ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-242 |
114-255 |
0-013 |
0.0% |
114-077 |
| High |
114-317 |
114-292 |
-0-025 |
-0.1% |
114-250 |
| Low |
114-217 |
114-217 |
0-000 |
0.0% |
113-280 |
| Close |
114-277 |
114-235 |
-0-042 |
-0.1% |
114-160 |
| Range |
0-100 |
0-075 |
-0-025 |
-25.0% |
0-290 |
| ATR |
0-120 |
0-116 |
-0-003 |
-2.7% |
0-000 |
| Volume |
396,741 |
495,610 |
98,869 |
24.9% |
1,987,432 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-153 |
115-109 |
114-276 |
|
| R3 |
115-078 |
115-034 |
114-256 |
|
| R2 |
115-003 |
115-003 |
114-249 |
|
| R1 |
114-279 |
114-279 |
114-242 |
114-264 |
| PP |
114-248 |
114-248 |
114-248 |
114-240 |
| S1 |
114-204 |
114-204 |
114-228 |
114-188 |
| S2 |
114-173 |
114-173 |
114-221 |
|
| S3 |
114-098 |
114-129 |
114-214 |
|
| S4 |
114-023 |
114-054 |
114-194 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-317 |
114-100 |
0-217 |
0.6% |
0-105 |
0.3% |
62% |
False |
False |
437,387 |
| 10 |
114-317 |
113-280 |
1-037 |
1.0% |
0-110 |
0.3% |
77% |
False |
False |
408,528 |
| 20 |
115-202 |
113-280 |
1-242 |
1.5% |
0-112 |
0.3% |
49% |
False |
False |
426,204 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-115 |
0.3% |
38% |
False |
False |
375,716 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-089 |
0.2% |
38% |
False |
False |
250,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-291 |
|
2.618 |
115-168 |
|
1.618 |
115-093 |
|
1.000 |
115-047 |
|
0.618 |
115-018 |
|
HIGH |
114-292 |
|
0.618 |
114-263 |
|
0.500 |
114-254 |
|
0.382 |
114-246 |
|
LOW |
114-217 |
|
0.618 |
114-171 |
|
1.000 |
114-142 |
|
1.618 |
114-096 |
|
2.618 |
114-021 |
|
4.250 |
113-218 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-254 |
114-226 |
| PP |
114-248 |
114-217 |
| S1 |
114-242 |
114-208 |
|