ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
113-310 |
113-300 |
-0-010 |
0.0% |
113-210 |
High |
113-310 |
113-300 |
-0-010 |
0.0% |
114-090 |
Low |
113-310 |
113-300 |
-0-010 |
0.0% |
113-190 |
Close |
113-310 |
114-060 |
0-070 |
0.2% |
114-100 |
Range |
|
|
|
|
|
ATR |
0-053 |
0-050 |
-0-003 |
-5.8% |
0-000 |
Volume |
58 |
2 |
-56 |
-96.6% |
679 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-007 |
114-033 |
114-060 |
|
R3 |
114-007 |
114-033 |
114-060 |
|
R2 |
114-007 |
114-007 |
114-060 |
|
R1 |
114-033 |
114-033 |
114-060 |
114-020 |
PP |
114-007 |
114-007 |
114-007 |
114-000 |
S1 |
114-033 |
114-033 |
114-060 |
114-020 |
S2 |
114-007 |
114-007 |
114-060 |
|
S3 |
114-007 |
114-033 |
114-060 |
|
S4 |
114-007 |
114-033 |
114-060 |
|
|
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 |
113-300 |
2.618 |
113-300 |
1.618 |
113-300 |
1.000 |
113-300 |
0.618 |
113-300 |
HIGH |
113-300 |
0.618 |
113-300 |
0.500 |
113-300 |
0.382 |
113-300 |
LOW |
113-300 |
0.618 |
113-300 |
1.000 |
113-300 |
1.618 |
113-300 |
2.618 |
113-300 |
4.250 |
113-300 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-033 |
114-060 |
PP |
114-007 |
114-060 |
S1 |
113-300 |
114-060 |
|