ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-140 |
118-092 |
-0-048 |
-0.1% |
117-305 |
| High |
118-187 |
118-157 |
-0-030 |
-0.1% |
118-190 |
| Low |
118-080 |
118-030 |
-0-050 |
-0.1% |
117-277 |
| Close |
118-110 |
118-107 |
-0-003 |
0.0% |
118-107 |
| Range |
0-107 |
0-127 |
0-020 |
18.7% |
0-233 |
| ATR |
0-143 |
0-142 |
-0-001 |
-0.8% |
0-000 |
| Volume |
592,089 |
554,819 |
-37,270 |
-6.3% |
2,448,337 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-159 |
119-100 |
118-177 |
|
| R3 |
119-032 |
118-293 |
118-142 |
|
| R2 |
118-225 |
118-225 |
118-130 |
|
| R1 |
118-166 |
118-166 |
118-119 |
118-196 |
| PP |
118-098 |
118-098 |
118-098 |
118-113 |
| S1 |
118-039 |
118-039 |
118-095 |
118-068 |
| S2 |
117-291 |
117-291 |
118-084 |
|
| S3 |
117-164 |
117-232 |
118-072 |
|
| S4 |
117-037 |
117-105 |
118-037 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-144 |
120-038 |
118-235 |
|
| R3 |
119-231 |
119-125 |
118-171 |
|
| R2 |
118-318 |
118-318 |
118-150 |
|
| R1 |
118-212 |
118-212 |
118-128 |
118-265 |
| PP |
118-085 |
118-085 |
118-085 |
118-111 |
| S1 |
117-299 |
117-299 |
118-086 |
118-032 |
| S2 |
117-172 |
117-172 |
118-064 |
|
| S3 |
116-259 |
117-066 |
118-043 |
|
| S4 |
116-026 |
116-153 |
117-299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-190 |
117-277 |
0-233 |
0.6% |
0-126 |
0.3% |
64% |
False |
False |
489,667 |
| 10 |
118-190 |
116-235 |
1-275 |
1.6% |
0-130 |
0.3% |
86% |
False |
False |
465,491 |
| 20 |
118-190 |
116-200 |
1-310 |
1.7% |
0-134 |
0.4% |
87% |
False |
False |
449,203 |
| 40 |
118-190 |
115-020 |
3-170 |
3.0% |
0-156 |
0.4% |
93% |
False |
False |
317,799 |
| 60 |
118-190 |
113-120 |
5-070 |
4.4% |
0-121 |
0.3% |
95% |
False |
False |
212,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-057 |
|
2.618 |
119-169 |
|
1.618 |
119-042 |
|
1.000 |
118-284 |
|
0.618 |
118-235 |
|
HIGH |
118-157 |
|
0.618 |
118-108 |
|
0.500 |
118-094 |
|
0.382 |
118-079 |
|
LOW |
118-030 |
|
0.618 |
117-272 |
|
1.000 |
117-223 |
|
1.618 |
117-145 |
|
2.618 |
117-018 |
|
4.250 |
116-130 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-102 |
118-110 |
| PP |
118-098 |
118-109 |
| S1 |
118-094 |
118-108 |
|