ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-220 |
116-167 |
-0-053 |
-0.1% |
115-265 |
| High |
116-282 |
116-227 |
-0-055 |
-0.1% |
117-167 |
| Low |
116-155 |
116-117 |
-0-038 |
-0.1% |
115-177 |
| Close |
116-172 |
116-182 |
0-010 |
0.0% |
116-287 |
| Range |
0-127 |
0-110 |
-0-017 |
-13.4% |
1-310 |
| ATR |
0-182 |
0-177 |
-0-005 |
-2.8% |
0-000 |
| Volume |
486,012 |
471,427 |
-14,585 |
-3.0% |
3,136,729 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-185 |
117-134 |
116-242 |
|
| R3 |
117-075 |
117-024 |
116-212 |
|
| R2 |
116-285 |
116-285 |
116-202 |
|
| R1 |
116-234 |
116-234 |
116-192 |
116-260 |
| PP |
116-175 |
116-175 |
116-175 |
116-188 |
| S1 |
116-124 |
116-124 |
116-172 |
116-150 |
| S2 |
116-065 |
116-065 |
116-162 |
|
| S3 |
115-275 |
116-014 |
116-152 |
|
| S4 |
115-165 |
115-224 |
116-122 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-180 |
121-224 |
117-314 |
|
| R3 |
120-190 |
119-234 |
117-140 |
|
| R2 |
118-200 |
118-200 |
117-082 |
|
| R1 |
117-244 |
117-244 |
117-025 |
118-062 |
| PP |
116-210 |
116-210 |
116-210 |
116-280 |
| S1 |
115-254 |
115-254 |
116-229 |
116-072 |
| S2 |
114-220 |
114-220 |
116-172 |
|
| S3 |
112-230 |
113-264 |
116-114 |
|
| S4 |
110-240 |
111-274 |
115-260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-137 |
116-000 |
1-137 |
1.2% |
0-201 |
0.5% |
40% |
False |
False |
671,854 |
| 10 |
117-167 |
115-137 |
2-030 |
1.8% |
0-207 |
0.6% |
54% |
False |
False |
595,671 |
| 20 |
117-167 |
114-235 |
2-252 |
2.4% |
0-179 |
0.5% |
66% |
False |
False |
536,057 |
| 40 |
117-167 |
113-280 |
3-207 |
3.1% |
0-147 |
0.4% |
74% |
False |
False |
480,005 |
| 60 |
117-167 |
113-280 |
3-207 |
3.1% |
0-136 |
0.4% |
74% |
False |
False |
435,757 |
| 80 |
117-167 |
113-280 |
3-207 |
3.1% |
0-113 |
0.3% |
74% |
False |
False |
327,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-054 |
|
2.618 |
117-195 |
|
1.618 |
117-085 |
|
1.000 |
117-017 |
|
0.618 |
116-295 |
|
HIGH |
116-227 |
|
0.618 |
116-185 |
|
0.500 |
116-172 |
|
0.382 |
116-159 |
|
LOW |
116-117 |
|
0.618 |
116-049 |
|
1.000 |
116-007 |
|
1.618 |
115-259 |
|
2.618 |
115-149 |
|
4.250 |
114-290 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-179 |
116-214 |
| PP |
116-175 |
116-203 |
| S1 |
116-172 |
116-192 |
|