ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
115-265 |
115-207 |
-0-058 |
-0.2% |
114-277 |
| High |
115-265 |
116-030 |
0-085 |
0.2% |
115-292 |
| Low |
115-177 |
115-192 |
0-015 |
0.0% |
114-235 |
| Close |
115-182 |
115-305 |
0-123 |
0.3% |
115-275 |
| Range |
0-088 |
0-158 |
0-070 |
79.5% |
1-057 |
| ATR |
0-135 |
0-138 |
0-002 |
1.7% |
0-000 |
| Volume |
484,992 |
327,107 |
-157,885 |
-32.6% |
2,495,748 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-116 |
117-049 |
116-072 |
|
| R3 |
116-278 |
116-211 |
116-028 |
|
| R2 |
116-120 |
116-120 |
116-014 |
|
| R1 |
116-053 |
116-053 |
115-319 |
116-086 |
| PP |
115-282 |
115-282 |
115-282 |
115-299 |
| S1 |
115-215 |
115-215 |
115-291 |
115-248 |
| S2 |
115-124 |
115-124 |
115-276 |
|
| S3 |
114-286 |
115-057 |
115-262 |
|
| S4 |
114-128 |
114-219 |
115-218 |
|
|
| 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 |
116-030 |
115-047 |
0-303 |
0.8% |
0-149 |
0.4% |
85% |
True |
False |
502,882 |
| 10 |
116-030 |
114-235 |
1-115 |
1.2% |
0-150 |
0.4% |
90% |
True |
False |
460,635 |
| 20 |
116-030 |
114-050 |
1-300 |
1.7% |
0-135 |
0.4% |
93% |
True |
False |
452,586 |
| 40 |
116-030 |
113-280 |
2-070 |
1.9% |
0-123 |
0.3% |
94% |
True |
False |
433,123 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-118 |
0.3% |
91% |
False |
False |
357,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-062 |
|
2.618 |
117-124 |
|
1.618 |
116-286 |
|
1.000 |
116-188 |
|
0.618 |
116-128 |
|
HIGH |
116-030 |
|
0.618 |
115-290 |
|
0.500 |
115-271 |
|
0.382 |
115-252 |
|
LOW |
115-192 |
|
0.618 |
115-094 |
|
1.000 |
115-034 |
|
1.618 |
114-256 |
|
2.618 |
114-098 |
|
4.250 |
113-160 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-294 |
115-284 |
| PP |
115-282 |
115-264 |
| S1 |
115-271 |
115-244 |
|