ECBOT 5 Year T-Note Future June 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-260 |
117-210 |
-0-050 |
-0.1% |
117-047 |
| High |
117-287 |
117-222 |
-0-065 |
-0.2% |
118-110 |
| Low |
117-082 |
116-302 |
-0-100 |
-0.3% |
116-282 |
| Close |
117-157 |
117-017 |
-0-140 |
-0.4% |
117-270 |
| Range |
0-205 |
0-240 |
0-035 |
17.1% |
1-148 |
| ATR |
0-189 |
0-193 |
0-004 |
1.9% |
0-000 |
| Volume |
1,008,580 |
1,330,361 |
321,781 |
31.9% |
3,396,636 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-154 |
119-005 |
117-149 |
|
| R3 |
118-234 |
118-085 |
117-083 |
|
| R2 |
117-314 |
117-314 |
117-061 |
|
| R1 |
117-165 |
117-165 |
117-039 |
117-120 |
| PP |
117-074 |
117-074 |
117-074 |
117-051 |
| S1 |
116-245 |
116-245 |
116-315 |
116-200 |
| S2 |
116-154 |
116-154 |
116-293 |
|
| S3 |
115-234 |
116-005 |
116-271 |
|
| S4 |
114-314 |
115-085 |
116-205 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-025 |
121-135 |
118-207 |
|
| R3 |
120-197 |
119-307 |
118-079 |
|
| R2 |
119-049 |
119-049 |
118-036 |
|
| R1 |
118-159 |
118-159 |
117-313 |
118-264 |
| PP |
117-221 |
117-221 |
117-221 |
117-273 |
| S1 |
117-011 |
117-011 |
117-227 |
117-116 |
| S2 |
116-073 |
116-073 |
117-184 |
|
| S3 |
114-245 |
115-183 |
117-141 |
|
| S4 |
113-097 |
114-035 |
117-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-155 |
116-302 |
1-173 |
1.3% |
0-197 |
0.5% |
7% |
False |
True |
932,767 |
| 10 |
118-155 |
116-207 |
1-268 |
1.6% |
0-202 |
0.5% |
22% |
False |
False |
766,552 |
| 20 |
118-155 |
115-137 |
3-018 |
2.6% |
0-205 |
0.5% |
53% |
False |
False |
681,111 |
| 40 |
118-155 |
113-280 |
4-195 |
3.9% |
0-167 |
0.4% |
69% |
False |
False |
562,469 |
| 60 |
118-155 |
113-280 |
4-195 |
3.9% |
0-149 |
0.4% |
69% |
False |
False |
518,930 |
| 80 |
118-155 |
113-280 |
4-195 |
3.9% |
0-136 |
0.4% |
69% |
False |
False |
423,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-282 |
|
2.618 |
119-210 |
|
1.618 |
118-290 |
|
1.000 |
118-142 |
|
0.618 |
118-050 |
|
HIGH |
117-222 |
|
0.618 |
117-130 |
|
0.500 |
117-102 |
|
0.382 |
117-074 |
|
LOW |
116-302 |
|
0.618 |
116-154 |
|
1.000 |
116-062 |
|
1.618 |
115-234 |
|
2.618 |
114-314 |
|
4.250 |
113-242 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-102 |
117-228 |
| PP |
117-074 |
117-158 |
| S1 |
117-045 |
117-088 |
|