ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
115-290 |
115-180 |
-0-110 |
-0.3% |
114-170 |
High |
115-290 |
115-210 |
-0-080 |
-0.2% |
116-100 |
Low |
115-170 |
115-170 |
0-000 |
0.0% |
114-170 |
Close |
115-220 |
115-190 |
-0-030 |
-0.1% |
115-310 |
Range |
0-120 |
0-040 |
-0-080 |
-66.7% |
1-250 |
ATR |
0-121 |
0-116 |
-0-005 |
-4.2% |
0-000 |
Volume |
9,243 |
6,096 |
-3,147 |
-34.0% |
15,055 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-310 |
115-290 |
115-212 |
|
R3 |
115-270 |
115-250 |
115-201 |
|
R2 |
115-230 |
115-230 |
115-197 |
|
R1 |
115-210 |
115-210 |
115-194 |
115-220 |
PP |
115-190 |
115-190 |
115-190 |
115-195 |
S1 |
115-170 |
115-170 |
115-186 |
115-180 |
S2 |
115-150 |
115-150 |
115-183 |
|
S3 |
115-110 |
115-130 |
115-179 |
|
S4 |
115-070 |
115-090 |
115-168 |
|
|
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 |
116-060 |
2.618 |
115-315 |
1.618 |
115-275 |
1.000 |
115-250 |
0.618 |
115-235 |
HIGH |
115-210 |
0.618 |
115-195 |
0.500 |
115-190 |
0.382 |
115-185 |
LOW |
115-170 |
0.618 |
115-145 |
1.000 |
115-130 |
1.618 |
115-105 |
2.618 |
115-065 |
4.250 |
115-000 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
115-190 |
115-178 |
PP |
115-190 |
115-167 |
S1 |
115-190 |
115-155 |
|