ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
113-290 |
114-040 |
0-070 |
0.2% |
114-140 |
High |
113-290 |
114-180 |
0-210 |
0.6% |
114-140 |
Low |
113-280 |
114-040 |
0-080 |
0.2% |
113-240 |
Close |
113-270 |
114-170 |
0-220 |
0.6% |
113-240 |
Range |
0-010 |
0-140 |
0-130 |
1,300.0% |
0-220 |
ATR |
0-049 |
0-062 |
0-013 |
26.3% |
0-000 |
Volume |
1 |
152 |
151 |
15,100.0% |
135 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-230 |
115-180 |
114-247 |
|
R3 |
115-090 |
115-040 |
114-208 |
|
R2 |
114-270 |
114-270 |
114-196 |
|
R1 |
114-220 |
114-220 |
114-183 |
114-245 |
PP |
114-130 |
114-130 |
114-130 |
114-142 |
S1 |
114-080 |
114-080 |
114-157 |
114-105 |
S2 |
113-310 |
113-310 |
114-144 |
|
S3 |
113-170 |
113-260 |
114-132 |
|
S4 |
113-030 |
113-120 |
114-093 |
|
|
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 |
116-135 |
2.618 |
115-227 |
1.618 |
115-087 |
1.000 |
115-000 |
0.618 |
114-267 |
HIGH |
114-180 |
0.618 |
114-127 |
0.500 |
114-110 |
0.382 |
114-093 |
LOW |
114-040 |
0.618 |
113-273 |
1.000 |
113-220 |
1.618 |
113-133 |
2.618 |
112-313 |
4.250 |
112-085 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-150 |
114-130 |
PP |
114-130 |
114-090 |
S1 |
114-110 |
114-050 |
|