ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
115-180 |
115-190 |
0-010 |
0.0% |
114-170 |
| High |
115-210 |
115-240 |
0-030 |
0.1% |
116-100 |
| Low |
115-170 |
115-140 |
-0-030 |
-0.1% |
114-170 |
| Close |
115-190 |
115-200 |
0-010 |
0.0% |
115-310 |
| Range |
0-040 |
0-100 |
0-060 |
150.0% |
1-250 |
| ATR |
0-116 |
0-114 |
-0-001 |
-1.0% |
0-000 |
| Volume |
6,096 |
13,195 |
7,099 |
116.5% |
15,055 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-173 |
116-127 |
115-255 |
|
| R3 |
116-073 |
116-027 |
115-228 |
|
| R2 |
115-293 |
115-293 |
115-218 |
|
| R1 |
115-247 |
115-247 |
115-209 |
115-270 |
| PP |
115-193 |
115-193 |
115-193 |
115-205 |
| S1 |
115-147 |
115-147 |
115-191 |
115-170 |
| S2 |
115-093 |
115-093 |
115-182 |
|
| S3 |
114-313 |
115-047 |
115-172 |
|
| S4 |
114-213 |
114-267 |
115-145 |
|
|
| 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 |
117-025 |
|
2.618 |
116-182 |
|
1.618 |
116-082 |
|
1.000 |
116-020 |
|
0.618 |
115-302 |
|
HIGH |
115-240 |
|
0.618 |
115-202 |
|
0.500 |
115-190 |
|
0.382 |
115-178 |
|
LOW |
115-140 |
|
0.618 |
115-078 |
|
1.000 |
115-040 |
|
1.618 |
114-298 |
|
2.618 |
114-198 |
|
4.250 |
114-035 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-197 |
115-215 |
| PP |
115-193 |
115-210 |
| S1 |
115-190 |
115-205 |
|