ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-200 |
118-160 |
-0-040 |
-0.1% |
117-305 |
| High |
118-235 |
118-182 |
-0-053 |
-0.1% |
118-190 |
| Low |
118-155 |
118-072 |
-0-083 |
-0.2% |
117-277 |
| Close |
118-177 |
118-145 |
-0-032 |
-0.1% |
118-107 |
| Range |
0-080 |
0-110 |
0-030 |
37.5% |
0-233 |
| ATR |
0-136 |
0-134 |
-0-002 |
-1.4% |
0-000 |
| Volume |
396,494 |
422,473 |
25,979 |
6.6% |
2,448,337 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-143 |
119-094 |
118-206 |
|
| R3 |
119-033 |
118-304 |
118-175 |
|
| R2 |
118-243 |
118-243 |
118-165 |
|
| R1 |
118-194 |
118-194 |
118-155 |
118-164 |
| PP |
118-133 |
118-133 |
118-133 |
118-118 |
| S1 |
118-084 |
118-084 |
118-135 |
118-054 |
| S2 |
118-023 |
118-023 |
118-125 |
|
| S3 |
117-233 |
117-294 |
118-115 |
|
| S4 |
117-123 |
117-184 |
118-084 |
|
|
| 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 |
118-235 |
118-030 |
0-205 |
0.5% |
0-108 |
0.3% |
56% |
False |
False |
487,693 |
| 10 |
118-235 |
117-200 |
1-035 |
0.9% |
0-118 |
0.3% |
75% |
False |
False |
479,514 |
| 20 |
118-235 |
116-200 |
2-035 |
1.8% |
0-133 |
0.4% |
87% |
False |
False |
441,169 |
| 40 |
118-235 |
115-140 |
3-095 |
2.8% |
0-152 |
0.4% |
91% |
False |
False |
349,575 |
| 60 |
118-235 |
113-190 |
5-045 |
4.3% |
0-126 |
0.3% |
95% |
False |
False |
233,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-010 |
|
2.618 |
119-150 |
|
1.618 |
119-040 |
|
1.000 |
118-292 |
|
0.618 |
118-250 |
|
HIGH |
118-182 |
|
0.618 |
118-140 |
|
0.500 |
118-127 |
|
0.382 |
118-114 |
|
LOW |
118-072 |
|
0.618 |
118-004 |
|
1.000 |
117-282 |
|
1.618 |
117-214 |
|
2.618 |
117-104 |
|
4.250 |
116-244 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-139 |
118-154 |
| PP |
118-133 |
118-151 |
| S1 |
118-127 |
118-148 |
|