ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
113-190 |
113-200 |
0-010 |
0.0% |
112-250 |
High |
113-190 |
113-210 |
0-020 |
0.1% |
113-120 |
Low |
113-190 |
113-200 |
0-010 |
0.0% |
112-250 |
Close |
113-240 |
113-200 |
-0-040 |
-0.1% |
113-120 |
Range |
0-000 |
0-010 |
0-010 |
|
0-190 |
ATR |
0-051 |
0-050 |
-0-001 |
-1.6% |
0-000 |
Volume |
6 |
52 |
46 |
766.7% |
1,070 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-233 |
113-227 |
113-206 |
|
R3 |
113-223 |
113-217 |
113-203 |
|
R2 |
113-213 |
113-213 |
113-202 |
|
R1 |
113-207 |
113-207 |
113-201 |
113-205 |
PP |
113-203 |
113-203 |
113-203 |
113-202 |
S1 |
113-197 |
113-197 |
113-199 |
113-195 |
S2 |
113-193 |
113-193 |
113-198 |
|
S3 |
113-183 |
113-187 |
113-197 |
|
S4 |
113-173 |
113-177 |
113-194 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-307 |
114-243 |
113-224 |
|
R3 |
114-117 |
114-053 |
113-172 |
|
R2 |
113-247 |
113-247 |
113-155 |
|
R1 |
113-183 |
113-183 |
113-137 |
113-215 |
PP |
113-057 |
113-057 |
113-057 |
113-072 |
S1 |
112-313 |
112-313 |
113-103 |
113-025 |
S2 |
112-187 |
112-187 |
113-085 |
|
S3 |
111-317 |
112-123 |
113-068 |
|
S4 |
111-127 |
111-253 |
113-016 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-252 |
2.618 |
113-236 |
1.618 |
113-226 |
1.000 |
113-220 |
0.618 |
113-216 |
HIGH |
113-210 |
0.618 |
113-206 |
0.500 |
113-205 |
0.382 |
113-204 |
LOW |
113-200 |
0.618 |
113-194 |
1.000 |
113-190 |
1.618 |
113-184 |
2.618 |
113-174 |
4.250 |
113-158 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
113-205 |
113-200 |
PP |
113-203 |
113-200 |
S1 |
113-202 |
113-200 |
|