ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
119-250 |
119-240 |
-0-010 |
0.0% |
119-140 |
| High |
119-290 |
120-020 |
0-050 |
0.1% |
119-290 |
| Low |
119-210 |
119-160 |
-0-050 |
-0.1% |
119-040 |
| Close |
119-230 |
119-300 |
0-070 |
0.2% |
119-200 |
| Range |
0-080 |
0-180 |
0-100 |
125.0% |
0-250 |
| ATR |
0-092 |
0-098 |
0-006 |
6.9% |
0-000 |
| Volume |
23,892 |
19,036 |
-4,856 |
-20.3% |
41,196 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-167 |
121-093 |
120-079 |
|
| R3 |
120-307 |
120-233 |
120-030 |
|
| R2 |
120-127 |
120-127 |
120-013 |
|
| R1 |
120-053 |
120-053 |
119-316 |
120-090 |
| PP |
119-267 |
119-267 |
119-267 |
119-285 |
| S1 |
119-193 |
119-193 |
119-284 |
119-230 |
| S2 |
119-087 |
119-087 |
119-267 |
|
| S3 |
118-227 |
119-013 |
119-250 |
|
| S4 |
118-047 |
118-153 |
119-201 |
|
|
| 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 |
122-145 |
|
2.618 |
121-171 |
|
1.618 |
120-311 |
|
1.000 |
120-200 |
|
0.618 |
120-131 |
|
HIGH |
120-020 |
|
0.618 |
119-271 |
|
0.500 |
119-250 |
|
0.382 |
119-229 |
|
LOW |
119-160 |
|
0.618 |
119-049 |
|
1.000 |
118-300 |
|
1.618 |
118-189 |
|
2.618 |
118-009 |
|
4.250 |
117-035 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-283 |
119-283 |
| PP |
119-267 |
119-267 |
| S1 |
119-250 |
119-250 |
|