ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
115-315 |
116-120 |
0-125 |
0.3% |
114-277 |
| High |
116-217 |
117-167 |
0-270 |
0.7% |
115-292 |
| Low |
115-300 |
116-062 |
0-082 |
0.2% |
114-235 |
| Close |
116-110 |
116-287 |
0-177 |
0.5% |
115-275 |
| Range |
0-237 |
1-105 |
0-188 |
79.3% |
1-057 |
| ATR |
0-145 |
0-165 |
0-020 |
13.8% |
0-000 |
| Volume |
648,735 |
729,078 |
80,343 |
12.4% |
2,495,748 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-274 |
120-065 |
117-201 |
|
| R3 |
119-169 |
118-280 |
117-084 |
|
| R2 |
118-064 |
118-064 |
117-045 |
|
| R1 |
117-175 |
117-175 |
117-006 |
117-280 |
| PP |
116-279 |
116-279 |
116-279 |
117-011 |
| S1 |
116-070 |
116-070 |
116-248 |
116-174 |
| S2 |
115-174 |
115-174 |
116-209 |
|
| S3 |
114-069 |
114-285 |
116-170 |
|
| S4 |
112-284 |
113-180 |
116-053 |
|
|
| 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 |
117-167 |
115-137 |
2-030 |
1.8% |
0-213 |
0.6% |
70% |
True |
False |
519,487 |
| 10 |
117-167 |
114-235 |
2-252 |
2.4% |
0-190 |
0.5% |
78% |
True |
False |
519,661 |
| 20 |
117-167 |
114-100 |
3-067 |
2.7% |
0-155 |
0.4% |
81% |
True |
False |
472,171 |
| 40 |
117-167 |
113-280 |
3-207 |
3.1% |
0-135 |
0.4% |
83% |
True |
False |
451,674 |
| 60 |
117-167 |
113-280 |
3-207 |
3.1% |
0-126 |
0.3% |
83% |
True |
False |
380,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-053 |
|
2.618 |
121-000 |
|
1.618 |
119-215 |
|
1.000 |
118-272 |
|
0.618 |
118-110 |
|
HIGH |
117-167 |
|
0.618 |
117-005 |
|
0.500 |
116-274 |
|
0.382 |
116-224 |
|
LOW |
116-062 |
|
0.618 |
115-119 |
|
1.000 |
114-277 |
|
1.618 |
114-014 |
|
2.618 |
112-229 |
|
4.250 |
110-176 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-283 |
116-251 |
| PP |
116-279 |
116-215 |
| S1 |
116-274 |
116-180 |
|