ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-277 |
114-312 |
0-035 |
0.1% |
115-147 |
| High |
115-020 |
115-230 |
0-210 |
0.6% |
115-200 |
| Low |
114-235 |
114-305 |
0-070 |
0.2% |
114-237 |
| Close |
114-300 |
115-187 |
0-207 |
0.6% |
114-267 |
| Range |
0-105 |
0-245 |
0-140 |
133.3% |
0-283 |
| ATR |
0-122 |
0-131 |
0-009 |
7.5% |
0-000 |
| Volume |
457,496 |
335,938 |
-121,558 |
-26.6% |
2,271,232 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-229 |
117-133 |
116-002 |
|
| R3 |
116-304 |
116-208 |
115-254 |
|
| R2 |
116-059 |
116-059 |
115-232 |
|
| R1 |
115-283 |
115-283 |
115-209 |
116-011 |
| PP |
115-134 |
115-134 |
115-134 |
115-158 |
| S1 |
115-038 |
115-038 |
115-165 |
115-086 |
| S2 |
114-209 |
114-209 |
115-142 |
|
| S3 |
113-284 |
114-113 |
115-120 |
|
| S4 |
113-039 |
113-188 |
115-052 |
|
|
| 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 |
115-230 |
114-235 |
0-315 |
0.9% |
0-150 |
0.4% |
86% |
True |
False |
418,388 |
| 10 |
115-230 |
114-210 |
1-020 |
0.9% |
0-134 |
0.4% |
87% |
True |
False |
436,966 |
| 20 |
115-230 |
113-280 |
1-270 |
1.6% |
0-122 |
0.3% |
93% |
True |
False |
412,864 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-118 |
0.3% |
75% |
False |
False |
422,690 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-108 |
0.3% |
75% |
False |
False |
315,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-311 |
|
2.618 |
117-231 |
|
1.618 |
116-306 |
|
1.000 |
116-155 |
|
0.618 |
116-061 |
|
HIGH |
115-230 |
|
0.618 |
115-136 |
|
0.500 |
115-108 |
|
0.382 |
115-079 |
|
LOW |
114-305 |
|
0.618 |
114-154 |
|
1.000 |
114-060 |
|
1.618 |
113-229 |
|
2.618 |
112-304 |
|
4.250 |
111-224 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-160 |
115-149 |
| PP |
115-134 |
115-111 |
| S1 |
115-108 |
115-072 |
|