ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
114-162 |
114-122 |
-0-040 |
-0.1% |
114-077 |
High |
114-187 |
114-265 |
0-078 |
0.2% |
114-250 |
Low |
114-100 |
114-100 |
0-000 |
0.0% |
113-280 |
Close |
114-160 |
114-237 |
0-077 |
0.2% |
114-160 |
Range |
0-087 |
0-165 |
0-078 |
89.7% |
0-290 |
ATR |
0-118 |
0-121 |
0-003 |
2.9% |
0-000 |
Volume |
453,479 |
331,319 |
-122,160 |
-26.9% |
1,987,432 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-056 |
115-311 |
115-008 |
|
R3 |
115-211 |
115-146 |
114-282 |
|
R2 |
115-046 |
115-046 |
114-267 |
|
R1 |
114-301 |
114-301 |
114-252 |
115-014 |
PP |
114-201 |
114-201 |
114-201 |
114-217 |
S1 |
114-136 |
114-136 |
114-222 |
114-168 |
S2 |
114-036 |
114-036 |
114-207 |
|
S3 |
113-191 |
113-291 |
114-192 |
|
S4 |
113-026 |
113-126 |
114-146 |
|
|
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 |
117-006 |
2.618 |
116-057 |
1.618 |
115-212 |
1.000 |
115-110 |
0.618 |
115-047 |
HIGH |
114-265 |
0.618 |
114-202 |
0.500 |
114-182 |
0.382 |
114-163 |
LOW |
114-100 |
0.618 |
113-318 |
1.000 |
113-255 |
1.618 |
113-153 |
2.618 |
112-308 |
4.250 |
112-039 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-219 |
114-219 |
PP |
114-201 |
114-201 |
S1 |
114-182 |
114-182 |
|