ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-210 |
116-312 |
-0-218 |
-0.6% |
117-225 |
| High |
117-222 |
117-160 |
-0-062 |
-0.2% |
118-155 |
| Low |
116-302 |
116-312 |
0-010 |
0.0% |
116-302 |
| Close |
117-017 |
117-140 |
0-123 |
0.3% |
117-140 |
| Range |
0-240 |
0-168 |
-0-072 |
-30.0% |
1-173 |
| ATR |
0-193 |
0-191 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,330,361 |
844,097 |
-486,264 |
-36.6% |
4,655,856 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-281 |
118-219 |
117-232 |
|
| R3 |
118-113 |
118-051 |
117-186 |
|
| R2 |
117-265 |
117-265 |
117-171 |
|
| R1 |
117-203 |
117-203 |
117-155 |
117-234 |
| PP |
117-097 |
117-097 |
117-097 |
117-113 |
| S1 |
117-035 |
117-035 |
117-125 |
117-066 |
| S2 |
116-249 |
116-249 |
117-109 |
|
| S3 |
116-081 |
116-187 |
117-094 |
|
| S4 |
115-233 |
116-019 |
117-048 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-078 |
121-122 |
118-091 |
|
| R3 |
120-225 |
119-269 |
117-276 |
|
| R2 |
119-052 |
119-052 |
117-230 |
|
| R1 |
118-096 |
118-096 |
117-185 |
117-308 |
| PP |
117-199 |
117-199 |
117-199 |
117-145 |
| S1 |
116-243 |
116-243 |
117-095 |
116-134 |
| S2 |
116-026 |
116-026 |
117-050 |
|
| S3 |
114-173 |
115-070 |
117-004 |
|
| S4 |
113-000 |
113-217 |
116-189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-155 |
116-302 |
1-173 |
1.3% |
0-189 |
0.5% |
32% |
False |
False |
931,171 |
| 10 |
118-155 |
116-282 |
1-193 |
1.4% |
0-196 |
0.5% |
35% |
False |
False |
805,249 |
| 20 |
118-155 |
115-177 |
2-298 |
2.5% |
0-205 |
0.5% |
64% |
False |
False |
702,940 |
| 40 |
118-155 |
113-280 |
4-195 |
3.9% |
0-170 |
0.5% |
77% |
False |
False |
571,156 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-150 |
0.4% |
77% |
False |
False |
526,893 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-138 |
0.4% |
77% |
False |
False |
433,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-234 |
|
2.618 |
118-280 |
|
1.618 |
118-112 |
|
1.000 |
118-008 |
|
0.618 |
117-264 |
|
HIGH |
117-160 |
|
0.618 |
117-096 |
|
0.500 |
117-076 |
|
0.382 |
117-056 |
|
LOW |
116-312 |
|
0.618 |
116-208 |
|
1.000 |
116-144 |
|
1.618 |
116-040 |
|
2.618 |
115-192 |
|
4.250 |
114-238 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-119 |
117-138 |
| PP |
117-097 |
117-136 |
| S1 |
117-076 |
117-134 |
|