ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-090 |
115-170 |
0-080 |
0.2% |
114-277 |
| High |
115-172 |
115-292 |
0-120 |
0.3% |
115-292 |
| Low |
115-047 |
115-137 |
0-090 |
0.2% |
114-235 |
| Close |
115-170 |
115-275 |
0-105 |
0.3% |
115-275 |
| Range |
0-125 |
0-155 |
0-030 |
24.0% |
1-057 |
| ATR |
0-137 |
0-138 |
0-001 |
0.9% |
0-000 |
| Volume |
616,336 |
407,525 |
-208,811 |
-33.9% |
2,495,748 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-060 |
117-002 |
116-040 |
|
| R3 |
116-225 |
116-167 |
115-318 |
|
| R2 |
116-070 |
116-070 |
115-303 |
|
| R1 |
116-012 |
116-012 |
115-289 |
116-041 |
| PP |
115-235 |
115-235 |
115-235 |
115-249 |
| S1 |
115-177 |
115-177 |
115-261 |
115-206 |
| S2 |
115-080 |
115-080 |
115-247 |
|
| S3 |
114-245 |
115-022 |
115-232 |
|
| S4 |
114-090 |
114-187 |
115-190 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-012 |
118-200 |
116-162 |
|
| R3 |
117-275 |
117-143 |
116-059 |
|
| R2 |
116-218 |
116-218 |
116-024 |
|
| R1 |
116-086 |
116-086 |
115-310 |
116-152 |
| PP |
115-161 |
115-161 |
115-161 |
115-194 |
| S1 |
115-029 |
115-029 |
115-240 |
115-095 |
| S2 |
114-104 |
114-104 |
115-206 |
|
| S3 |
113-047 |
113-292 |
115-171 |
|
| S4 |
111-310 |
112-235 |
115-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-292 |
114-235 |
1-057 |
1.0% |
0-170 |
0.5% |
95% |
True |
False |
499,149 |
| 10 |
115-292 |
114-235 |
1-057 |
1.0% |
0-150 |
0.4% |
95% |
True |
False |
476,698 |
| 20 |
115-292 |
113-280 |
2-012 |
1.8% |
0-134 |
0.4% |
97% |
True |
False |
439,373 |
| 40 |
115-317 |
113-280 |
2-037 |
1.8% |
0-122 |
0.3% |
94% |
False |
False |
438,869 |
| 60 |
116-047 |
113-280 |
2-087 |
2.0% |
0-116 |
0.3% |
87% |
False |
False |
343,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-311 |
|
2.618 |
117-058 |
|
1.618 |
116-223 |
|
1.000 |
116-127 |
|
0.618 |
116-068 |
|
HIGH |
115-292 |
|
0.618 |
115-233 |
|
0.500 |
115-214 |
|
0.382 |
115-196 |
|
LOW |
115-137 |
|
0.618 |
115-041 |
|
1.000 |
114-302 |
|
1.618 |
114-206 |
|
2.618 |
114-051 |
|
4.250 |
113-118 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-255 |
115-240 |
| PP |
115-235 |
115-205 |
| S1 |
115-214 |
115-170 |
|