ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-227 |
114-312 |
0-085 |
0.2% |
114-122 |
| High |
114-317 |
115-157 |
0-160 |
0.4% |
115-157 |
| Low |
114-210 |
114-312 |
0-102 |
0.3% |
114-100 |
| Close |
114-292 |
115-125 |
0-153 |
0.4% |
115-125 |
| Range |
0-107 |
0-165 |
0-058 |
54.2% |
1-057 |
| ATR |
0-116 |
0-121 |
0-005 |
4.3% |
0-000 |
| Volume |
404,410 |
404,974 |
564 |
0.1% |
2,033,054 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-266 |
116-201 |
115-216 |
|
| R3 |
116-101 |
116-036 |
115-170 |
|
| R2 |
115-256 |
115-256 |
115-155 |
|
| R1 |
115-191 |
115-191 |
115-140 |
115-224 |
| PP |
115-091 |
115-091 |
115-091 |
115-108 |
| S1 |
115-026 |
115-026 |
115-110 |
115-058 |
| S2 |
114-246 |
114-246 |
115-095 |
|
| S3 |
114-081 |
114-181 |
115-080 |
|
| S4 |
113-236 |
114-016 |
115-034 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-192 |
118-055 |
116-012 |
|
| R3 |
117-135 |
116-318 |
115-229 |
|
| R2 |
116-078 |
116-078 |
115-194 |
|
| R1 |
115-261 |
115-261 |
115-160 |
116-010 |
| PP |
115-021 |
115-021 |
115-021 |
115-055 |
| S1 |
114-204 |
114-204 |
115-090 |
114-272 |
| S2 |
113-284 |
113-284 |
115-056 |
|
| S3 |
112-227 |
113-147 |
115-021 |
|
| S4 |
111-170 |
112-090 |
114-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-157 |
114-100 |
1-057 |
1.0% |
0-122 |
0.3% |
92% |
True |
False |
406,610 |
| 10 |
115-157 |
113-280 |
1-197 |
1.4% |
0-118 |
0.3% |
94% |
True |
False |
402,048 |
| 20 |
115-157 |
113-280 |
1-197 |
1.4% |
0-117 |
0.3% |
94% |
True |
False |
426,659 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-114 |
0.3% |
67% |
False |
False |
395,443 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-094 |
0.3% |
67% |
False |
False |
264,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-218 |
|
2.618 |
116-269 |
|
1.618 |
116-104 |
|
1.000 |
116-002 |
|
0.618 |
115-259 |
|
HIGH |
115-157 |
|
0.618 |
115-094 |
|
0.500 |
115-074 |
|
0.382 |
115-055 |
|
LOW |
114-312 |
|
0.618 |
114-210 |
|
1.000 |
114-147 |
|
1.618 |
114-045 |
|
2.618 |
113-200 |
|
4.250 |
112-251 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-108 |
115-091 |
| PP |
115-091 |
115-057 |
| S1 |
115-074 |
115-024 |
|