ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-147 |
115-050 |
-0-097 |
-0.3% |
114-122 |
| High |
115-200 |
115-072 |
-0-128 |
-0.3% |
115-157 |
| Low |
115-045 |
114-300 |
-0-065 |
-0.2% |
114-100 |
| Close |
115-047 |
115-022 |
-0-025 |
-0.1% |
115-125 |
| Range |
0-155 |
0-092 |
-0-063 |
-40.6% |
1-057 |
| ATR |
0-123 |
0-121 |
-0-002 |
-1.8% |
0-000 |
| Volume |
595,232 |
377,490 |
-217,742 |
-36.6% |
2,033,054 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-301 |
115-253 |
115-073 |
|
| R3 |
115-209 |
115-161 |
115-047 |
|
| R2 |
115-117 |
115-117 |
115-039 |
|
| R1 |
115-069 |
115-069 |
115-030 |
115-047 |
| PP |
115-025 |
115-025 |
115-025 |
115-014 |
| S1 |
114-297 |
114-297 |
115-014 |
114-275 |
| S2 |
114-253 |
114-253 |
115-005 |
|
| S3 |
114-161 |
114-205 |
114-317 |
|
| S4 |
114-069 |
114-113 |
114-291 |
|
|
| 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% |
0-119 |
0.3% |
43% |
False |
False |
455,543 |
| 10 |
115-200 |
114-050 |
1-150 |
1.3% |
0-120 |
0.3% |
62% |
False |
False |
444,537 |
| 20 |
115-200 |
113-280 |
1-240 |
1.5% |
0-119 |
0.3% |
68% |
False |
False |
433,646 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-116 |
0.3% |
53% |
False |
False |
417,054 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-098 |
0.3% |
53% |
False |
False |
280,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-143 |
|
2.618 |
115-313 |
|
1.618 |
115-221 |
|
1.000 |
115-164 |
|
0.618 |
115-129 |
|
HIGH |
115-072 |
|
0.618 |
115-037 |
|
0.500 |
115-026 |
|
0.382 |
115-015 |
|
LOW |
114-300 |
|
0.618 |
114-243 |
|
1.000 |
114-208 |
|
1.618 |
114-151 |
|
2.618 |
114-059 |
|
4.250 |
113-229 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-026 |
115-090 |
| PP |
115-025 |
115-067 |
| S1 |
115-023 |
115-045 |
|