ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
114-260 |
114-170 |
-0-090 |
-0.2% |
113-290 |
High |
114-270 |
114-170 |
-0-100 |
-0.3% |
114-270 |
Low |
114-240 |
114-170 |
-0-070 |
-0.2% |
113-280 |
Close |
114-270 |
114-170 |
-0-100 |
-0.3% |
114-270 |
Range |
0-030 |
0-000 |
-0-030 |
-100.0% |
0-310 |
ATR |
0-068 |
0-071 |
0-002 |
3.3% |
0-000 |
Volume |
1,196 |
2,581 |
1,385 |
115.8% |
2,535 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-170 |
114-170 |
114-170 |
|
R3 |
114-170 |
114-170 |
114-170 |
|
R2 |
114-170 |
114-170 |
114-170 |
|
R1 |
114-170 |
114-170 |
114-170 |
114-170 |
PP |
114-170 |
114-170 |
114-170 |
114-170 |
S1 |
114-170 |
114-170 |
114-170 |
114-170 |
S2 |
114-170 |
114-170 |
114-170 |
|
S3 |
114-170 |
114-170 |
114-170 |
|
S4 |
114-170 |
114-170 |
114-170 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-137 |
117-033 |
115-120 |
|
R3 |
116-147 |
116-043 |
115-035 |
|
R2 |
115-157 |
115-157 |
115-007 |
|
R1 |
115-053 |
115-053 |
114-298 |
115-105 |
PP |
114-167 |
114-167 |
114-167 |
114-192 |
S1 |
114-063 |
114-063 |
114-242 |
114-115 |
S2 |
113-177 |
113-177 |
114-213 |
|
S3 |
112-187 |
113-073 |
114-185 |
|
S4 |
111-197 |
112-083 |
114-100 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-170 |
2.618 |
114-170 |
1.618 |
114-170 |
1.000 |
114-170 |
0.618 |
114-170 |
HIGH |
114-170 |
0.618 |
114-170 |
0.500 |
114-170 |
0.382 |
114-170 |
LOW |
114-170 |
0.618 |
114-170 |
1.000 |
114-170 |
1.618 |
114-170 |
2.618 |
114-170 |
4.250 |
114-170 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
114-170 |
114-170 |
PP |
114-170 |
114-170 |
S1 |
114-170 |
114-170 |
|