ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
115-000 |
115-150 |
0-150 |
0.4% |
113-290 |
| High |
115-220 |
116-100 |
0-200 |
0.5% |
114-270 |
| Low |
115-000 |
115-150 |
0-150 |
0.4% |
113-280 |
| Close |
115-120 |
116-020 |
0-220 |
0.6% |
114-270 |
| Range |
0-220 |
0-270 |
0-050 |
22.7% |
0-310 |
| ATR |
0-089 |
0-104 |
0-015 |
16.8% |
0-000 |
| Volume |
4,208 |
3,196 |
-1,012 |
-24.0% |
2,535 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-153 |
118-037 |
116-168 |
|
| R3 |
117-203 |
117-087 |
116-094 |
|
| R2 |
116-253 |
116-253 |
116-070 |
|
| R1 |
116-137 |
116-137 |
116-045 |
116-195 |
| PP |
115-303 |
115-303 |
115-303 |
116-012 |
| S1 |
115-187 |
115-187 |
115-315 |
115-245 |
| S2 |
115-033 |
115-033 |
115-290 |
|
| S3 |
114-083 |
114-237 |
115-266 |
|
| S4 |
113-133 |
113-287 |
115-192 |
|
|
| 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 |
119-288 |
|
2.618 |
118-167 |
|
1.618 |
117-217 |
|
1.000 |
117-050 |
|
0.618 |
116-267 |
|
HIGH |
116-100 |
|
0.618 |
115-317 |
|
0.500 |
115-285 |
|
0.382 |
115-253 |
|
LOW |
115-150 |
|
0.618 |
114-303 |
|
1.000 |
114-200 |
|
1.618 |
114-033 |
|
2.618 |
113-083 |
|
4.250 |
111-282 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-002 |
115-292 |
| PP |
115-303 |
115-243 |
| S1 |
115-285 |
115-195 |
|