ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
114-310 |
115-000 |
0-010 |
0.0% |
113-290 |
| High |
115-020 |
115-220 |
0-200 |
0.5% |
114-270 |
| Low |
114-290 |
115-000 |
0-030 |
0.1% |
113-280 |
| Close |
114-300 |
115-120 |
0-140 |
0.4% |
114-270 |
| Range |
0-050 |
0-220 |
0-170 |
340.0% |
0-310 |
| ATR |
0-078 |
0-089 |
0-012 |
14.9% |
0-000 |
| Volume |
103 |
4,208 |
4,105 |
3,985.4% |
2,535 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-133 |
117-027 |
115-241 |
|
| R3 |
116-233 |
116-127 |
115-180 |
|
| R2 |
116-013 |
116-013 |
115-160 |
|
| R1 |
115-227 |
115-227 |
115-140 |
115-280 |
| PP |
115-113 |
115-113 |
115-113 |
115-140 |
| S1 |
115-007 |
115-007 |
115-100 |
115-060 |
| S2 |
114-213 |
114-213 |
115-080 |
|
| S3 |
113-313 |
114-107 |
115-060 |
|
| S4 |
113-093 |
113-207 |
114-319 |
|
|
| 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 |
118-195 |
|
2.618 |
117-156 |
|
1.618 |
116-256 |
|
1.000 |
116-120 |
|
0.618 |
116-036 |
|
HIGH |
115-220 |
|
0.618 |
115-136 |
|
0.500 |
115-110 |
|
0.382 |
115-084 |
|
LOW |
115-000 |
|
0.618 |
114-184 |
|
1.000 |
114-100 |
|
1.618 |
113-284 |
|
2.618 |
113-064 |
|
4.250 |
112-025 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-117 |
115-092 |
| PP |
115-113 |
115-063 |
| S1 |
115-110 |
115-035 |
|