ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
113-300 |
114-050 |
0-070 |
0.2% |
113-210 |
| High |
113-300 |
114-050 |
0-070 |
0.2% |
114-090 |
| Low |
113-300 |
114-050 |
0-070 |
0.2% |
113-190 |
| Close |
114-060 |
114-000 |
-0-060 |
-0.2% |
114-100 |
| Range |
|
|
|
|
|
| ATR |
0-050 |
0-047 |
-0-003 |
-5.7% |
0-000 |
| Volume |
2 |
17 |
15 |
750.0% |
679 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-033 |
114-017 |
114-000 |
|
| R3 |
114-033 |
114-017 |
114-000 |
|
| R2 |
114-033 |
114-033 |
114-000 |
|
| R1 |
114-017 |
114-017 |
114-000 |
114-025 |
| PP |
114-033 |
114-033 |
114-033 |
114-038 |
| S1 |
114-017 |
114-017 |
114-000 |
114-025 |
| S2 |
114-033 |
114-033 |
114-000 |
|
| S3 |
114-033 |
114-017 |
114-000 |
|
| S4 |
114-033 |
114-017 |
114-000 |
|
|
| 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 |
114-050 |
|
2.618 |
114-050 |
|
1.618 |
114-050 |
|
1.000 |
114-050 |
|
0.618 |
114-050 |
|
HIGH |
114-050 |
|
0.618 |
114-050 |
|
0.500 |
114-050 |
|
0.382 |
114-050 |
|
LOW |
114-050 |
|
0.618 |
114-050 |
|
1.000 |
114-050 |
|
1.618 |
114-050 |
|
2.618 |
114-050 |
|
4.250 |
114-050 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-050 |
114-015 |
| PP |
114-033 |
114-010 |
| S1 |
114-017 |
114-005 |
|