ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
113-310 |
114-057 |
0-067 |
0.2% |
114-210 |
High |
114-075 |
114-207 |
0-132 |
0.4% |
114-282 |
Low |
113-310 |
114-050 |
0-060 |
0.2% |
114-155 |
Close |
114-035 |
114-192 |
0-157 |
0.4% |
114-232 |
Range |
0-085 |
0-157 |
0-072 |
84.7% |
0-127 |
ATR |
0-118 |
0-122 |
0-004 |
3.3% |
0-000 |
Volume |
374,183 |
476,331 |
102,148 |
27.3% |
1,569,877 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-301 |
115-243 |
114-278 |
|
R3 |
115-144 |
115-086 |
114-235 |
|
R2 |
114-307 |
114-307 |
114-221 |
|
R1 |
114-249 |
114-249 |
114-206 |
114-278 |
PP |
114-150 |
114-150 |
114-150 |
114-164 |
S1 |
114-092 |
114-092 |
114-178 |
114-121 |
S2 |
113-313 |
113-313 |
114-163 |
|
S3 |
113-156 |
113-255 |
114-149 |
|
S4 |
112-319 |
113-098 |
114-106 |
|
|
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 |
116-234 |
2.618 |
115-298 |
1.618 |
115-141 |
1.000 |
115-044 |
0.618 |
114-304 |
HIGH |
114-207 |
0.618 |
114-147 |
0.500 |
114-128 |
0.382 |
114-110 |
LOW |
114-050 |
0.618 |
113-273 |
1.000 |
113-213 |
1.618 |
113-116 |
2.618 |
112-279 |
4.250 |
112-023 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-171 |
114-156 |
PP |
114-150 |
114-120 |
S1 |
114-128 |
114-084 |
|