ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
117-240 |
118-130 |
0-210 |
0.6% |
118-040 |
| High |
118-060 |
118-200 |
0-140 |
0.4% |
118-110 |
| Low |
117-240 |
118-130 |
0-210 |
0.6% |
118-020 |
| Close |
118-070 |
118-150 |
0-080 |
0.2% |
118-020 |
| Range |
0-140 |
0-070 |
-0-070 |
-50.0% |
0-090 |
| ATR |
0-062 |
0-067 |
0-005 |
7.9% |
0-000 |
| Volume |
1,271 |
1,084 |
-187 |
-14.7% |
1,421 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-050 |
119-010 |
118-188 |
|
| R3 |
118-300 |
118-260 |
118-169 |
|
| R2 |
118-230 |
118-230 |
118-163 |
|
| R1 |
118-190 |
118-190 |
118-156 |
118-210 |
| PP |
118-160 |
118-160 |
118-160 |
118-170 |
| S1 |
118-120 |
118-120 |
118-144 |
118-140 |
| S2 |
118-090 |
118-090 |
118-137 |
|
| S3 |
118-020 |
118-050 |
118-131 |
|
| S4 |
117-270 |
117-300 |
118-112 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-000 |
118-260 |
118-070 |
|
| R3 |
118-230 |
118-170 |
118-045 |
|
| R2 |
118-140 |
118-140 |
118-036 |
|
| R1 |
118-080 |
118-080 |
118-028 |
118-065 |
| PP |
118-050 |
118-050 |
118-050 |
118-042 |
| S1 |
117-310 |
117-310 |
118-012 |
117-295 |
| S2 |
117-280 |
117-280 |
118-004 |
|
| S3 |
117-190 |
117-220 |
117-315 |
|
| S4 |
117-100 |
117-130 |
117-290 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-178 |
|
2.618 |
119-063 |
|
1.618 |
118-313 |
|
1.000 |
118-270 |
|
0.618 |
118-243 |
|
HIGH |
118-200 |
|
0.618 |
118-173 |
|
0.500 |
118-165 |
|
0.382 |
118-157 |
|
LOW |
118-130 |
|
0.618 |
118-087 |
|
1.000 |
118-060 |
|
1.618 |
118-017 |
|
2.618 |
117-267 |
|
4.250 |
117-152 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-165 |
118-120 |
| PP |
118-160 |
118-090 |
| S1 |
118-155 |
118-060 |
|