ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
113-190 |
114-000 |
0-130 |
0.4% |
113-210 |
| High |
113-210 |
114-090 |
0-200 |
0.5% |
114-090 |
| Low |
113-190 |
113-310 |
0-120 |
0.3% |
113-190 |
| Close |
113-260 |
114-100 |
0-160 |
0.4% |
114-100 |
| Range |
0-020 |
0-100 |
0-080 |
400.0% |
0-220 |
| ATR |
0-048 |
0-055 |
0-007 |
15.1% |
0-000 |
| Volume |
219 |
12 |
-207 |
-94.5% |
679 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-040 |
115-010 |
114-155 |
|
| R3 |
114-260 |
114-230 |
114-128 |
|
| R2 |
114-160 |
114-160 |
114-118 |
|
| R1 |
114-130 |
114-130 |
114-109 |
114-145 |
| PP |
114-060 |
114-060 |
114-060 |
114-068 |
| S1 |
114-030 |
114-030 |
114-091 |
114-045 |
| S2 |
113-280 |
113-280 |
114-082 |
|
| S3 |
113-180 |
113-250 |
114-072 |
|
| S4 |
113-080 |
113-150 |
114-045 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-040 |
115-290 |
114-221 |
|
| R3 |
115-140 |
115-070 |
114-160 |
|
| R2 |
114-240 |
114-240 |
114-140 |
|
| R1 |
114-170 |
114-170 |
114-120 |
114-205 |
| PP |
114-020 |
114-020 |
114-020 |
114-038 |
| S1 |
113-270 |
113-270 |
114-080 |
113-305 |
| S2 |
113-120 |
113-120 |
114-060 |
|
| S3 |
112-220 |
113-050 |
114-040 |
|
| S4 |
112-000 |
112-150 |
113-299 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-195 |
|
2.618 |
115-032 |
|
1.618 |
114-252 |
|
1.000 |
114-190 |
|
0.618 |
114-152 |
|
HIGH |
114-090 |
|
0.618 |
114-052 |
|
0.500 |
114-040 |
|
0.382 |
114-028 |
|
LOW |
113-310 |
|
0.618 |
113-248 |
|
1.000 |
113-210 |
|
1.618 |
113-148 |
|
2.618 |
113-048 |
|
4.250 |
112-205 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-080 |
114-060 |
| PP |
114-060 |
114-020 |
| S1 |
114-040 |
113-300 |
|