ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-122 |
-0-038 |
-0.1% |
118-115 |
| High |
118-182 |
118-142 |
-0-040 |
-0.1% |
118-235 |
| Low |
118-072 |
118-075 |
0-003 |
0.0% |
118-072 |
| Close |
118-145 |
118-097 |
-0-048 |
-0.1% |
118-097 |
| Range |
0-110 |
0-067 |
-0-043 |
-39.1% |
0-163 |
| ATR |
0-134 |
0-129 |
-0-005 |
-3.4% |
0-000 |
| Volume |
422,473 |
418,850 |
-3,623 |
-0.9% |
1,710,408 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-306 |
118-268 |
118-134 |
|
| R3 |
118-239 |
118-201 |
118-115 |
|
| R2 |
118-172 |
118-172 |
118-109 |
|
| R1 |
118-134 |
118-134 |
118-103 |
118-120 |
| PP |
118-105 |
118-105 |
118-105 |
118-097 |
| S1 |
118-067 |
118-067 |
118-091 |
118-052 |
| S2 |
118-038 |
118-038 |
118-085 |
|
| S3 |
117-291 |
118-000 |
118-079 |
|
| S4 |
117-224 |
117-253 |
118-060 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-304 |
119-203 |
118-187 |
|
| R3 |
119-141 |
119-040 |
118-142 |
|
| R2 |
118-298 |
118-298 |
118-127 |
|
| R1 |
118-197 |
118-197 |
118-112 |
118-166 |
| PP |
118-135 |
118-135 |
118-135 |
118-119 |
| S1 |
118-034 |
118-034 |
118-082 |
118-003 |
| S2 |
117-292 |
117-292 |
118-067 |
|
| S3 |
117-129 |
117-191 |
118-052 |
|
| S4 |
116-286 |
117-028 |
118-007 |
|
|
| 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% |
0-100 |
0.3% |
33% |
False |
False |
453,045 |
| 10 |
118-235 |
117-200 |
1-035 |
0.9% |
0-114 |
0.3% |
61% |
False |
False |
463,712 |
| 20 |
118-235 |
116-210 |
2-025 |
1.8% |
0-125 |
0.3% |
79% |
False |
False |
440,838 |
| 40 |
118-235 |
115-140 |
3-095 |
2.8% |
0-152 |
0.4% |
87% |
False |
False |
359,893 |
| 60 |
118-235 |
113-190 |
5-045 |
4.3% |
0-127 |
0.3% |
92% |
False |
False |
240,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-107 |
|
2.618 |
118-317 |
|
1.618 |
118-250 |
|
1.000 |
118-209 |
|
0.618 |
118-183 |
|
HIGH |
118-142 |
|
0.618 |
118-116 |
|
0.500 |
118-108 |
|
0.382 |
118-101 |
|
LOW |
118-075 |
|
0.618 |
118-034 |
|
1.000 |
118-008 |
|
1.618 |
117-287 |
|
2.618 |
117-220 |
|
4.250 |
117-110 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-108 |
118-154 |
| PP |
118-105 |
118-135 |
| S1 |
118-101 |
118-116 |
|