ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
115-170 |
115-265 |
0-095 |
0.3% |
114-277 |
| High |
115-292 |
115-265 |
-0-027 |
-0.1% |
115-292 |
| Low |
115-137 |
115-177 |
0-040 |
0.1% |
114-235 |
| Close |
115-275 |
115-182 |
-0-093 |
-0.3% |
115-275 |
| Range |
0-155 |
0-088 |
-0-067 |
-43.2% |
1-057 |
| ATR |
0-138 |
0-135 |
-0-003 |
-2.1% |
0-000 |
| Volume |
407,525 |
484,992 |
77,467 |
19.0% |
2,495,748 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-152 |
116-095 |
115-230 |
|
| R3 |
116-064 |
116-007 |
115-206 |
|
| R2 |
115-296 |
115-296 |
115-198 |
|
| R1 |
115-239 |
115-239 |
115-190 |
115-224 |
| PP |
115-208 |
115-208 |
115-208 |
115-200 |
| S1 |
115-151 |
115-151 |
115-174 |
115-136 |
| S2 |
115-120 |
115-120 |
115-166 |
|
| S3 |
115-032 |
115-063 |
115-158 |
|
| S4 |
114-264 |
114-295 |
115-134 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-012 |
118-200 |
116-162 |
|
| R3 |
117-275 |
117-143 |
116-059 |
|
| R2 |
116-218 |
116-218 |
116-024 |
|
| R1 |
116-086 |
116-086 |
115-310 |
116-152 |
| PP |
115-161 |
115-161 |
115-161 |
115-194 |
| S1 |
115-029 |
115-029 |
115-240 |
115-095 |
| S2 |
114-104 |
114-104 |
115-206 |
|
| S3 |
113-047 |
113-292 |
115-171 |
|
| S4 |
111-310 |
112-235 |
115-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-292 |
114-305 |
0-307 |
0.8% |
0-167 |
0.5% |
64% |
False |
False |
504,648 |
| 10 |
115-292 |
114-235 |
1-057 |
1.0% |
0-143 |
0.4% |
71% |
False |
False |
465,674 |
| 20 |
115-292 |
113-310 |
1-302 |
1.7% |
0-131 |
0.4% |
82% |
False |
False |
454,940 |
| 40 |
115-292 |
113-280 |
2-012 |
1.8% |
0-121 |
0.3% |
83% |
False |
False |
439,047 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-116 |
0.3% |
75% |
False |
False |
351,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-319 |
|
2.618 |
116-175 |
|
1.618 |
116-087 |
|
1.000 |
116-033 |
|
0.618 |
115-319 |
|
HIGH |
115-265 |
|
0.618 |
115-231 |
|
0.500 |
115-221 |
|
0.382 |
115-211 |
|
LOW |
115-177 |
|
0.618 |
115-123 |
|
1.000 |
115-089 |
|
1.618 |
115-035 |
|
2.618 |
114-267 |
|
4.250 |
114-123 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-221 |
115-178 |
| PP |
115-208 |
115-174 |
| S1 |
115-195 |
115-170 |
|