ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
115-280 |
116-100 |
0-140 |
0.4% |
115-170 |
| High |
116-150 |
116-160 |
0-010 |
0.0% |
116-150 |
| Low |
115-280 |
116-010 |
0-050 |
0.1% |
115-020 |
| Close |
116-100 |
116-050 |
-0-050 |
-0.1% |
116-100 |
| Range |
0-190 |
0-150 |
-0-040 |
-21.1% |
1-130 |
| ATR |
0-126 |
0-127 |
0-002 |
1.4% |
0-000 |
| Volume |
34,478 |
23,317 |
-11,161 |
-32.4% |
69,354 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-203 |
117-117 |
116-132 |
|
| R3 |
117-053 |
116-287 |
116-091 |
|
| R2 |
116-223 |
116-223 |
116-078 |
|
| R1 |
116-137 |
116-137 |
116-064 |
116-105 |
| PP |
116-073 |
116-073 |
116-073 |
116-058 |
| S1 |
115-307 |
115-307 |
116-036 |
115-275 |
| S2 |
115-243 |
115-243 |
116-022 |
|
| S3 |
115-093 |
115-157 |
116-009 |
|
| S4 |
114-263 |
115-007 |
115-288 |
|
|
| 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 |
118-158 |
|
2.618 |
117-233 |
|
1.618 |
117-083 |
|
1.000 |
116-310 |
|
0.618 |
116-253 |
|
HIGH |
116-160 |
|
0.618 |
116-103 |
|
0.500 |
116-085 |
|
0.382 |
116-067 |
|
LOW |
116-010 |
|
0.618 |
115-237 |
|
1.000 |
115-180 |
|
1.618 |
115-087 |
|
2.618 |
114-257 |
|
4.250 |
114-012 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-085 |
116-030 |
| PP |
116-073 |
116-010 |
| S1 |
116-062 |
115-310 |
|