ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-222 |
117-047 |
0-145 |
0.4% |
116-167 |
| High |
117-117 |
117-157 |
0-040 |
0.1% |
117-117 |
| Low |
116-207 |
116-305 |
0-098 |
0.3% |
116-000 |
| Close |
117-065 |
117-020 |
-0-045 |
-0.1% |
117-065 |
| Range |
0-230 |
0-172 |
-0-058 |
-25.2% |
1-117 |
| ATR |
0-182 |
0-182 |
-0-001 |
-0.4% |
0-000 |
| Volume |
457,127 |
718,864 |
261,737 |
57.3% |
2,869,584 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-250 |
118-147 |
117-115 |
|
| R3 |
118-078 |
117-295 |
117-067 |
|
| R2 |
117-226 |
117-226 |
117-052 |
|
| R1 |
117-123 |
117-123 |
117-036 |
117-088 |
| PP |
117-054 |
117-054 |
117-054 |
117-037 |
| S1 |
116-271 |
116-271 |
117-004 |
116-236 |
| S2 |
116-202 |
116-202 |
116-308 |
|
| S3 |
116-030 |
116-099 |
116-293 |
|
| S4 |
115-178 |
115-247 |
116-245 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-305 |
120-142 |
117-305 |
|
| R3 |
119-188 |
119-025 |
117-185 |
|
| R2 |
118-071 |
118-071 |
117-145 |
|
| R1 |
117-228 |
117-228 |
117-105 |
117-310 |
| PP |
116-274 |
116-274 |
116-274 |
116-315 |
| S1 |
116-111 |
116-111 |
117-025 |
116-192 |
| S2 |
115-157 |
115-157 |
116-305 |
|
| S3 |
114-040 |
114-314 |
116-265 |
|
| S4 |
112-243 |
113-197 |
116-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-157 |
116-117 |
1-040 |
1.0% |
0-162 |
0.4% |
62% |
True |
False |
546,212 |
| 10 |
117-167 |
115-192 |
1-295 |
1.6% |
0-223 |
0.6% |
76% |
False |
False |
624,018 |
| 20 |
117-167 |
114-235 |
2-252 |
2.4% |
0-183 |
0.5% |
84% |
False |
False |
544,846 |
| 40 |
117-167 |
113-280 |
3-207 |
3.1% |
0-152 |
0.4% |
87% |
False |
False |
489,805 |
| 60 |
117-167 |
113-280 |
3-207 |
3.1% |
0-138 |
0.4% |
87% |
False |
False |
454,467 |
| 80 |
117-167 |
113-280 |
3-207 |
3.1% |
0-118 |
0.3% |
87% |
False |
False |
341,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-248 |
|
2.618 |
118-287 |
|
1.618 |
118-115 |
|
1.000 |
118-009 |
|
0.618 |
117-263 |
|
HIGH |
117-157 |
|
0.618 |
117-091 |
|
0.500 |
117-071 |
|
0.382 |
117-051 |
|
LOW |
116-305 |
|
0.618 |
116-199 |
|
1.000 |
116-133 |
|
1.618 |
116-027 |
|
2.618 |
115-175 |
|
4.250 |
114-214 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-071 |
117-006 |
| PP |
117-054 |
116-311 |
| S1 |
117-037 |
116-297 |
|