ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-050 |
115-025 |
-0-025 |
-0.1% |
114-122 |
| High |
115-072 |
115-092 |
0-020 |
0.1% |
115-157 |
| Low |
114-300 |
114-305 |
0-005 |
0.0% |
114-100 |
| Close |
115-022 |
115-087 |
0-065 |
0.2% |
115-125 |
| Range |
0-092 |
0-107 |
0-015 |
16.3% |
1-057 |
| ATR |
0-121 |
0-120 |
-0-001 |
-0.8% |
0-000 |
| Volume |
377,490 |
394,077 |
16,587 |
4.4% |
2,033,054 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-056 |
116-018 |
115-146 |
|
| R3 |
115-269 |
115-231 |
115-116 |
|
| R2 |
115-162 |
115-162 |
115-107 |
|
| R1 |
115-124 |
115-124 |
115-097 |
115-143 |
| PP |
115-055 |
115-055 |
115-055 |
115-064 |
| S1 |
115-017 |
115-017 |
115-077 |
115-036 |
| S2 |
114-268 |
114-268 |
115-067 |
|
| S3 |
114-161 |
114-230 |
115-058 |
|
| S4 |
114-054 |
114-123 |
115-028 |
|
|
| 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 |
115-200 |
114-210 |
0-310 |
0.8% |
0-125 |
0.3% |
64% |
False |
False |
435,236 |
| 10 |
115-200 |
114-100 |
1-100 |
1.1% |
0-115 |
0.3% |
73% |
False |
False |
436,311 |
| 20 |
115-200 |
113-280 |
1-240 |
1.5% |
0-121 |
0.3% |
80% |
False |
False |
435,687 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-114 |
0.3% |
61% |
False |
False |
423,890 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-100 |
0.3% |
61% |
False |
False |
287,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-227 |
|
2.618 |
116-052 |
|
1.618 |
115-265 |
|
1.000 |
115-199 |
|
0.618 |
115-158 |
|
HIGH |
115-092 |
|
0.618 |
115-051 |
|
0.500 |
115-038 |
|
0.382 |
115-026 |
|
LOW |
114-305 |
|
0.618 |
114-239 |
|
1.000 |
114-198 |
|
1.618 |
114-132 |
|
2.618 |
114-025 |
|
4.250 |
113-170 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-071 |
115-090 |
| PP |
115-055 |
115-089 |
| S1 |
115-038 |
115-088 |
|