ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
114-260 |
0-190 |
0.5% |
113-290 |
| High |
114-090 |
114-270 |
0-180 |
0.5% |
114-270 |
| Low |
114-070 |
114-240 |
0-170 |
0.5% |
113-280 |
| Close |
114-150 |
114-270 |
0-120 |
0.3% |
114-270 |
| Range |
0-020 |
0-030 |
0-010 |
50.0% |
0-310 |
| ATR |
0-064 |
0-068 |
0-004 |
6.2% |
0-000 |
| Volume |
103 |
1,196 |
1,093 |
1,061.2% |
2,535 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-030 |
115-020 |
114-286 |
|
| R3 |
115-000 |
114-310 |
114-278 |
|
| R2 |
114-290 |
114-290 |
114-276 |
|
| R1 |
114-280 |
114-280 |
114-273 |
114-285 |
| PP |
114-260 |
114-260 |
114-260 |
114-262 |
| S1 |
114-250 |
114-250 |
114-267 |
114-255 |
| S2 |
114-230 |
114-230 |
114-264 |
|
| S3 |
114-200 |
114-220 |
114-262 |
|
| S4 |
114-170 |
114-190 |
114-254 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-137 |
117-033 |
115-120 |
|
| R3 |
116-147 |
116-043 |
115-035 |
|
| R2 |
115-157 |
115-157 |
115-007 |
|
| R1 |
115-053 |
115-053 |
114-298 |
115-105 |
| PP |
114-167 |
114-167 |
114-167 |
114-192 |
| S1 |
114-063 |
114-063 |
114-242 |
114-115 |
| S2 |
113-177 |
113-177 |
114-213 |
|
| S3 |
112-187 |
113-073 |
114-185 |
|
| S4 |
111-197 |
112-083 |
114-100 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-078 |
|
2.618 |
115-029 |
|
1.618 |
114-319 |
|
1.000 |
114-300 |
|
0.618 |
114-289 |
|
HIGH |
114-270 |
|
0.618 |
114-259 |
|
0.500 |
114-255 |
|
0.382 |
114-251 |
|
LOW |
114-240 |
|
0.618 |
114-221 |
|
1.000 |
114-210 |
|
1.618 |
114-191 |
|
2.618 |
114-161 |
|
4.250 |
114-112 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-265 |
114-237 |
| PP |
114-260 |
114-203 |
| S1 |
114-255 |
114-170 |
|