ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-155 |
118-140 |
-0-015 |
0.0% |
116-302 |
| High |
118-190 |
118-187 |
-0-003 |
0.0% |
118-015 |
| Low |
118-047 |
118-080 |
0-033 |
0.1% |
116-235 |
| Close |
118-112 |
118-110 |
-0-002 |
0.0% |
117-277 |
| Range |
0-143 |
0-107 |
-0-036 |
-25.2% |
1-100 |
| ATR |
0-146 |
0-143 |
-0-003 |
-1.9% |
0-000 |
| Volume |
533,434 |
592,089 |
58,655 |
11.0% |
2,206,580 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-127 |
119-065 |
118-169 |
|
| R3 |
119-020 |
118-278 |
118-139 |
|
| R2 |
118-233 |
118-233 |
118-130 |
|
| R1 |
118-171 |
118-171 |
118-120 |
118-148 |
| PP |
118-126 |
118-126 |
118-126 |
118-114 |
| S1 |
118-064 |
118-064 |
118-100 |
118-042 |
| S2 |
118-019 |
118-019 |
118-090 |
|
| S3 |
117-232 |
117-277 |
118-081 |
|
| S4 |
117-125 |
117-170 |
118-051 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-156 |
120-316 |
118-188 |
|
| R3 |
120-056 |
119-216 |
118-072 |
|
| R2 |
118-276 |
118-276 |
118-034 |
|
| R1 |
118-116 |
118-116 |
117-316 |
118-196 |
| PP |
117-176 |
117-176 |
117-176 |
117-216 |
| S1 |
117-016 |
117-016 |
117-238 |
117-096 |
| S2 |
116-076 |
116-076 |
117-200 |
|
| S3 |
114-296 |
115-236 |
117-162 |
|
| S4 |
113-196 |
114-136 |
117-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-190 |
117-200 |
0-310 |
0.8% |
0-127 |
0.3% |
74% |
False |
False |
474,380 |
| 10 |
118-190 |
116-235 |
1-275 |
1.6% |
0-126 |
0.3% |
87% |
False |
False |
456,098 |
| 20 |
118-190 |
116-110 |
2-080 |
1.9% |
0-143 |
0.4% |
89% |
False |
False |
445,113 |
| 40 |
118-190 |
115-020 |
3-170 |
3.0% |
0-160 |
0.4% |
93% |
False |
False |
304,009 |
| 60 |
118-190 |
113-120 |
5-070 |
4.4% |
0-119 |
0.3% |
95% |
False |
False |
202,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-002 |
|
2.618 |
119-147 |
|
1.618 |
119-040 |
|
1.000 |
118-294 |
|
0.618 |
118-253 |
|
HIGH |
118-187 |
|
0.618 |
118-146 |
|
0.500 |
118-134 |
|
0.382 |
118-121 |
|
LOW |
118-080 |
|
0.618 |
118-014 |
|
1.000 |
117-293 |
|
1.618 |
117-227 |
|
2.618 |
117-120 |
|
4.250 |
116-265 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-134 |
118-118 |
| PP |
118-126 |
118-116 |
| S1 |
118-118 |
118-113 |
|