ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-047 |
116-310 |
-0-057 |
-0.2% |
116-167 |
| High |
117-157 |
117-187 |
0-030 |
0.1% |
117-117 |
| Low |
116-305 |
116-282 |
-0-023 |
-0.1% |
116-000 |
| Close |
117-020 |
117-147 |
0-127 |
0.3% |
117-065 |
| Range |
0-172 |
0-225 |
0-053 |
30.8% |
1-117 |
| ATR |
0-182 |
0-185 |
0-003 |
1.7% |
0-000 |
| Volume |
718,864 |
488,948 |
-229,916 |
-32.0% |
2,869,584 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-134 |
119-045 |
117-271 |
|
| R3 |
118-229 |
118-140 |
117-209 |
|
| R2 |
118-004 |
118-004 |
117-188 |
|
| R1 |
117-235 |
117-235 |
117-168 |
117-280 |
| PP |
117-099 |
117-099 |
117-099 |
117-121 |
| S1 |
117-010 |
117-010 |
117-126 |
117-054 |
| S2 |
116-194 |
116-194 |
117-106 |
|
| S3 |
115-289 |
116-105 |
117-085 |
|
| S4 |
115-064 |
115-200 |
117-023 |
|
|
| 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 |
117-187 |
116-117 |
1-070 |
1.0% |
0-173 |
0.5% |
90% |
True |
False |
524,475 |
| 10 |
117-187 |
115-300 |
1-207 |
1.4% |
0-230 |
0.6% |
92% |
True |
False |
640,202 |
| 20 |
117-187 |
114-235 |
2-272 |
2.4% |
0-190 |
0.5% |
96% |
True |
False |
550,419 |
| 40 |
117-187 |
113-280 |
3-227 |
3.2% |
0-155 |
0.4% |
97% |
True |
False |
492,032 |
| 60 |
117-187 |
113-280 |
3-227 |
3.2% |
0-141 |
0.4% |
97% |
True |
False |
461,509 |
| 80 |
117-187 |
113-280 |
3-227 |
3.2% |
0-121 |
0.3% |
97% |
True |
False |
348,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-183 |
|
2.618 |
119-136 |
|
1.618 |
118-231 |
|
1.000 |
118-092 |
|
0.618 |
118-006 |
|
HIGH |
117-187 |
|
0.618 |
117-101 |
|
0.500 |
117-074 |
|
0.382 |
117-048 |
|
LOW |
116-282 |
|
0.618 |
116-143 |
|
1.000 |
116-057 |
|
1.618 |
115-238 |
|
2.618 |
115-013 |
|
4.250 |
113-286 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-123 |
117-110 |
| PP |
117-099 |
117-074 |
| S1 |
117-074 |
117-037 |
|