ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-080 |
117-292 |
0-212 |
0.6% |
117-047 |
| High |
118-012 |
118-110 |
0-098 |
0.3% |
118-110 |
| Low |
117-077 |
117-222 |
0-145 |
0.4% |
116-282 |
| Close |
117-235 |
117-270 |
0-035 |
0.1% |
117-270 |
| Range |
0-255 |
0-208 |
-0-047 |
-18.4% |
1-148 |
| ATR |
0-188 |
0-189 |
0-001 |
0.8% |
0-000 |
| Volume |
741,155 |
852,078 |
110,923 |
15.0% |
3,396,636 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-291 |
119-169 |
118-064 |
|
| R3 |
119-083 |
118-281 |
118-007 |
|
| R2 |
118-195 |
118-195 |
117-308 |
|
| R1 |
118-073 |
118-073 |
117-289 |
118-030 |
| PP |
117-307 |
117-307 |
117-307 |
117-286 |
| S1 |
117-185 |
117-185 |
117-251 |
117-142 |
| S2 |
117-099 |
117-099 |
117-232 |
|
| S3 |
116-211 |
116-297 |
117-213 |
|
| S4 |
116-003 |
116-089 |
117-156 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-025 |
121-135 |
118-207 |
|
| R3 |
120-197 |
119-307 |
118-079 |
|
| R2 |
119-049 |
119-049 |
118-036 |
|
| R1 |
118-159 |
118-159 |
117-313 |
118-264 |
| PP |
117-221 |
117-221 |
117-221 |
117-273 |
| S1 |
117-011 |
117-011 |
117-227 |
117-116 |
| S2 |
116-073 |
116-073 |
117-184 |
|
| S3 |
114-245 |
115-183 |
117-141 |
|
| S4 |
113-097 |
114-035 |
117-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-110 |
116-282 |
1-148 |
1.2% |
0-203 |
0.5% |
66% |
True |
False |
679,327 |
| 10 |
118-110 |
116-000 |
2-110 |
2.0% |
0-188 |
0.5% |
79% |
True |
False |
626,622 |
| 20 |
118-110 |
114-235 |
3-195 |
3.1% |
0-201 |
0.5% |
86% |
True |
False |
594,934 |
| 40 |
118-110 |
113-280 |
4-150 |
3.8% |
0-158 |
0.4% |
89% |
True |
False |
509,611 |
| 60 |
118-110 |
113-280 |
4-150 |
3.8% |
0-143 |
0.4% |
89% |
True |
False |
481,354 |
| 80 |
118-110 |
113-280 |
4-150 |
3.8% |
0-128 |
0.3% |
89% |
True |
False |
375,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-034 |
|
2.618 |
120-015 |
|
1.618 |
119-127 |
|
1.000 |
118-318 |
|
0.618 |
118-239 |
|
HIGH |
118-110 |
|
0.618 |
118-031 |
|
0.500 |
118-006 |
|
0.382 |
117-301 |
|
LOW |
117-222 |
|
0.618 |
117-093 |
|
1.000 |
117-014 |
|
1.618 |
116-205 |
|
2.618 |
115-317 |
|
4.250 |
114-298 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-006 |
117-264 |
| PP |
117-307 |
117-259 |
| S1 |
117-289 |
117-254 |
|