ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-025 |
115-090 |
0-065 |
0.2% |
114-122 |
| High |
115-092 |
115-160 |
0-068 |
0.2% |
115-157 |
| Low |
114-305 |
115-007 |
0-022 |
0.1% |
114-100 |
| Close |
115-087 |
115-022 |
-0-065 |
-0.2% |
115-125 |
| Range |
0-107 |
0-153 |
0-046 |
43.0% |
1-057 |
| ATR |
0-120 |
0-122 |
0-002 |
2.0% |
0-000 |
| Volume |
394,077 |
393,483 |
-594 |
-0.2% |
2,033,054 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-202 |
116-105 |
115-106 |
|
| R3 |
116-049 |
115-272 |
115-064 |
|
| R2 |
115-216 |
115-216 |
115-050 |
|
| R1 |
115-119 |
115-119 |
115-036 |
115-091 |
| PP |
115-063 |
115-063 |
115-063 |
115-049 |
| S1 |
114-286 |
114-286 |
115-008 |
114-258 |
| S2 |
114-230 |
114-230 |
114-314 |
|
| S3 |
114-077 |
114-133 |
114-300 |
|
| S4 |
113-244 |
113-300 |
114-258 |
|
|
| 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 |
114-300 |
0-220 |
0.6% |
0-134 |
0.4% |
19% |
False |
False |
433,051 |
| 10 |
115-200 |
114-100 |
1-100 |
1.1% |
0-121 |
0.3% |
58% |
False |
False |
424,681 |
| 20 |
115-200 |
113-280 |
1-240 |
1.5% |
0-115 |
0.3% |
68% |
False |
False |
439,467 |
| 40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-116 |
0.3% |
53% |
False |
False |
425,254 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-102 |
0.3% |
53% |
False |
False |
293,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-170 |
|
2.618 |
116-241 |
|
1.618 |
116-088 |
|
1.000 |
115-313 |
|
0.618 |
115-255 |
|
HIGH |
115-160 |
|
0.618 |
115-102 |
|
0.500 |
115-084 |
|
0.382 |
115-065 |
|
LOW |
115-007 |
|
0.618 |
114-232 |
|
1.000 |
114-174 |
|
1.618 |
114-079 |
|
2.618 |
113-246 |
|
4.250 |
112-317 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-084 |
115-070 |
| PP |
115-063 |
115-054 |
| S1 |
115-042 |
115-038 |
|