ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-302 |
116-167 |
-0-135 |
-0.4% |
115-265 |
| High |
117-137 |
116-225 |
-0-232 |
-0.6% |
117-167 |
| Low |
116-082 |
116-000 |
-0-082 |
-0.2% |
115-177 |
| Close |
116-287 |
116-190 |
-0-097 |
-0.3% |
116-287 |
| Range |
1-055 |
0-225 |
-0-150 |
-40.0% |
1-310 |
| ATR |
0-180 |
0-187 |
0-008 |
4.3% |
0-000 |
| Volume |
946,817 |
857,384 |
-89,433 |
-9.4% |
3,136,729 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-173 |
118-087 |
116-314 |
|
| R3 |
117-268 |
117-182 |
116-252 |
|
| R2 |
117-043 |
117-043 |
116-231 |
|
| R1 |
116-277 |
116-277 |
116-211 |
117-000 |
| PP |
116-138 |
116-138 |
116-138 |
116-160 |
| S1 |
116-052 |
116-052 |
116-169 |
116-095 |
| S2 |
115-233 |
115-233 |
116-149 |
|
| S3 |
115-008 |
115-147 |
116-128 |
|
| S4 |
114-103 |
114-242 |
116-066 |
|
|
| 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 |
115-192 |
1-295 |
1.6% |
0-284 |
0.8% |
52% |
False |
False |
701,824 |
| 10 |
117-167 |
114-305 |
2-182 |
2.2% |
0-225 |
0.6% |
64% |
False |
False |
603,236 |
| 20 |
117-167 |
114-210 |
2-277 |
2.5% |
0-173 |
0.5% |
68% |
False |
False |
523,141 |
| 40 |
117-167 |
113-280 |
3-207 |
3.1% |
0-143 |
0.4% |
75% |
False |
False |
474,417 |
| 60 |
117-167 |
113-280 |
3-207 |
3.1% |
0-134 |
0.4% |
75% |
False |
False |
410,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-221 |
|
2.618 |
118-174 |
|
1.618 |
117-269 |
|
1.000 |
117-130 |
|
0.618 |
117-044 |
|
HIGH |
116-225 |
|
0.618 |
116-139 |
|
0.500 |
116-112 |
|
0.382 |
116-086 |
|
LOW |
116-000 |
|
0.618 |
115-181 |
|
1.000 |
115-095 |
|
1.618 |
114-276 |
|
2.618 |
114-051 |
|
4.250 |
113-004 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-164 |
116-244 |
| PP |
116-138 |
116-226 |
| S1 |
116-112 |
116-208 |
|