ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
114-077 |
113-310 |
-0-087 |
-0.2% |
114-210 |
High |
114-102 |
114-075 |
-0-027 |
-0.1% |
114-282 |
Low |
113-280 |
113-310 |
0-030 |
0.1% |
114-155 |
Close |
113-302 |
114-035 |
0-053 |
0.1% |
114-232 |
Range |
0-142 |
0-085 |
-0-057 |
-40.1% |
0-127 |
ATR |
0-120 |
0-118 |
-0-002 |
-1.6% |
0-000 |
Volume |
173,653 |
374,183 |
200,530 |
115.5% |
1,569,877 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-288 |
114-247 |
114-082 |
|
R3 |
114-203 |
114-162 |
114-058 |
|
R2 |
114-118 |
114-118 |
114-051 |
|
R1 |
114-077 |
114-077 |
114-043 |
114-098 |
PP |
114-033 |
114-033 |
114-033 |
114-044 |
S1 |
113-312 |
113-312 |
114-027 |
114-012 |
S2 |
113-268 |
113-268 |
114-019 |
|
S3 |
113-183 |
113-227 |
114-012 |
|
S4 |
113-098 |
113-142 |
113-308 |
|
|
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 |
115-116 |
2.618 |
114-298 |
1.618 |
114-213 |
1.000 |
114-160 |
0.618 |
114-128 |
HIGH |
114-075 |
0.618 |
114-043 |
0.500 |
114-032 |
0.382 |
114-022 |
LOW |
113-310 |
0.618 |
113-257 |
1.000 |
113-225 |
1.618 |
113-172 |
2.618 |
113-087 |
4.250 |
112-269 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-034 |
114-121 |
PP |
114-033 |
114-092 |
S1 |
114-032 |
114-064 |
|