ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-030 |
115-170 |
-0-180 |
-0.5% |
114-170 |
| High |
116-090 |
115-240 |
-0-170 |
-0.5% |
116-100 |
| Low |
115-260 |
115-020 |
-0-240 |
-0.6% |
114-170 |
| Close |
115-310 |
115-210 |
-0-100 |
-0.3% |
115-310 |
| Range |
0-150 |
0-220 |
0-070 |
46.7% |
1-250 |
| ATR |
0-108 |
0-121 |
0-013 |
12.1% |
0-000 |
| Volume |
4,967 |
6,342 |
1,375 |
27.7% |
15,055 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-177 |
117-093 |
116-011 |
|
| R3 |
116-277 |
116-193 |
115-270 |
|
| R2 |
116-057 |
116-057 |
115-250 |
|
| R1 |
115-293 |
115-293 |
115-230 |
116-015 |
| PP |
115-157 |
115-157 |
115-157 |
115-178 |
| S1 |
115-073 |
115-073 |
115-190 |
115-115 |
| S2 |
114-257 |
114-257 |
115-170 |
|
| S3 |
114-037 |
114-173 |
115-150 |
|
| S4 |
113-137 |
113-273 |
115-089 |
|
|
| 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 |
118-215 |
|
2.618 |
117-176 |
|
1.618 |
116-276 |
|
1.000 |
116-140 |
|
0.618 |
116-056 |
|
HIGH |
115-240 |
|
0.618 |
115-156 |
|
0.500 |
115-130 |
|
0.382 |
115-104 |
|
LOW |
115-020 |
|
0.618 |
114-204 |
|
1.000 |
114-120 |
|
1.618 |
113-304 |
|
2.618 |
113-084 |
|
4.250 |
112-045 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-183 |
115-220 |
| PP |
115-157 |
115-217 |
| S1 |
115-130 |
115-213 |
|