ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
118-140 |
118-290 |
0-150 |
0.4% |
118-020 |
| High |
119-000 |
118-310 |
-0-010 |
0.0% |
119-000 |
| Low |
118-140 |
118-250 |
0-110 |
0.3% |
117-240 |
| Close |
118-310 |
118-240 |
-0-070 |
-0.2% |
118-310 |
| Range |
0-180 |
0-060 |
-0-120 |
-66.7% |
1-080 |
| ATR |
0-075 |
0-074 |
-0-001 |
-1.4% |
0-000 |
| Volume |
168 |
1,723 |
1,555 |
925.6% |
3,086 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-127 |
119-083 |
118-273 |
|
| R3 |
119-067 |
119-023 |
118-256 |
|
| R2 |
119-007 |
119-007 |
118-251 |
|
| R1 |
118-283 |
118-283 |
118-246 |
118-275 |
| PP |
118-267 |
118-267 |
118-267 |
118-262 |
| S1 |
118-223 |
118-223 |
118-234 |
118-215 |
| S2 |
118-207 |
118-207 |
118-229 |
|
| S3 |
118-147 |
118-163 |
118-224 |
|
| S4 |
118-087 |
118-103 |
118-207 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-103 |
121-287 |
119-210 |
|
| R3 |
121-023 |
120-207 |
119-100 |
|
| R2 |
119-263 |
119-263 |
119-063 |
|
| R1 |
119-127 |
119-127 |
119-027 |
119-195 |
| PP |
118-183 |
118-183 |
118-183 |
118-218 |
| S1 |
118-047 |
118-047 |
118-273 |
118-115 |
| S2 |
117-103 |
117-103 |
118-237 |
|
| S3 |
116-023 |
116-287 |
118-200 |
|
| S4 |
114-263 |
115-207 |
118-090 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-245 |
|
2.618 |
119-147 |
|
1.618 |
119-087 |
|
1.000 |
119-050 |
|
0.618 |
119-027 |
|
HIGH |
118-310 |
|
0.618 |
118-287 |
|
0.500 |
118-280 |
|
0.382 |
118-273 |
|
LOW |
118-250 |
|
0.618 |
118-213 |
|
1.000 |
118-190 |
|
1.618 |
118-153 |
|
2.618 |
118-093 |
|
4.250 |
117-315 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-280 |
118-235 |
| PP |
118-267 |
118-230 |
| S1 |
118-253 |
118-225 |
|