ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
119-210 |
119-140 |
-0-070 |
-0.2% |
119-140 |
| High |
119-240 |
119-220 |
-0-020 |
-0.1% |
119-290 |
| Low |
119-150 |
119-140 |
-0-010 |
0.0% |
119-040 |
| Close |
119-170 |
119-200 |
0-030 |
0.1% |
119-200 |
| Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-250 |
| ATR |
0-090 |
0-089 |
-0-001 |
-0.8% |
0-000 |
| Volume |
9,174 |
15,842 |
6,668 |
72.7% |
41,196 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-073 |
119-244 |
|
| R3 |
120-027 |
119-313 |
119-222 |
|
| R2 |
119-267 |
119-267 |
119-215 |
|
| R1 |
119-233 |
119-233 |
119-207 |
119-250 |
| PP |
119-187 |
119-187 |
119-187 |
119-195 |
| S1 |
119-153 |
119-153 |
119-193 |
119-170 |
| S2 |
119-107 |
119-107 |
119-185 |
|
| S3 |
119-027 |
119-073 |
119-178 |
|
| S4 |
118-267 |
118-313 |
119-156 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-287 |
121-173 |
120-018 |
|
| R3 |
121-037 |
120-243 |
119-269 |
|
| R2 |
120-107 |
120-107 |
119-246 |
|
| R1 |
119-313 |
119-313 |
119-223 |
120-050 |
| PP |
119-177 |
119-177 |
119-177 |
119-205 |
| S1 |
119-063 |
119-063 |
119-177 |
119-120 |
| S2 |
118-247 |
118-247 |
119-154 |
|
| S3 |
117-317 |
118-133 |
119-131 |
|
| S4 |
117-067 |
117-203 |
119-062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-240 |
|
2.618 |
120-109 |
|
1.618 |
120-029 |
|
1.000 |
119-300 |
|
0.618 |
119-269 |
|
HIGH |
119-220 |
|
0.618 |
119-189 |
|
0.500 |
119-180 |
|
0.382 |
119-171 |
|
LOW |
119-140 |
|
0.618 |
119-091 |
|
1.000 |
119-060 |
|
1.618 |
119-011 |
|
2.618 |
118-251 |
|
4.250 |
118-120 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-193 |
119-215 |
| PP |
119-187 |
119-210 |
| S1 |
119-180 |
119-205 |
|