ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-057 |
114-200 |
0-143 |
0.4% |
114-210 |
| High |
114-207 |
114-250 |
0-043 |
0.1% |
114-282 |
| Low |
114-050 |
114-150 |
0-100 |
0.3% |
114-155 |
| Close |
114-192 |
114-165 |
-0-027 |
-0.1% |
114-232 |
| Range |
0-157 |
0-100 |
-0-057 |
-36.3% |
0-127 |
| ATR |
0-122 |
0-120 |
-0-002 |
-1.3% |
0-000 |
| Volume |
476,331 |
509,786 |
33,455 |
7.0% |
1,569,877 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-168 |
115-107 |
114-220 |
|
| R3 |
115-068 |
115-007 |
114-192 |
|
| R2 |
114-288 |
114-288 |
114-183 |
|
| R1 |
114-227 |
114-227 |
114-174 |
114-208 |
| PP |
114-188 |
114-188 |
114-188 |
114-179 |
| S1 |
114-127 |
114-127 |
114-156 |
114-108 |
| S2 |
114-088 |
114-088 |
114-147 |
|
| S3 |
113-308 |
114-027 |
114-138 |
|
| S4 |
113-208 |
113-247 |
114-110 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-284 |
115-225 |
114-302 |
|
| R3 |
115-157 |
115-098 |
114-267 |
|
| R2 |
115-030 |
115-030 |
114-255 |
|
| R1 |
114-291 |
114-291 |
114-244 |
115-000 |
| PP |
114-223 |
114-223 |
114-223 |
114-238 |
| S1 |
114-164 |
114-164 |
114-220 |
114-194 |
| S2 |
114-096 |
114-096 |
114-209 |
|
| S3 |
113-289 |
114-037 |
114-197 |
|
| S4 |
113-162 |
113-230 |
114-162 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-035 |
|
2.618 |
115-192 |
|
1.618 |
115-092 |
|
1.000 |
115-030 |
|
0.618 |
114-312 |
|
HIGH |
114-250 |
|
0.618 |
114-212 |
|
0.500 |
114-200 |
|
0.382 |
114-188 |
|
LOW |
114-150 |
|
0.618 |
114-088 |
|
1.000 |
114-050 |
|
1.618 |
113-308 |
|
2.618 |
113-208 |
|
4.250 |
113-045 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-200 |
114-150 |
| PP |
114-188 |
114-135 |
| S1 |
114-177 |
114-120 |
|