ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
115-170 |
115-290 |
0-120 |
0.3% |
114-170 |
| High |
115-240 |
115-290 |
0-050 |
0.1% |
116-100 |
| Low |
115-020 |
115-170 |
0-150 |
0.4% |
114-170 |
| Close |
115-210 |
115-220 |
0-010 |
0.0% |
115-310 |
| Range |
0-220 |
0-120 |
-0-100 |
-45.5% |
1-250 |
| ATR |
0-121 |
0-121 |
0-000 |
0.0% |
0-000 |
| Volume |
6,342 |
9,243 |
2,901 |
45.7% |
15,055 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-267 |
116-203 |
115-286 |
|
| R3 |
116-147 |
116-083 |
115-253 |
|
| R2 |
116-027 |
116-027 |
115-242 |
|
| R1 |
115-283 |
115-283 |
115-231 |
115-255 |
| PP |
115-227 |
115-227 |
115-227 |
115-212 |
| S1 |
115-163 |
115-163 |
115-209 |
115-135 |
| S2 |
115-107 |
115-107 |
115-198 |
|
| S3 |
114-307 |
115-043 |
115-187 |
|
| S4 |
114-187 |
114-243 |
115-154 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-303 |
120-077 |
116-304 |
|
| R3 |
119-053 |
118-147 |
116-147 |
|
| R2 |
117-123 |
117-123 |
116-094 |
|
| R1 |
116-217 |
116-217 |
116-042 |
117-010 |
| PP |
115-193 |
115-193 |
115-193 |
115-250 |
| S1 |
114-287 |
114-287 |
115-258 |
115-080 |
| S2 |
113-263 |
113-263 |
115-206 |
|
| S3 |
112-013 |
113-037 |
115-153 |
|
| S4 |
110-083 |
111-107 |
114-316 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-160 |
|
2.618 |
116-284 |
|
1.618 |
116-164 |
|
1.000 |
116-090 |
|
0.618 |
116-044 |
|
HIGH |
115-290 |
|
0.618 |
115-244 |
|
0.500 |
115-230 |
|
0.382 |
115-216 |
|
LOW |
115-170 |
|
0.618 |
115-096 |
|
1.000 |
115-050 |
|
1.618 |
114-296 |
|
2.618 |
114-176 |
|
4.250 |
113-300 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-230 |
115-218 |
| PP |
115-227 |
115-217 |
| S1 |
115-223 |
115-215 |
|