ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-090 |
115-030 |
-0-060 |
-0.2% |
115-147 |
| High |
115-160 |
115-057 |
-0-103 |
-0.3% |
115-200 |
| Low |
115-007 |
114-237 |
-0-090 |
-0.2% |
114-237 |
| Close |
115-022 |
114-267 |
-0-075 |
-0.2% |
114-267 |
| Range |
0-153 |
0-140 |
-0-013 |
-8.5% |
0-283 |
| ATR |
0-122 |
0-124 |
0-001 |
1.0% |
0-000 |
| Volume |
393,483 |
510,950 |
117,467 |
29.9% |
2,271,232 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-074 |
115-310 |
115-024 |
|
| R3 |
115-254 |
115-170 |
114-306 |
|
| R2 |
115-114 |
115-114 |
114-293 |
|
| R1 |
115-030 |
115-030 |
114-280 |
115-002 |
| PP |
114-294 |
114-294 |
114-294 |
114-280 |
| S1 |
114-210 |
114-210 |
114-254 |
114-182 |
| S2 |
114-154 |
114-154 |
114-241 |
|
| S3 |
114-014 |
114-070 |
114-228 |
|
| S4 |
113-194 |
113-250 |
114-190 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-230 |
117-052 |
115-103 |
|
| R3 |
116-267 |
116-089 |
115-025 |
|
| R2 |
115-304 |
115-304 |
114-319 |
|
| R1 |
115-126 |
115-126 |
114-293 |
115-074 |
| PP |
115-021 |
115-021 |
115-021 |
114-315 |
| S1 |
114-163 |
114-163 |
114-241 |
114-110 |
| S2 |
114-058 |
114-058 |
114-215 |
|
| S3 |
113-095 |
113-200 |
114-189 |
|
| S4 |
112-132 |
112-237 |
114-111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-200 |
114-237 |
0-283 |
0.8% |
0-129 |
0.4% |
11% |
False |
True |
454,246 |
| 10 |
115-200 |
114-100 |
1-100 |
1.1% |
0-126 |
0.3% |
40% |
False |
False |
430,428 |
| 20 |
115-200 |
113-280 |
1-240 |
1.5% |
0-115 |
0.3% |
55% |
False |
False |
424,287 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-114 |
0.3% |
42% |
False |
False |
424,563 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-104 |
0.3% |
42% |
False |
False |
302,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-012 |
|
2.618 |
116-104 |
|
1.618 |
115-284 |
|
1.000 |
115-197 |
|
0.618 |
115-144 |
|
HIGH |
115-057 |
|
0.618 |
115-004 |
|
0.500 |
114-307 |
|
0.382 |
114-290 |
|
LOW |
114-237 |
|
0.618 |
114-150 |
|
1.000 |
114-097 |
|
1.618 |
114-010 |
|
2.618 |
113-190 |
|
4.250 |
112-282 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-307 |
115-038 |
| PP |
114-294 |
115-008 |
| S1 |
114-280 |
114-298 |
|