ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
118-200 |
0-085 |
0.2% |
117-305 |
| High |
118-207 |
118-235 |
0-028 |
0.1% |
118-190 |
| Low |
118-090 |
118-155 |
0-065 |
0.2% |
117-277 |
| Close |
118-192 |
118-177 |
-0-015 |
0.0% |
118-107 |
| Range |
0-117 |
0-080 |
-0-037 |
-31.6% |
0-233 |
| ATR |
0-140 |
0-136 |
-0-004 |
-3.1% |
0-000 |
| Volume |
472,591 |
396,494 |
-76,097 |
-16.1% |
2,448,337 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-109 |
119-063 |
118-221 |
|
| R3 |
119-029 |
118-303 |
118-199 |
|
| R2 |
118-269 |
118-269 |
118-192 |
|
| R1 |
118-223 |
118-223 |
118-184 |
118-206 |
| PP |
118-189 |
118-189 |
118-189 |
118-180 |
| S1 |
118-143 |
118-143 |
118-170 |
118-126 |
| S2 |
118-109 |
118-109 |
118-162 |
|
| S3 |
118-029 |
118-063 |
118-155 |
|
| S4 |
117-269 |
117-303 |
118-133 |
|
|
| 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 |
118-235 |
118-030 |
0-205 |
0.5% |
0-115 |
0.3% |
72% |
True |
False |
509,885 |
| 10 |
118-235 |
117-117 |
1-118 |
1.2% |
0-120 |
0.3% |
87% |
True |
False |
480,625 |
| 20 |
118-235 |
116-200 |
2-035 |
1.8% |
0-132 |
0.3% |
91% |
True |
False |
439,357 |
| 40 |
118-235 |
115-140 |
3-095 |
2.8% |
0-152 |
0.4% |
95% |
True |
False |
339,244 |
| 60 |
118-235 |
113-190 |
5-045 |
4.3% |
0-124 |
0.3% |
96% |
True |
False |
226,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-255 |
|
2.618 |
119-124 |
|
1.618 |
119-044 |
|
1.000 |
118-315 |
|
0.618 |
118-284 |
|
HIGH |
118-235 |
|
0.618 |
118-204 |
|
0.500 |
118-195 |
|
0.382 |
118-186 |
|
LOW |
118-155 |
|
0.618 |
118-106 |
|
1.000 |
118-075 |
|
1.618 |
118-026 |
|
2.618 |
117-266 |
|
4.250 |
117-135 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-195 |
118-162 |
| PP |
118-189 |
118-147 |
| S1 |
118-183 |
118-132 |
|