ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-100 |
116-040 |
-0-060 |
-0.2% |
115-170 |
| High |
116-160 |
116-190 |
0-030 |
0.1% |
116-150 |
| Low |
116-010 |
115-310 |
-0-020 |
-0.1% |
115-020 |
| Close |
116-050 |
116-180 |
0-130 |
0.3% |
116-100 |
| Range |
0-150 |
0-200 |
0-050 |
33.3% |
1-130 |
| ATR |
0-127 |
0-133 |
0-005 |
4.1% |
0-000 |
| Volume |
23,317 |
7,076 |
-16,241 |
-69.7% |
69,354 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-080 |
118-010 |
116-290 |
|
| R3 |
117-200 |
117-130 |
116-235 |
|
| R2 |
117-000 |
117-000 |
116-217 |
|
| R1 |
116-250 |
116-250 |
116-198 |
116-285 |
| PP |
116-120 |
116-120 |
116-120 |
116-138 |
| S1 |
116-050 |
116-050 |
116-162 |
116-085 |
| S2 |
115-240 |
115-240 |
116-143 |
|
| S3 |
115-040 |
115-170 |
116-125 |
|
| S4 |
114-160 |
114-290 |
116-070 |
|
|
| 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 |
119-080 |
|
2.618 |
118-074 |
|
1.618 |
117-194 |
|
1.000 |
117-070 |
|
0.618 |
116-314 |
|
HIGH |
116-190 |
|
0.618 |
116-114 |
|
0.500 |
116-090 |
|
0.382 |
116-066 |
|
LOW |
115-310 |
|
0.618 |
115-186 |
|
1.000 |
115-110 |
|
1.618 |
114-306 |
|
2.618 |
114-106 |
|
4.250 |
113-100 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-150 |
116-145 |
| PP |
116-120 |
116-110 |
| S1 |
116-090 |
116-075 |
|