ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
113-200 |
113-190 |
-0-010 |
0.0% |
112-250 |
High |
113-210 |
113-210 |
0-000 |
0.0% |
113-120 |
Low |
113-200 |
113-190 |
-0-010 |
0.0% |
112-250 |
Close |
113-200 |
113-260 |
0-060 |
0.2% |
113-120 |
Range |
0-010 |
0-020 |
0-010 |
100.0% |
0-190 |
ATR |
0-050 |
0-048 |
-0-002 |
-4.3% |
0-000 |
Volume |
52 |
219 |
167 |
321.2% |
1,070 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-280 |
113-290 |
113-271 |
|
R3 |
113-260 |
113-270 |
113-266 |
|
R2 |
113-240 |
113-240 |
113-264 |
|
R1 |
113-250 |
113-250 |
113-262 |
113-245 |
PP |
113-220 |
113-220 |
113-220 |
113-218 |
S1 |
113-230 |
113-230 |
113-258 |
113-225 |
S2 |
113-200 |
113-200 |
113-256 |
|
S3 |
113-180 |
113-210 |
113-254 |
|
S4 |
113-160 |
113-190 |
113-249 |
|
|
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 |
113-295 |
2.618 |
113-262 |
1.618 |
113-242 |
1.000 |
113-230 |
0.618 |
113-222 |
HIGH |
113-210 |
0.618 |
113-202 |
0.500 |
113-200 |
0.382 |
113-198 |
LOW |
113-190 |
0.618 |
113-178 |
1.000 |
113-170 |
1.618 |
113-158 |
2.618 |
113-138 |
4.250 |
113-105 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
113-240 |
113-240 |
PP |
113-220 |
113-220 |
S1 |
113-200 |
113-200 |
|