ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
114-170 |
114-310 |
0-140 |
0.4% |
113-290 |
| High |
114-170 |
115-020 |
0-170 |
0.5% |
114-270 |
| Low |
114-170 |
114-290 |
0-120 |
0.3% |
113-280 |
| Close |
114-170 |
114-300 |
0-130 |
0.4% |
114-270 |
| Range |
0-000 |
0-050 |
0-050 |
|
0-310 |
| ATR |
0-071 |
0-078 |
0-007 |
10.0% |
0-000 |
| Volume |
2,581 |
103 |
-2,478 |
-96.0% |
2,535 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-140 |
115-110 |
115-008 |
|
| R3 |
115-090 |
115-060 |
114-314 |
|
| R2 |
115-040 |
115-040 |
114-309 |
|
| R1 |
115-010 |
115-010 |
114-305 |
115-000 |
| PP |
114-310 |
114-310 |
114-310 |
114-305 |
| S1 |
114-280 |
114-280 |
114-295 |
114-270 |
| S2 |
114-260 |
114-260 |
114-291 |
|
| S3 |
114-210 |
114-230 |
114-286 |
|
| S4 |
114-160 |
114-180 |
114-272 |
|
|
| 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 |
115-232 |
|
2.618 |
115-151 |
|
1.618 |
115-101 |
|
1.000 |
115-070 |
|
0.618 |
115-051 |
|
HIGH |
115-020 |
|
0.618 |
115-001 |
|
0.500 |
114-315 |
|
0.382 |
114-309 |
|
LOW |
114-290 |
|
0.618 |
114-259 |
|
1.000 |
114-240 |
|
1.618 |
114-209 |
|
2.618 |
114-159 |
|
4.250 |
114-078 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-315 |
114-285 |
| PP |
114-310 |
114-270 |
| S1 |
114-305 |
114-255 |
|