ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
114-050 |
113-240 |
-0-130 |
-0.4% |
114-140 |
High |
114-050 |
113-240 |
-0-130 |
-0.4% |
114-140 |
Low |
114-050 |
113-240 |
-0-130 |
-0.4% |
113-240 |
Close |
114-000 |
113-240 |
-0-080 |
-0.2% |
113-240 |
Range |
|
|
|
|
|
ATR |
0-047 |
0-049 |
0-002 |
5.1% |
0-000 |
Volume |
17 |
53 |
36 |
211.8% |
135 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-240 |
113-240 |
113-240 |
|
R3 |
113-240 |
113-240 |
113-240 |
|
R2 |
113-240 |
113-240 |
113-240 |
|
R1 |
113-240 |
113-240 |
113-240 |
113-240 |
PP |
113-240 |
113-240 |
113-240 |
113-240 |
S1 |
113-240 |
113-240 |
113-240 |
113-240 |
S2 |
113-240 |
113-240 |
113-240 |
|
S3 |
113-240 |
113-240 |
113-240 |
|
S4 |
113-240 |
113-240 |
113-240 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-013 |
115-187 |
114-041 |
|
R3 |
115-113 |
114-287 |
113-300 |
|
R2 |
114-213 |
114-213 |
113-280 |
|
R1 |
114-067 |
114-067 |
113-260 |
114-030 |
PP |
113-313 |
113-313 |
113-313 |
113-295 |
S1 |
113-167 |
113-167 |
113-220 |
113-130 |
S2 |
113-093 |
113-093 |
113-200 |
|
S3 |
112-193 |
112-267 |
113-180 |
|
S4 |
111-293 |
112-047 |
113-119 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-240 |
2.618 |
113-240 |
1.618 |
113-240 |
1.000 |
113-240 |
0.618 |
113-240 |
HIGH |
113-240 |
0.618 |
113-240 |
0.500 |
113-240 |
0.382 |
113-240 |
LOW |
113-240 |
0.618 |
113-240 |
1.000 |
113-240 |
1.618 |
113-240 |
2.618 |
113-240 |
4.250 |
113-240 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
113-240 |
113-305 |
PP |
113-240 |
113-283 |
S1 |
113-240 |
113-262 |
|