ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
114-262 |
114-077 |
-0-185 |
-0.5% |
114-210 |
High |
114-282 |
114-102 |
-0-180 |
-0.5% |
114-282 |
Low |
114-205 |
113-280 |
-0-245 |
-0.7% |
114-155 |
Close |
114-232 |
113-302 |
-0-250 |
-0.7% |
114-232 |
Range |
0-077 |
0-142 |
0-065 |
84.4% |
0-127 |
ATR |
0-108 |
0-120 |
0-012 |
10.8% |
0-000 |
Volume |
496,586 |
173,653 |
-322,933 |
-65.0% |
1,569,877 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-121 |
115-033 |
114-060 |
|
R3 |
114-299 |
114-211 |
114-021 |
|
R2 |
114-157 |
114-157 |
114-008 |
|
R1 |
114-069 |
114-069 |
113-315 |
114-042 |
PP |
114-015 |
114-015 |
114-015 |
114-001 |
S1 |
113-247 |
113-247 |
113-289 |
113-220 |
S2 |
113-193 |
113-193 |
113-276 |
|
S3 |
113-051 |
113-105 |
113-263 |
|
S4 |
112-229 |
112-283 |
113-224 |
|
|
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 |
116-066 |
2.618 |
115-154 |
1.618 |
115-012 |
1.000 |
114-244 |
0.618 |
114-190 |
HIGH |
114-102 |
0.618 |
114-048 |
0.500 |
114-031 |
0.382 |
114-014 |
LOW |
113-280 |
0.618 |
113-192 |
1.000 |
113-138 |
1.618 |
113-050 |
2.618 |
112-228 |
4.250 |
111-316 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-031 |
114-121 |
PP |
114-015 |
114-075 |
S1 |
113-318 |
114-028 |
|