ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
119-015 |
119-042 |
0-027 |
0.1% |
118-100 |
| High |
119-115 |
119-140 |
0-025 |
0.1% |
119-062 |
| Low |
118-305 |
119-020 |
0-035 |
0.1% |
117-297 |
| Close |
119-060 |
119-107 |
0-047 |
0.1% |
119-025 |
| Range |
0-130 |
0-120 |
-0-010 |
-7.7% |
1-085 |
| ATR |
0-135 |
0-134 |
-0-001 |
-0.8% |
0-000 |
| Volume |
318,134 |
466,394 |
148,260 |
46.6% |
2,395,007 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-129 |
120-078 |
119-173 |
|
| R3 |
120-009 |
119-278 |
119-140 |
|
| R2 |
119-209 |
119-209 |
119-129 |
|
| R1 |
119-158 |
119-158 |
119-118 |
119-184 |
| PP |
119-089 |
119-089 |
119-089 |
119-102 |
| S1 |
119-038 |
119-038 |
119-096 |
119-064 |
| S2 |
118-289 |
118-289 |
119-085 |
|
| S3 |
118-169 |
118-238 |
119-074 |
|
| S4 |
118-049 |
118-118 |
119-041 |
|
|
| 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 |
119-140 |
118-102 |
1-038 |
0.9% |
0-137 |
0.4% |
91% |
True |
False |
523,402 |
| 10 |
119-140 |
117-297 |
1-163 |
1.3% |
0-130 |
0.3% |
93% |
True |
False |
457,765 |
| 20 |
119-140 |
117-117 |
2-023 |
1.7% |
0-125 |
0.3% |
95% |
True |
False |
469,195 |
| 40 |
119-140 |
116-020 |
3-120 |
2.8% |
0-146 |
0.4% |
97% |
True |
False |
447,386 |
| 60 |
119-140 |
114-040 |
5-100 |
4.5% |
0-143 |
0.4% |
98% |
True |
False |
302,856 |
| 80 |
119-140 |
112-250 |
6-210 |
5.6% |
0-109 |
0.3% |
98% |
True |
False |
227,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-010 |
|
2.618 |
120-134 |
|
1.618 |
120-014 |
|
1.000 |
119-260 |
|
0.618 |
119-214 |
|
HIGH |
119-140 |
|
0.618 |
119-094 |
|
0.500 |
119-080 |
|
0.382 |
119-066 |
|
LOW |
119-020 |
|
0.618 |
118-266 |
|
1.000 |
118-220 |
|
1.618 |
118-146 |
|
2.618 |
118-026 |
|
4.250 |
117-150 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-098 |
119-092 |
| PP |
119-089 |
119-076 |
| S1 |
119-080 |
119-061 |
|