ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-167 |
116-222 |
0-055 |
0.1% |
116-167 |
| High |
116-227 |
117-117 |
0-210 |
0.6% |
117-117 |
| Low |
116-117 |
116-207 |
0-090 |
0.2% |
116-000 |
| Close |
116-182 |
117-065 |
0-203 |
0.5% |
117-065 |
| Range |
0-110 |
0-230 |
0-120 |
109.1% |
1-117 |
| ATR |
0-177 |
0-182 |
0-006 |
3.2% |
0-000 |
| Volume |
471,427 |
457,127 |
-14,300 |
-3.0% |
2,869,584 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-073 |
118-299 |
117-192 |
|
| R3 |
118-163 |
118-069 |
117-128 |
|
| R2 |
117-253 |
117-253 |
117-107 |
|
| R1 |
117-159 |
117-159 |
117-086 |
117-206 |
| PP |
117-023 |
117-023 |
117-023 |
117-046 |
| S1 |
116-249 |
116-249 |
117-044 |
116-296 |
| S2 |
116-113 |
116-113 |
117-023 |
|
| S3 |
115-203 |
116-019 |
117-002 |
|
| S4 |
114-293 |
115-109 |
116-258 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-305 |
120-142 |
117-305 |
|
| R3 |
119-188 |
119-025 |
117-185 |
|
| R2 |
118-071 |
118-071 |
117-145 |
|
| R1 |
117-228 |
117-228 |
117-105 |
117-310 |
| PP |
116-274 |
116-274 |
116-274 |
116-315 |
| S1 |
116-111 |
116-111 |
117-025 |
116-192 |
| S2 |
115-157 |
115-157 |
116-305 |
|
| S3 |
114-040 |
114-314 |
116-265 |
|
| S4 |
112-243 |
113-197 |
116-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-117 |
116-000 |
1-117 |
1.2% |
0-172 |
0.5% |
88% |
True |
False |
573,916 |
| 10 |
117-167 |
115-177 |
1-310 |
1.7% |
0-214 |
0.6% |
84% |
False |
False |
600,631 |
| 20 |
117-167 |
114-235 |
2-252 |
2.4% |
0-182 |
0.5% |
89% |
False |
False |
538,664 |
| 40 |
117-167 |
113-280 |
3-207 |
3.1% |
0-150 |
0.4% |
91% |
False |
False |
482,662 |
| 60 |
117-167 |
113-280 |
3-207 |
3.1% |
0-137 |
0.4% |
91% |
False |
False |
443,183 |
| 80 |
117-167 |
113-280 |
3-207 |
3.1% |
0-116 |
0.3% |
91% |
False |
False |
332,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-134 |
|
2.618 |
119-079 |
|
1.618 |
118-169 |
|
1.000 |
118-027 |
|
0.618 |
117-259 |
|
HIGH |
117-117 |
|
0.618 |
117-029 |
|
0.500 |
117-002 |
|
0.382 |
116-295 |
|
LOW |
116-207 |
|
0.618 |
116-065 |
|
1.000 |
115-297 |
|
1.618 |
115-155 |
|
2.618 |
114-245 |
|
4.250 |
113-190 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-044 |
117-029 |
| PP |
117-023 |
116-313 |
| S1 |
117-002 |
116-277 |
|