ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
119-072 |
119-015 |
-0-057 |
-0.1% |
118-100 |
| High |
119-072 |
119-115 |
0-043 |
0.1% |
119-062 |
| Low |
118-302 |
118-305 |
0-003 |
0.0% |
117-297 |
| Close |
119-005 |
119-060 |
0-055 |
0.1% |
119-025 |
| Range |
0-090 |
0-130 |
0-040 |
44.4% |
1-085 |
| ATR |
0-135 |
0-135 |
0-000 |
-0.3% |
0-000 |
| Volume |
556,799 |
318,134 |
-238,665 |
-42.9% |
2,395,007 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-123 |
120-062 |
119-132 |
|
| R3 |
119-313 |
119-252 |
119-096 |
|
| R2 |
119-183 |
119-183 |
119-084 |
|
| R1 |
119-122 |
119-122 |
119-072 |
119-152 |
| PP |
119-053 |
119-053 |
119-053 |
119-069 |
| S1 |
118-312 |
118-312 |
119-048 |
119-022 |
| S2 |
118-243 |
118-243 |
119-036 |
|
| S3 |
118-113 |
118-182 |
119-024 |
|
| S4 |
117-303 |
118-052 |
118-308 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-170 |
122-022 |
119-248 |
|
| R3 |
121-085 |
120-257 |
119-136 |
|
| R2 |
120-000 |
120-000 |
119-099 |
|
| R1 |
119-172 |
119-172 |
119-062 |
119-246 |
| PP |
118-235 |
118-235 |
118-235 |
118-272 |
| S1 |
118-087 |
118-087 |
118-308 |
118-161 |
| S2 |
117-150 |
117-150 |
118-271 |
|
| S3 |
116-065 |
117-002 |
118-234 |
|
| S4 |
114-300 |
115-237 |
118-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-115 |
117-297 |
1-138 |
1.2% |
0-152 |
0.4% |
88% |
True |
False |
531,714 |
| 10 |
119-115 |
117-297 |
1-138 |
1.2% |
0-126 |
0.3% |
88% |
True |
False |
450,775 |
| 20 |
119-115 |
117-002 |
2-113 |
2.0% |
0-127 |
0.3% |
93% |
True |
False |
467,786 |
| 40 |
119-115 |
116-020 |
3-095 |
2.8% |
0-146 |
0.4% |
95% |
True |
False |
437,161 |
| 60 |
119-115 |
113-280 |
5-155 |
4.6% |
0-141 |
0.4% |
97% |
True |
False |
295,082 |
| 80 |
119-115 |
112-250 |
6-185 |
5.5% |
0-108 |
0.3% |
97% |
True |
False |
221,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-028 |
|
2.618 |
120-135 |
|
1.618 |
120-005 |
|
1.000 |
119-245 |
|
0.618 |
119-195 |
|
HIGH |
119-115 |
|
0.618 |
119-065 |
|
0.500 |
119-050 |
|
0.382 |
119-035 |
|
LOW |
118-305 |
|
0.618 |
118-225 |
|
1.000 |
118-175 |
|
1.618 |
118-095 |
|
2.618 |
117-285 |
|
4.250 |
117-072 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-057 |
119-043 |
| PP |
119-053 |
119-027 |
| S1 |
119-050 |
119-010 |
|