ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-010 |
116-280 |
-0-050 |
-0.1% |
116-100 |
| High |
117-160 |
117-060 |
-0-100 |
-0.3% |
117-160 |
| Low |
116-270 |
116-260 |
-0-010 |
0.0% |
115-310 |
| Close |
117-000 |
116-290 |
-0-030 |
-0.1% |
117-000 |
| Range |
0-210 |
0-120 |
-0-090 |
-42.9% |
1-170 |
| ATR |
0-147 |
0-145 |
-0-002 |
-1.3% |
0-000 |
| Volume |
52,114 |
57,400 |
5,286 |
10.1% |
131,567 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-030 |
117-280 |
117-036 |
|
| R3 |
117-230 |
117-160 |
117-003 |
|
| R2 |
117-110 |
117-110 |
116-312 |
|
| R1 |
117-040 |
117-040 |
116-301 |
117-075 |
| PP |
116-310 |
116-310 |
116-310 |
117-008 |
| S1 |
116-240 |
116-240 |
116-279 |
116-275 |
| S2 |
116-190 |
116-190 |
116-268 |
|
| S3 |
116-070 |
116-120 |
116-257 |
|
| S4 |
115-270 |
116-000 |
116-224 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-133 |
120-237 |
117-270 |
|
| R3 |
119-283 |
119-067 |
117-135 |
|
| R2 |
118-113 |
118-113 |
117-090 |
|
| R1 |
117-217 |
117-217 |
117-045 |
118-005 |
| PP |
116-263 |
116-263 |
116-263 |
116-318 |
| S1 |
116-047 |
116-047 |
116-275 |
116-155 |
| S2 |
115-093 |
115-093 |
116-230 |
|
| S3 |
113-243 |
114-197 |
116-185 |
|
| S4 |
112-073 |
113-027 |
116-050 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-250 |
|
2.618 |
118-054 |
|
1.618 |
117-254 |
|
1.000 |
117-180 |
|
0.618 |
117-134 |
|
HIGH |
117-060 |
|
0.618 |
117-014 |
|
0.500 |
117-000 |
|
0.382 |
116-306 |
|
LOW |
116-260 |
|
0.618 |
116-186 |
|
1.000 |
116-140 |
|
1.618 |
116-066 |
|
2.618 |
115-266 |
|
4.250 |
115-070 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-000 |
116-300 |
| PP |
116-310 |
116-297 |
| S1 |
116-300 |
116-293 |
|