ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
115-150 |
116-030 |
0-200 |
0.5% |
114-170 |
High |
116-100 |
116-090 |
-0-010 |
0.0% |
116-100 |
Low |
115-150 |
115-260 |
0-110 |
0.3% |
114-170 |
Close |
116-020 |
115-310 |
-0-030 |
-0.1% |
115-310 |
Range |
0-270 |
0-150 |
-0-120 |
-44.4% |
1-250 |
ATR |
0-104 |
0-108 |
0-003 |
3.1% |
0-000 |
Volume |
3,196 |
4,967 |
1,771 |
55.4% |
15,055 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-137 |
117-053 |
116-072 |
|
R3 |
116-307 |
116-223 |
116-031 |
|
R2 |
116-157 |
116-157 |
116-018 |
|
R1 |
116-073 |
116-073 |
116-004 |
116-040 |
PP |
116-007 |
116-007 |
116-007 |
115-310 |
S1 |
115-243 |
115-243 |
115-296 |
115-210 |
S2 |
115-177 |
115-177 |
115-282 |
|
S3 |
115-027 |
115-093 |
115-269 |
|
S4 |
114-197 |
114-263 |
115-228 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-303 |
120-077 |
116-304 |
|
R3 |
119-053 |
118-147 |
116-147 |
|
R2 |
117-123 |
117-123 |
116-094 |
|
R1 |
116-217 |
116-217 |
116-042 |
117-010 |
PP |
115-193 |
115-193 |
115-193 |
115-250 |
S1 |
114-287 |
114-287 |
115-258 |
115-080 |
S2 |
113-263 |
113-263 |
115-206 |
|
S3 |
112-013 |
113-037 |
115-153 |
|
S4 |
110-083 |
111-107 |
114-316 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-088 |
2.618 |
117-163 |
1.618 |
117-013 |
1.000 |
116-240 |
0.618 |
116-183 |
HIGH |
116-090 |
0.618 |
116-033 |
0.500 |
116-015 |
0.382 |
115-317 |
LOW |
115-260 |
0.618 |
115-167 |
1.000 |
115-110 |
1.618 |
115-017 |
2.618 |
114-187 |
4.250 |
113-262 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
116-015 |
115-277 |
PP |
116-007 |
115-243 |
S1 |
115-318 |
115-210 |
|