ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-202 |
115-090 |
-0-112 |
-0.3% |
115-147 |
| High |
115-270 |
115-172 |
-0-098 |
-0.3% |
115-200 |
| Low |
115-050 |
115-047 |
-0-003 |
0.0% |
114-237 |
| Close |
115-067 |
115-170 |
0-103 |
0.3% |
114-267 |
| Range |
0-220 |
0-125 |
-0-095 |
-43.2% |
0-283 |
| ATR |
0-138 |
0-137 |
-0-001 |
-0.7% |
0-000 |
| Volume |
678,453 |
616,336 |
-62,117 |
-9.2% |
2,271,232 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-185 |
116-142 |
115-239 |
|
| R3 |
116-060 |
116-017 |
115-204 |
|
| R2 |
115-255 |
115-255 |
115-193 |
|
| R1 |
115-212 |
115-212 |
115-181 |
115-234 |
| PP |
115-130 |
115-130 |
115-130 |
115-140 |
| S1 |
115-087 |
115-087 |
115-159 |
115-108 |
| S2 |
115-005 |
115-005 |
115-147 |
|
| S3 |
114-200 |
114-282 |
115-136 |
|
| S4 |
114-075 |
114-157 |
115-101 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-230 |
117-052 |
115-103 |
|
| R3 |
116-267 |
116-089 |
115-025 |
|
| R2 |
115-304 |
115-304 |
114-319 |
|
| R1 |
115-126 |
115-126 |
114-293 |
115-074 |
| PP |
115-021 |
115-021 |
115-021 |
114-315 |
| S1 |
114-163 |
114-163 |
114-241 |
114-110 |
| S2 |
114-058 |
114-058 |
114-215 |
|
| S3 |
113-095 |
113-200 |
114-189 |
|
| S4 |
112-132 |
112-237 |
114-111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-270 |
114-235 |
1-035 |
1.0% |
0-167 |
0.5% |
72% |
False |
False |
519,834 |
| 10 |
115-270 |
114-235 |
1-035 |
1.0% |
0-151 |
0.4% |
72% |
False |
False |
476,442 |
| 20 |
115-270 |
113-280 |
1-310 |
1.7% |
0-130 |
0.4% |
84% |
False |
False |
443,826 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-122 |
0.3% |
73% |
False |
False |
437,840 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-113 |
0.3% |
73% |
False |
False |
337,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-063 |
|
2.618 |
116-179 |
|
1.618 |
116-054 |
|
1.000 |
115-297 |
|
0.618 |
115-249 |
|
HIGH |
115-172 |
|
0.618 |
115-124 |
|
0.500 |
115-110 |
|
0.382 |
115-095 |
|
LOW |
115-047 |
|
0.618 |
114-290 |
|
1.000 |
114-242 |
|
1.618 |
114-165 |
|
2.618 |
114-040 |
|
4.250 |
113-156 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-150 |
115-156 |
| PP |
115-130 |
115-142 |
| S1 |
115-110 |
115-128 |
|