ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
115-207 |
115-315 |
0-108 |
0.3% |
114-277 |
| High |
116-030 |
116-217 |
0-187 |
0.5% |
115-292 |
| Low |
115-192 |
115-300 |
0-108 |
0.3% |
114-235 |
| Close |
115-305 |
116-110 |
0-125 |
0.3% |
115-275 |
| Range |
0-158 |
0-237 |
0-079 |
50.0% |
1-057 |
| ATR |
0-138 |
0-145 |
0-007 |
5.2% |
0-000 |
| Volume |
327,107 |
648,735 |
321,628 |
98.3% |
2,495,748 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-173 |
118-059 |
116-240 |
|
| R3 |
117-256 |
117-142 |
116-175 |
|
| R2 |
117-019 |
117-019 |
116-153 |
|
| R1 |
116-225 |
116-225 |
116-132 |
116-282 |
| PP |
116-102 |
116-102 |
116-102 |
116-131 |
| S1 |
115-308 |
115-308 |
116-088 |
116-045 |
| S2 |
115-185 |
115-185 |
116-067 |
|
| S3 |
114-268 |
115-071 |
116-045 |
|
| S4 |
114-031 |
114-154 |
115-300 |
|
|
| 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 |
116-217 |
115-047 |
1-170 |
1.3% |
0-153 |
0.4% |
78% |
True |
False |
496,939 |
| 10 |
116-217 |
114-235 |
1-302 |
1.7% |
0-163 |
0.4% |
83% |
True |
False |
486,101 |
| 20 |
116-217 |
114-100 |
2-117 |
2.0% |
0-139 |
0.4% |
86% |
True |
False |
461,206 |
| 40 |
116-217 |
113-280 |
2-257 |
2.4% |
0-127 |
0.3% |
88% |
True |
False |
442,245 |
| 60 |
116-217 |
113-280 |
2-257 |
2.4% |
0-120 |
0.3% |
88% |
True |
False |
368,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-264 |
|
2.618 |
118-197 |
|
1.618 |
117-280 |
|
1.000 |
117-134 |
|
0.618 |
117-043 |
|
HIGH |
116-217 |
|
0.618 |
116-126 |
|
0.500 |
116-098 |
|
0.382 |
116-071 |
|
LOW |
115-300 |
|
0.618 |
115-154 |
|
1.000 |
115-063 |
|
1.618 |
114-237 |
|
2.618 |
114-000 |
|
4.250 |
112-253 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-106 |
116-086 |
| PP |
116-102 |
116-061 |
| S1 |
116-098 |
116-037 |
|