ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
118-290 |
119-060 |
0-090 |
0.2% |
118-020 |
| High |
118-310 |
119-100 |
0-110 |
0.3% |
119-000 |
| Low |
118-250 |
119-030 |
0-100 |
0.3% |
117-240 |
| Close |
118-240 |
119-070 |
0-150 |
0.4% |
118-310 |
| Range |
0-060 |
0-070 |
0-010 |
16.7% |
1-080 |
| ATR |
0-074 |
0-081 |
0-008 |
10.3% |
0-000 |
| Volume |
1,723 |
149 |
-1,574 |
-91.4% |
3,086 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-277 |
119-243 |
119-108 |
|
| R3 |
119-207 |
119-173 |
119-089 |
|
| R2 |
119-137 |
119-137 |
119-083 |
|
| R1 |
119-103 |
119-103 |
119-076 |
119-120 |
| PP |
119-067 |
119-067 |
119-067 |
119-075 |
| S1 |
119-033 |
119-033 |
119-064 |
119-050 |
| S2 |
118-317 |
118-317 |
119-057 |
|
| S3 |
118-247 |
118-283 |
119-051 |
|
| S4 |
118-177 |
118-213 |
119-032 |
|
|
| 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 |
120-078 |
|
2.618 |
119-283 |
|
1.618 |
119-213 |
|
1.000 |
119-170 |
|
0.618 |
119-143 |
|
HIGH |
119-100 |
|
0.618 |
119-073 |
|
0.500 |
119-065 |
|
0.382 |
119-057 |
|
LOW |
119-030 |
|
0.618 |
118-307 |
|
1.000 |
118-280 |
|
1.618 |
118-237 |
|
2.618 |
118-167 |
|
4.250 |
118-052 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-068 |
119-033 |
| PP |
119-067 |
118-317 |
| S1 |
119-065 |
118-280 |
|