ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
112-300 |
113-030 |
0-050 |
0.1% |
113-170 |
High |
112-300 |
113-030 |
0-050 |
0.1% |
113-250 |
Low |
112-300 |
113-030 |
0-050 |
0.1% |
113-050 |
Close |
112-310 |
113-150 |
0-160 |
0.4% |
113-050 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
882 |
5 |
-877 |
-99.4% |
35 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-070 |
113-110 |
113-150 |
|
R3 |
113-070 |
113-110 |
113-150 |
|
R2 |
113-070 |
113-070 |
113-150 |
|
R1 |
113-110 |
113-110 |
113-150 |
113-090 |
PP |
113-070 |
113-070 |
113-070 |
113-060 |
S1 |
113-110 |
113-110 |
113-150 |
113-090 |
S2 |
113-070 |
113-070 |
113-150 |
|
S3 |
113-070 |
113-110 |
113-150 |
|
S4 |
113-070 |
113-110 |
113-150 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-077 |
114-263 |
113-160 |
|
R3 |
114-197 |
114-063 |
113-105 |
|
R2 |
113-317 |
113-317 |
113-087 |
|
R1 |
113-183 |
113-183 |
113-068 |
113-150 |
PP |
113-117 |
113-117 |
113-117 |
113-100 |
S1 |
112-303 |
112-303 |
113-032 |
112-270 |
S2 |
112-237 |
112-237 |
113-013 |
|
S3 |
112-037 |
112-103 |
112-315 |
|
S4 |
111-157 |
111-223 |
112-260 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-030 |
2.618 |
113-030 |
1.618 |
113-030 |
1.000 |
113-030 |
0.618 |
113-030 |
HIGH |
113-030 |
0.618 |
113-030 |
0.500 |
113-030 |
0.382 |
113-030 |
LOW |
113-030 |
0.618 |
113-030 |
1.000 |
113-030 |
1.618 |
113-030 |
2.618 |
113-030 |
4.250 |
113-030 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
113-110 |
113-093 |
PP |
113-070 |
113-037 |
S1 |
113-030 |
112-300 |
|