ECBOT 5 Year T-Note Future June 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-030 |
114-277 |
-0-073 |
-0.2% |
115-147 |
High |
115-057 |
115-020 |
-0-037 |
-0.1% |
115-200 |
Low |
114-237 |
114-235 |
-0-002 |
0.0% |
114-237 |
Close |
114-267 |
114-300 |
0-033 |
0.1% |
114-267 |
Range |
0-140 |
0-105 |
-0-035 |
-25.0% |
0-283 |
ATR |
0-124 |
0-122 |
-0-001 |
-1.1% |
0-000 |
Volume |
510,950 |
457,496 |
-53,454 |
-10.5% |
2,271,232 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-287 |
115-238 |
115-038 |
|
R3 |
115-182 |
115-133 |
115-009 |
|
R2 |
115-077 |
115-077 |
114-319 |
|
R1 |
115-028 |
115-028 |
114-310 |
115-052 |
PP |
114-292 |
114-292 |
114-292 |
114-304 |
S1 |
114-243 |
114-243 |
114-290 |
114-268 |
S2 |
114-187 |
114-187 |
114-281 |
|
S3 |
114-082 |
114-138 |
114-271 |
|
S4 |
113-297 |
114-033 |
114-242 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-230 |
117-052 |
115-103 |
|
R3 |
116-267 |
116-089 |
115-025 |
|
R2 |
115-304 |
115-304 |
114-319 |
|
R1 |
115-126 |
115-126 |
114-293 |
115-074 |
PP |
115-021 |
115-021 |
115-021 |
114-315 |
S1 |
114-163 |
114-163 |
114-241 |
114-110 |
S2 |
114-058 |
114-058 |
114-215 |
|
S3 |
113-095 |
113-200 |
114-189 |
|
S4 |
112-132 |
112-237 |
114-111 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115-160 |
114-235 |
0-245 |
0.7% |
0-119 |
0.3% |
27% |
False |
True |
426,699 |
10 |
115-200 |
114-210 |
0-310 |
0.8% |
0-120 |
0.3% |
29% |
False |
False |
443,046 |
20 |
115-200 |
113-280 |
1-240 |
1.5% |
0-114 |
0.3% |
61% |
False |
False |
415,954 |
40 |
116-047 |
113-280 |
2-087 |
2.0% |
0-113 |
0.3% |
47% |
False |
False |
424,625 |
60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-106 |
0.3% |
47% |
False |
False |
309,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-146 |
2.618 |
115-295 |
1.618 |
115-190 |
1.000 |
115-125 |
0.618 |
115-085 |
HIGH |
115-020 |
0.618 |
114-300 |
0.500 |
114-288 |
0.382 |
114-275 |
LOW |
114-235 |
0.618 |
114-170 |
1.000 |
114-130 |
1.618 |
114-065 |
2.618 |
113-280 |
4.250 |
113-109 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-296 |
115-038 |
PP |
114-292 |
115-018 |
S1 |
114-288 |
114-319 |
|