ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-312 |
115-147 |
0-155 |
0.4% |
114-122 |
| High |
115-157 |
115-200 |
0-043 |
0.1% |
115-157 |
| Low |
114-312 |
115-045 |
0-053 |
0.1% |
114-100 |
| Close |
115-125 |
115-047 |
-0-078 |
-0.2% |
115-125 |
| Range |
0-165 |
0-155 |
-0-010 |
-6.1% |
1-057 |
| ATR |
0-121 |
0-123 |
0-002 |
2.0% |
0-000 |
| Volume |
404,974 |
595,232 |
190,258 |
47.0% |
2,033,054 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-242 |
116-140 |
115-132 |
|
| R3 |
116-087 |
115-305 |
115-090 |
|
| R2 |
115-252 |
115-252 |
115-075 |
|
| R1 |
115-150 |
115-150 |
115-061 |
115-124 |
| PP |
115-097 |
115-097 |
115-097 |
115-084 |
| S1 |
114-315 |
114-315 |
115-033 |
114-288 |
| S2 |
114-262 |
114-262 |
115-019 |
|
| S3 |
114-107 |
114-160 |
115-004 |
|
| S4 |
113-272 |
114-005 |
114-282 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-192 |
118-055 |
116-012 |
|
| R3 |
117-135 |
116-318 |
115-229 |
|
| R2 |
116-078 |
116-078 |
115-194 |
|
| R1 |
115-261 |
115-261 |
115-160 |
116-010 |
| PP |
115-021 |
115-021 |
115-021 |
115-055 |
| S1 |
114-204 |
114-204 |
115-090 |
114-272 |
| S2 |
113-284 |
113-284 |
115-056 |
|
| S3 |
112-227 |
113-147 |
115-021 |
|
| S4 |
111-170 |
112-090 |
114-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-200 |
114-210 |
0-310 |
0.8% |
0-120 |
0.3% |
51% |
True |
False |
459,393 |
| 10 |
115-200 |
113-310 |
1-210 |
1.4% |
0-120 |
0.3% |
71% |
True |
False |
444,206 |
| 20 |
115-200 |
113-280 |
1-240 |
1.5% |
0-120 |
0.3% |
73% |
True |
False |
434,764 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-116 |
0.3% |
56% |
False |
False |
409,277 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-096 |
0.3% |
56% |
False |
False |
274,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-219 |
|
2.618 |
116-286 |
|
1.618 |
116-131 |
|
1.000 |
116-035 |
|
0.618 |
115-296 |
|
HIGH |
115-200 |
|
0.618 |
115-141 |
|
0.500 |
115-122 |
|
0.382 |
115-104 |
|
LOW |
115-045 |
|
0.618 |
114-269 |
|
1.000 |
114-210 |
|
1.618 |
114-114 |
|
2.618 |
113-279 |
|
4.250 |
113-026 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-122 |
115-046 |
| PP |
115-097 |
115-046 |
| S1 |
115-072 |
115-045 |
|