ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-255 |
114-227 |
-0-028 |
-0.1% |
114-077 |
| High |
114-292 |
114-317 |
0-025 |
0.1% |
114-250 |
| Low |
114-217 |
114-210 |
-0-007 |
0.0% |
113-280 |
| Close |
114-235 |
114-292 |
0-057 |
0.2% |
114-160 |
| Range |
0-075 |
0-107 |
0-032 |
42.7% |
0-290 |
| ATR |
0-116 |
0-116 |
-0-001 |
-0.6% |
0-000 |
| Volume |
495,610 |
404,410 |
-91,200 |
-18.4% |
1,987,432 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-274 |
115-230 |
115-031 |
|
| R3 |
115-167 |
115-123 |
115-001 |
|
| R2 |
115-060 |
115-060 |
114-312 |
|
| R1 |
115-016 |
115-016 |
114-302 |
115-038 |
| PP |
114-273 |
114-273 |
114-273 |
114-284 |
| S1 |
114-229 |
114-229 |
114-282 |
114-251 |
| S2 |
114-166 |
114-166 |
114-272 |
|
| S3 |
114-059 |
114-122 |
114-263 |
|
| S4 |
113-272 |
114-015 |
114-233 |
|
|
| 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% |
0-107 |
0.3% |
88% |
True |
False |
416,311 |
| 10 |
114-317 |
113-280 |
1-037 |
1.0% |
0-110 |
0.3% |
93% |
True |
False |
411,209 |
| 20 |
115-197 |
113-280 |
1-237 |
1.5% |
0-115 |
0.3% |
60% |
False |
False |
423,953 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-114 |
0.3% |
46% |
False |
False |
385,608 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-091 |
0.2% |
46% |
False |
False |
257,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-132 |
|
2.618 |
115-277 |
|
1.618 |
115-170 |
|
1.000 |
115-104 |
|
0.618 |
115-063 |
|
HIGH |
114-317 |
|
0.618 |
114-276 |
|
0.500 |
114-264 |
|
0.382 |
114-251 |
|
LOW |
114-210 |
|
0.618 |
114-144 |
|
1.000 |
114-103 |
|
1.618 |
114-037 |
|
2.618 |
113-250 |
|
4.250 |
113-075 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-282 |
114-282 |
| PP |
114-273 |
114-273 |
| S1 |
114-264 |
114-264 |
|