ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-092 |
118-115 |
0-023 |
0.1% |
117-305 |
| High |
118-157 |
118-207 |
0-050 |
0.1% |
118-190 |
| Low |
118-030 |
118-090 |
0-060 |
0.2% |
117-277 |
| Close |
118-107 |
118-192 |
0-085 |
0.2% |
118-107 |
| Range |
0-127 |
0-117 |
-0-010 |
-7.9% |
0-233 |
| ATR |
0-142 |
0-140 |
-0-002 |
-1.3% |
0-000 |
| Volume |
554,819 |
472,591 |
-82,228 |
-14.8% |
2,448,337 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-194 |
119-150 |
118-256 |
|
| R3 |
119-077 |
119-033 |
118-224 |
|
| R2 |
118-280 |
118-280 |
118-213 |
|
| R1 |
118-236 |
118-236 |
118-203 |
118-258 |
| PP |
118-163 |
118-163 |
118-163 |
118-174 |
| S1 |
118-119 |
118-119 |
118-181 |
118-141 |
| S2 |
118-046 |
118-046 |
118-171 |
|
| S3 |
117-249 |
118-002 |
118-160 |
|
| S4 |
117-132 |
117-205 |
118-128 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-144 |
120-038 |
118-235 |
|
| R3 |
119-231 |
119-125 |
118-171 |
|
| R2 |
118-318 |
118-318 |
118-150 |
|
| R1 |
118-212 |
118-212 |
118-128 |
118-265 |
| PP |
118-085 |
118-085 |
118-085 |
118-111 |
| S1 |
117-299 |
117-299 |
118-086 |
118-032 |
| S2 |
117-172 |
117-172 |
118-064 |
|
| S3 |
116-259 |
117-066 |
118-043 |
|
| S4 |
116-026 |
116-153 |
117-299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-207 |
118-030 |
0-177 |
0.5% |
0-122 |
0.3% |
92% |
True |
False |
500,179 |
| 10 |
118-207 |
117-002 |
1-205 |
1.4% |
0-128 |
0.3% |
97% |
True |
False |
484,797 |
| 20 |
118-207 |
116-200 |
2-007 |
1.7% |
0-133 |
0.4% |
98% |
True |
False |
439,478 |
| 40 |
118-207 |
115-020 |
3-187 |
3.0% |
0-155 |
0.4% |
99% |
True |
False |
329,490 |
| 60 |
118-207 |
113-190 |
5-017 |
4.3% |
0-123 |
0.3% |
99% |
True |
False |
219,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-064 |
|
2.618 |
119-193 |
|
1.618 |
119-076 |
|
1.000 |
119-004 |
|
0.618 |
118-279 |
|
HIGH |
118-207 |
|
0.618 |
118-162 |
|
0.500 |
118-148 |
|
0.382 |
118-135 |
|
LOW |
118-090 |
|
0.618 |
118-018 |
|
1.000 |
117-293 |
|
1.618 |
117-221 |
|
2.618 |
117-104 |
|
4.250 |
116-233 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-178 |
118-168 |
| PP |
118-163 |
118-143 |
| S1 |
118-148 |
118-118 |
|