ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-310 |
117-182 |
0-192 |
0.5% |
116-167 |
| High |
117-187 |
117-242 |
0-055 |
0.1% |
117-117 |
| Low |
116-282 |
117-085 |
0-123 |
0.3% |
116-000 |
| Close |
117-147 |
117-107 |
-0-040 |
-0.1% |
117-065 |
| Range |
0-225 |
0-157 |
-0-068 |
-30.2% |
1-117 |
| ATR |
0-185 |
0-183 |
-0-002 |
-1.1% |
0-000 |
| Volume |
488,948 |
595,591 |
106,643 |
21.8% |
2,869,584 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-296 |
118-198 |
117-193 |
|
| R3 |
118-139 |
118-041 |
117-150 |
|
| R2 |
117-302 |
117-302 |
117-136 |
|
| R1 |
117-204 |
117-204 |
117-121 |
117-174 |
| PP |
117-145 |
117-145 |
117-145 |
117-130 |
| S1 |
117-047 |
117-047 |
117-093 |
117-018 |
| S2 |
116-308 |
116-308 |
117-078 |
|
| S3 |
116-151 |
116-210 |
117-064 |
|
| S4 |
115-314 |
116-053 |
117-021 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-305 |
120-142 |
117-305 |
|
| R3 |
119-188 |
119-025 |
117-185 |
|
| R2 |
118-071 |
118-071 |
117-145 |
|
| R1 |
117-228 |
117-228 |
117-105 |
117-310 |
| PP |
116-274 |
116-274 |
116-274 |
116-315 |
| S1 |
116-111 |
116-111 |
117-025 |
116-192 |
| S2 |
115-157 |
115-157 |
116-305 |
|
| S3 |
114-040 |
114-314 |
116-265 |
|
| S4 |
112-243 |
113-197 |
116-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-242 |
116-117 |
1-125 |
1.2% |
0-179 |
0.5% |
70% |
True |
False |
546,391 |
| 10 |
117-242 |
116-000 |
1-242 |
1.5% |
0-222 |
0.6% |
76% |
True |
False |
634,888 |
| 20 |
117-242 |
114-235 |
3-007 |
2.6% |
0-192 |
0.5% |
86% |
True |
False |
560,494 |
| 40 |
117-242 |
113-280 |
3-282 |
3.3% |
0-157 |
0.4% |
89% |
True |
False |
498,090 |
| 60 |
117-242 |
113-280 |
3-282 |
3.3% |
0-140 |
0.4% |
89% |
True |
False |
469,425 |
| 80 |
117-242 |
113-280 |
3-282 |
3.3% |
0-123 |
0.3% |
89% |
True |
False |
355,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-269 |
|
2.618 |
119-013 |
|
1.618 |
118-176 |
|
1.000 |
118-079 |
|
0.618 |
118-019 |
|
HIGH |
117-242 |
|
0.618 |
117-182 |
|
0.500 |
117-164 |
|
0.382 |
117-145 |
|
LOW |
117-085 |
|
0.618 |
116-308 |
|
1.000 |
116-248 |
|
1.618 |
116-151 |
|
2.618 |
115-314 |
|
4.250 |
115-058 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-164 |
117-105 |
| PP |
117-145 |
117-104 |
| S1 |
117-126 |
117-102 |
|