ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-182 |
117-080 |
-0-102 |
-0.3% |
116-167 |
| High |
117-242 |
118-012 |
0-090 |
0.2% |
117-117 |
| Low |
117-085 |
117-077 |
-0-008 |
0.0% |
116-000 |
| Close |
117-107 |
117-235 |
0-128 |
0.3% |
117-065 |
| Range |
0-157 |
0-255 |
0-098 |
62.4% |
1-117 |
| ATR |
0-183 |
0-188 |
0-005 |
2.8% |
0-000 |
| Volume |
595,591 |
741,155 |
145,564 |
24.4% |
2,869,584 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-020 |
119-222 |
118-055 |
|
| R3 |
119-085 |
118-287 |
117-305 |
|
| R2 |
118-150 |
118-150 |
117-282 |
|
| R1 |
118-032 |
118-032 |
117-258 |
118-091 |
| PP |
117-215 |
117-215 |
117-215 |
117-244 |
| S1 |
117-097 |
117-097 |
117-212 |
117-156 |
| S2 |
116-280 |
116-280 |
117-188 |
|
| S3 |
116-025 |
116-162 |
117-165 |
|
| S4 |
115-090 |
115-227 |
117-095 |
|
|
| 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 |
118-012 |
116-207 |
1-125 |
1.2% |
0-208 |
0.6% |
78% |
True |
False |
600,337 |
| 10 |
118-012 |
116-000 |
2-012 |
1.7% |
0-205 |
0.5% |
85% |
True |
False |
636,095 |
| 20 |
118-012 |
114-235 |
3-097 |
2.8% |
0-197 |
0.5% |
91% |
True |
False |
577,878 |
| 40 |
118-012 |
113-280 |
4-052 |
3.5% |
0-156 |
0.4% |
93% |
True |
False |
508,672 |
| 60 |
118-012 |
113-280 |
4-052 |
3.5% |
0-143 |
0.4% |
93% |
True |
False |
476,128 |
| 80 |
118-012 |
113-280 |
4-052 |
3.5% |
0-126 |
0.3% |
93% |
True |
False |
364,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-136 |
|
2.618 |
120-040 |
|
1.618 |
119-105 |
|
1.000 |
118-267 |
|
0.618 |
118-170 |
|
HIGH |
118-012 |
|
0.618 |
117-235 |
|
0.500 |
117-204 |
|
0.382 |
117-174 |
|
LOW |
117-077 |
|
0.618 |
116-239 |
|
1.000 |
116-142 |
|
1.618 |
115-304 |
|
2.618 |
115-049 |
|
4.250 |
113-273 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-225 |
117-206 |
| PP |
117-215 |
117-176 |
| S1 |
117-204 |
117-147 |
|