ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
115-190 |
115-280 |
0-090 |
0.2% |
115-170 |
| High |
115-240 |
116-150 |
0-230 |
0.6% |
116-150 |
| Low |
115-140 |
115-280 |
0-140 |
0.4% |
115-020 |
| Close |
115-200 |
116-100 |
0-220 |
0.6% |
116-100 |
| Range |
0-100 |
0-190 |
0-090 |
90.0% |
1-130 |
| ATR |
0-114 |
0-126 |
0-011 |
9.7% |
0-000 |
| Volume |
13,195 |
34,478 |
21,283 |
161.3% |
69,354 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-000 |
117-240 |
116-204 |
|
| R3 |
117-130 |
117-050 |
116-152 |
|
| R2 |
116-260 |
116-260 |
116-135 |
|
| R1 |
116-180 |
116-180 |
116-117 |
116-220 |
| PP |
116-070 |
116-070 |
116-070 |
116-090 |
| S1 |
115-310 |
115-310 |
116-083 |
116-030 |
| S2 |
115-200 |
115-200 |
116-065 |
|
| S3 |
115-010 |
115-120 |
116-048 |
|
| S4 |
114-140 |
114-250 |
115-316 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-053 |
119-207 |
117-028 |
|
| R3 |
118-243 |
118-077 |
116-224 |
|
| R2 |
117-113 |
117-113 |
116-182 |
|
| R1 |
116-267 |
116-267 |
116-141 |
117-030 |
| PP |
115-303 |
115-303 |
115-303 |
116-025 |
| S1 |
115-137 |
115-137 |
116-059 |
115-220 |
| S2 |
114-173 |
114-173 |
116-018 |
|
| S3 |
113-043 |
114-007 |
115-296 |
|
| S4 |
111-233 |
112-197 |
115-172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-318 |
|
2.618 |
118-007 |
|
1.618 |
117-137 |
|
1.000 |
117-020 |
|
0.618 |
116-267 |
|
HIGH |
116-150 |
|
0.618 |
116-077 |
|
0.500 |
116-055 |
|
0.382 |
116-033 |
|
LOW |
115-280 |
|
0.618 |
115-163 |
|
1.000 |
115-090 |
|
1.618 |
114-293 |
|
2.618 |
114-103 |
|
4.250 |
113-112 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-085 |
116-062 |
| PP |
116-070 |
116-023 |
| S1 |
116-055 |
115-305 |
|