ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
116-302 |
0-182 |
0.5% |
115-265 |
| High |
117-167 |
117-137 |
-0-030 |
-0.1% |
117-167 |
| Low |
116-062 |
116-082 |
0-020 |
0.1% |
115-177 |
| Close |
116-287 |
116-287 |
0-000 |
0.0% |
116-287 |
| Range |
1-105 |
1-055 |
-0-050 |
-11.8% |
1-310 |
| ATR |
0-165 |
0-180 |
0-015 |
9.1% |
0-000 |
| Volume |
729,078 |
946,817 |
217,739 |
29.9% |
3,136,729 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-120 |
119-259 |
117-173 |
|
| R3 |
119-065 |
118-204 |
117-070 |
|
| R2 |
118-010 |
118-010 |
117-036 |
|
| R1 |
117-149 |
117-149 |
117-001 |
117-052 |
| PP |
116-275 |
116-275 |
116-275 |
116-227 |
| S1 |
116-094 |
116-094 |
116-253 |
115-317 |
| S2 |
115-220 |
115-220 |
116-218 |
|
| S3 |
114-165 |
115-039 |
116-184 |
|
| S4 |
113-110 |
113-304 |
116-081 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-180 |
121-224 |
117-314 |
|
| R3 |
120-190 |
119-234 |
117-140 |
|
| R2 |
118-200 |
118-200 |
117-082 |
|
| R1 |
117-244 |
117-244 |
117-025 |
118-062 |
| PP |
116-210 |
116-210 |
116-210 |
116-280 |
| S1 |
115-254 |
115-254 |
116-229 |
116-072 |
| S2 |
114-220 |
114-220 |
116-172 |
|
| S3 |
112-230 |
113-264 |
116-114 |
|
| S4 |
110-240 |
111-274 |
115-260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-167 |
115-177 |
1-310 |
1.7% |
0-257 |
0.7% |
68% |
False |
False |
627,345 |
| 10 |
117-167 |
114-235 |
2-252 |
2.4% |
0-213 |
0.6% |
78% |
False |
False |
563,247 |
| 20 |
117-167 |
114-100 |
3-067 |
2.7% |
0-170 |
0.5% |
81% |
False |
False |
496,838 |
| 40 |
117-167 |
113-280 |
3-207 |
3.1% |
0-142 |
0.4% |
83% |
False |
False |
464,472 |
| 60 |
117-167 |
113-280 |
3-207 |
3.1% |
0-131 |
0.3% |
83% |
False |
False |
395,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-131 |
|
2.618 |
120-159 |
|
1.618 |
119-104 |
|
1.000 |
118-192 |
|
0.618 |
118-049 |
|
HIGH |
117-137 |
|
0.618 |
116-314 |
|
0.500 |
116-270 |
|
0.382 |
116-225 |
|
LOW |
116-082 |
|
0.618 |
115-170 |
|
1.000 |
115-027 |
|
1.618 |
114-115 |
|
2.618 |
113-060 |
|
4.250 |
111-088 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-281 |
116-269 |
| PP |
116-275 |
116-251 |
| S1 |
116-270 |
116-234 |
|