ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
114-160 |
113-290 |
-0-190 |
-0.5% |
114-110 |
High |
114-160 |
113-300 |
-0-180 |
-0.5% |
115-010 |
Low |
114-040 |
113-150 |
-0-210 |
-0.6% |
114-040 |
Close |
113-290 |
113-180 |
-0-110 |
-0.3% |
113-290 |
Range |
0-120 |
0-150 |
0-030 |
25.0% |
0-290 |
ATR |
0-107 |
0-110 |
0-003 |
2.8% |
0-000 |
Volume |
586 |
123 |
-463 |
-79.0% |
5,707 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-020 |
114-250 |
113-262 |
|
R3 |
114-190 |
114-100 |
113-221 |
|
R2 |
114-040 |
114-040 |
113-208 |
|
R1 |
113-270 |
113-270 |
113-194 |
113-240 |
PP |
113-210 |
113-210 |
113-210 |
113-195 |
S1 |
113-120 |
113-120 |
113-166 |
113-090 |
S2 |
113-060 |
113-060 |
113-152 |
|
S3 |
112-230 |
112-290 |
113-139 |
|
S4 |
112-080 |
112-140 |
113-098 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-023 |
116-127 |
114-130 |
|
R3 |
116-053 |
115-157 |
114-050 |
|
R2 |
115-083 |
115-083 |
114-023 |
|
R1 |
114-187 |
114-187 |
113-317 |
114-150 |
PP |
114-113 |
114-113 |
114-113 |
114-095 |
S1 |
113-217 |
113-217 |
113-263 |
113-180 |
S2 |
113-143 |
113-143 |
113-237 |
|
S3 |
112-173 |
112-247 |
113-210 |
|
S4 |
111-203 |
111-277 |
113-130 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-298 |
2.618 |
115-053 |
1.618 |
114-223 |
1.000 |
114-130 |
0.618 |
114-073 |
HIGH |
113-300 |
0.618 |
113-243 |
0.500 |
113-225 |
0.382 |
113-207 |
LOW |
113-150 |
0.618 |
113-057 |
1.000 |
113-000 |
1.618 |
112-227 |
2.618 |
112-077 |
4.250 |
111-152 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
113-225 |
114-025 |
PP |
113-210 |
113-290 |
S1 |
113-195 |
113-235 |
|