ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-170 |
116-220 |
0-050 |
0.1% |
115-265 |
| High |
116-310 |
116-282 |
-0-028 |
-0.1% |
117-167 |
| Low |
116-140 |
116-155 |
0-015 |
0.0% |
115-177 |
| Close |
116-200 |
116-172 |
-0-028 |
-0.1% |
116-287 |
| Range |
0-170 |
0-127 |
-0-043 |
-25.3% |
1-310 |
| ATR |
0-186 |
0-182 |
-0-004 |
-2.3% |
0-000 |
| Volume |
597,634 |
486,012 |
-111,622 |
-18.7% |
3,136,729 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-264 |
117-185 |
116-242 |
|
| R3 |
117-137 |
117-058 |
116-207 |
|
| R2 |
117-010 |
117-010 |
116-195 |
|
| R1 |
116-251 |
116-251 |
116-184 |
116-227 |
| PP |
116-203 |
116-203 |
116-203 |
116-191 |
| S1 |
116-124 |
116-124 |
116-160 |
116-100 |
| S2 |
116-076 |
116-076 |
116-149 |
|
| S3 |
115-269 |
115-317 |
116-137 |
|
| S4 |
115-142 |
115-190 |
116-102 |
|
|
| 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 |
116-000 |
1-167 |
1.3% |
0-264 |
0.7% |
35% |
False |
False |
723,385 |
| 10 |
117-167 |
115-047 |
2-120 |
2.0% |
0-208 |
0.6% |
59% |
False |
False |
610,162 |
| 20 |
117-167 |
114-210 |
2-277 |
2.5% |
0-179 |
0.5% |
66% |
False |
False |
532,706 |
| 40 |
117-167 |
113-280 |
3-207 |
3.1% |
0-146 |
0.4% |
73% |
False |
False |
479,455 |
| 60 |
117-167 |
113-280 |
3-207 |
3.1% |
0-136 |
0.4% |
73% |
False |
False |
428,046 |
| 80 |
117-167 |
113-280 |
3-207 |
3.1% |
0-112 |
0.3% |
73% |
False |
False |
321,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-182 |
|
2.618 |
117-294 |
|
1.618 |
117-167 |
|
1.000 |
117-089 |
|
0.618 |
117-040 |
|
HIGH |
116-282 |
|
0.618 |
116-233 |
|
0.500 |
116-218 |
|
0.382 |
116-204 |
|
LOW |
116-155 |
|
0.618 |
116-077 |
|
1.000 |
116-028 |
|
1.618 |
115-270 |
|
2.618 |
115-143 |
|
4.250 |
114-255 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-218 |
116-166 |
| PP |
116-203 |
116-161 |
| S1 |
116-188 |
116-155 |
|