0-120 |
0.3% |
114-077 |
| High |
114-265 |
114-317 |
0-052 |
0.1% |
114-250 |
| Low |
114-100 |
114-217 |
0-117 |
0.3% |
113-280 |
| Close |
114-237 |
114-277 |
0-040 |
0.1% |
114-160 |
| Range |
0-165 |
0-100 |
-0-065 |
-39.4% |
0-290 |
| ATR |
0-121 |
0-120 |
-0-002 |
-1.2% |
0-000 |
| Volume |
331,319 |
396,741 |
65,422 |
19.7% |
1,987,432 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-250 |
115-204 |
115-012 |
|
| R3 |
115-150 |
115-104 |
114-304 |
|
| R2 |
115-050 |
115-050 |
114-295 |
|
| R1 |
115-004 |
115-004 |
114-286 |
115-027 |
| PP |
114-270 |
114-270 |
114-270 |
114-282 |
| S1 |
114-224 |
114-224 |
114-268 |
114-247 |
| S2 |
114-170 |
114-170 |
114-259 |
|
| S3 |
114-070 |
114-124 |
114-250 |
|
| S4 |
113-290 |
114-024 |
114-222 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-033 |
116-227 |
115-000 |
|
| R3 |
116-063 |
115-257 |
114-240 |
|
| R2 |
115-093 |
115-093 |
114-213 |
|
| R1 |
114-287 |
114-287 |
114-187 |
115-030 |
| PP |
114-123 |
114-123 |
114-123 |
114-155 |
| S1 |
113-317 |
113-317 |
114-133 |
114-060 |
| S2 |
113-153 |
113-153 |
114-107 |
|
| S3 |
112-183 |
113-027 |
114-080 |
|
| S4 |
111-213 |
112-057 |
114-000 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-102 |
|
2.618 |
115-259 |
|
1.618 |
115-159 |
|
1.000 |
115-097 |
|
0.618 |
115-059 |
|
HIGH |
114-317 |
|
0.618 |
114-279 |
|
0.500 |
114-267 |
|
0.382 |
114-255 |
|
LOW |
114-217 |
|
0.618 |
114-155 |
|
1.000 |
114-117 |
|
1.618 |
114-055 |
|
2.618 |
113-275 |
|
4.250 |
113-112 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-274 |
114-254 |
| PP |
114-270 |
114-231 |
| S1 |
114-267 |
114-208 |
|