ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
114-200 |
114-162 |
-0-038 |
-0.1% |
114-077 |
High |
114-250 |
114-187 |
-0-063 |
-0.2% |
114-250 |
Low |
114-150 |
114-100 |
-0-050 |
-0.1% |
113-280 |
Close |
114-165 |
114-160 |
-0-005 |
0.0% |
114-160 |
Range |
0-100 |
0-087 |
-0-013 |
-13.0% |
0-290 |
ATR |
0-120 |
0-118 |
-0-002 |
-2.0% |
0-000 |
Volume |
509,786 |
453,479 |
-56,307 |
-11.0% |
1,987,432 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-090 |
115-052 |
114-208 |
|
R3 |
115-003 |
114-285 |
114-184 |
|
R2 |
114-236 |
114-236 |
114-176 |
|
R1 |
114-198 |
114-198 |
114-168 |
114-174 |
PP |
114-149 |
114-149 |
114-149 |
114-137 |
S1 |
114-111 |
114-111 |
114-152 |
114-086 |
S2 |
114-062 |
114-062 |
114-144 |
|
S3 |
113-295 |
114-024 |
114-136 |
|
S4 |
113-208 |
113-257 |
114-112 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-033 |
116-227 |
115-000 |
|
R3 |
116-063 |
115-257 |
114-240 |
|
R2 |
115-093 |
115-093 |
114-213 |
|
R1 |
114-287 |
114-287 |
114-187 |
115-030 |
PP |
114-123 |
114-123 |
114-123 |
114-155 |
S1 |
113-317 |
113-317 |
114-133 |
114-060 |
S2 |
113-153 |
113-153 |
114-107 |
|
S3 |
112-183 |
113-027 |
114-080 |
|
S4 |
111-213 |
112-057 |
114-000 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-237 |
2.618 |
115-095 |
1.618 |
115-008 |
1.000 |
114-274 |
0.618 |
114-241 |
HIGH |
114-187 |
0.618 |
114-154 |
0.500 |
114-144 |
0.382 |
114-133 |
LOW |
114-100 |
0.618 |
114-046 |
1.000 |
114-013 |
1.618 |
113-279 |
2.618 |
113-192 |
4.250 |
113-050 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-154 |
114-157 |
PP |
114-149 |
114-153 |
S1 |
114-144 |
114-150 |
|