ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
115-000 |
115-150 |
0-150 |
0.4% |
113-290 |
High |
115-220 |
116-100 |
0-200 |
0.5% |
114-270 |
Low |
115-000 |
115-150 |
0-150 |
0.4% |
113-280 |
Close |
115-120 |
116-020 |
0-220 |
0.6% |
114-270 |
Range |
0-220 |
0-270 |
0-050 |
22.7% |
0-310 |
ATR |
0-089 |
0-104 |
0-015 |
16.8% |
0-000 |
Volume |
4,208 |
3,196 |
-1,012 |
-24.0% |
2,535 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-153 |
118-037 |
116-168 |
|
R3 |
117-203 |
117-087 |
116-094 |
|
R2 |
116-253 |
116-253 |
116-070 |
|
R1 |
116-137 |
116-137 |
116-045 |
116-195 |
PP |
115-303 |
115-303 |
115-303 |
116-012 |
S1 |
115-187 |
115-187 |
115-315 |
115-245 |
S2 |
115-033 |
115-033 |
115-290 |
|
S3 |
114-083 |
114-237 |
115-266 |
|
S4 |
113-133 |
113-287 |
115-192 |
|
|
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 |
119-288 |
2.618 |
118-167 |
1.618 |
117-217 |
1.000 |
117-050 |
0.618 |
116-267 |
HIGH |
116-100 |
0.618 |
115-317 |
0.500 |
115-285 |
0.382 |
115-253 |
LOW |
115-150 |
0.618 |
114-303 |
1.000 |
114-200 |
1.618 |
114-033 |
2.618 |
113-083 |
4.250 |
111-282 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
116-002 |
115-292 |
PP |
115-303 |
115-243 |
S1 |
115-285 |
115-195 |
|