ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-312 |
115-202 |
0-210 |
0.6% |
115-147 |
| High |
115-230 |
115-270 |
0-040 |
0.1% |
115-200 |
| Low |
114-305 |
115-050 |
0-065 |
0.2% |
114-237 |
| Close |
115-187 |
115-067 |
-0-120 |
-0.3% |
114-267 |
| Range |
0-245 |
0-220 |
-0-025 |
-10.2% |
0-283 |
| ATR |
0-131 |
0-138 |
0-006 |
4.8% |
0-000 |
| Volume |
335,938 |
678,453 |
342,515 |
102.0% |
2,271,232 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-149 |
117-008 |
115-188 |
|
| R3 |
116-249 |
116-108 |
115-128 |
|
| R2 |
116-029 |
116-029 |
115-107 |
|
| R1 |
115-208 |
115-208 |
115-087 |
115-168 |
| PP |
115-129 |
115-129 |
115-129 |
115-109 |
| S1 |
114-308 |
114-308 |
115-047 |
114-268 |
| S2 |
114-229 |
114-229 |
115-027 |
|
| S3 |
114-009 |
114-088 |
115-006 |
|
| S4 |
113-109 |
113-188 |
114-266 |
|
|
| 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 |
115-270 |
114-235 |
1-035 |
1.0% |
0-173 |
0.5% |
43% |
True |
False |
475,264 |
| 10 |
115-270 |
114-210 |
1-060 |
1.0% |
0-149 |
0.4% |
47% |
True |
False |
455,250 |
| 20 |
115-270 |
113-280 |
1-310 |
1.7% |
0-129 |
0.4% |
68% |
True |
False |
431,889 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-121 |
0.3% |
59% |
False |
False |
430,769 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-112 |
0.3% |
59% |
False |
False |
326,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-245 |
|
2.618 |
117-206 |
|
1.618 |
116-306 |
|
1.000 |
116-170 |
|
0.618 |
116-086 |
|
HIGH |
115-270 |
|
0.618 |
115-186 |
|
0.500 |
115-160 |
|
0.382 |
115-134 |
|
LOW |
115-050 |
|
0.618 |
114-234 |
|
1.000 |
114-150 |
|
1.618 |
114-014 |
|
2.618 |
113-114 |
|
4.250 |
112-075 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-160 |
115-092 |
| PP |
115-129 |
115-084 |
| S1 |
115-098 |
115-076 |
|