ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
114-040 |
114-180 |
0-140 |
0.4% |
114-140 |
High |
114-180 |
114-180 |
0-000 |
0.0% |
114-140 |
Low |
114-040 |
114-070 |
0-030 |
0.1% |
113-240 |
Close |
114-170 |
114-040 |
-0-130 |
-0.4% |
113-240 |
Range |
0-140 |
0-110 |
-0-030 |
-21.4% |
0-220 |
ATR |
0-062 |
0-066 |
0-003 |
5.5% |
0-000 |
Volume |
152 |
1,083 |
931 |
612.5% |
135 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-107 |
115-023 |
114-100 |
|
R3 |
114-317 |
114-233 |
114-070 |
|
R2 |
114-207 |
114-207 |
114-060 |
|
R1 |
114-123 |
114-123 |
114-050 |
114-110 |
PP |
114-097 |
114-097 |
114-097 |
114-090 |
S1 |
114-013 |
114-013 |
114-030 |
114-000 |
S2 |
113-307 |
113-307 |
114-020 |
|
S3 |
113-197 |
113-223 |
114-010 |
|
S4 |
113-087 |
113-113 |
113-300 |
|
|
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 |
116-008 |
2.618 |
115-148 |
1.618 |
115-038 |
1.000 |
114-290 |
0.618 |
114-248 |
HIGH |
114-180 |
0.618 |
114-138 |
0.500 |
114-125 |
0.382 |
114-112 |
LOW |
114-070 |
0.618 |
114-002 |
1.000 |
113-280 |
1.618 |
113-212 |
2.618 |
113-102 |
4.250 |
112-242 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-125 |
114-070 |
PP |
114-097 |
114-060 |
S1 |
114-068 |
114-050 |
|