ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-167 |
116-170 |
0-003 |
0.0% |
115-265 |
| High |
116-225 |
116-310 |
0-085 |
0.2% |
117-167 |
| Low |
116-000 |
116-140 |
0-140 |
0.4% |
115-177 |
| Close |
116-190 |
116-200 |
0-010 |
0.0% |
116-287 |
| Range |
0-225 |
0-170 |
-0-055 |
-24.4% |
1-310 |
| ATR |
0-187 |
0-186 |
-0-001 |
-0.7% |
0-000 |
| Volume |
857,384 |
597,634 |
-259,750 |
-30.3% |
3,136,729 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-087 |
117-313 |
116-294 |
|
| R3 |
117-237 |
117-143 |
116-247 |
|
| R2 |
117-067 |
117-067 |
116-231 |
|
| R1 |
116-293 |
116-293 |
116-216 |
117-020 |
| PP |
116-217 |
116-217 |
116-217 |
116-240 |
| S1 |
116-123 |
116-123 |
116-184 |
116-170 |
| S2 |
116-047 |
116-047 |
116-169 |
|
| S3 |
115-197 |
115-273 |
116-153 |
|
| S4 |
115-027 |
115-103 |
116-106 |
|
|
| 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 |
115-300 |
1-187 |
1.4% |
0-286 |
0.8% |
43% |
False |
False |
755,929 |
| 10 |
117-167 |
115-047 |
2-120 |
2.0% |
0-218 |
0.6% |
62% |
False |
False |
629,406 |
| 20 |
117-167 |
114-210 |
2-277 |
2.5% |
0-176 |
0.5% |
69% |
False |
False |
533,186 |
| 40 |
117-167 |
113-280 |
3-207 |
3.1% |
0-146 |
0.4% |
75% |
False |
False |
474,716 |
| 60 |
117-167 |
113-280 |
3-207 |
3.1% |
0-136 |
0.4% |
75% |
False |
False |
420,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-072 |
|
2.618 |
118-115 |
|
1.618 |
117-265 |
|
1.000 |
117-160 |
|
0.618 |
117-095 |
|
HIGH |
116-310 |
|
0.618 |
116-245 |
|
0.500 |
116-225 |
|
0.382 |
116-205 |
|
LOW |
116-140 |
|
0.618 |
116-035 |
|
1.000 |
115-290 |
|
1.618 |
115-185 |
|
2.618 |
115-015 |
|
4.250 |
114-058 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-225 |
116-228 |
| PP |
116-217 |
116-219 |
| S1 |
116-208 |
116-210 |
|