ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-122 |
118-100 |
-0-022 |
-0.1% |
118-115 |
| High |
118-142 |
118-160 |
0-018 |
0.0% |
118-235 |
| Low |
118-075 |
118-087 |
0-012 |
0.0% |
118-072 |
| Close |
118-097 |
118-115 |
0-018 |
0.0% |
118-097 |
| Range |
0-067 |
0-073 |
0-006 |
9.0% |
0-163 |
| ATR |
0-129 |
0-125 |
-0-004 |
-3.1% |
0-000 |
| Volume |
418,850 |
295,159 |
-123,691 |
-29.5% |
1,710,408 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-020 |
118-300 |
118-155 |
|
| R3 |
118-267 |
118-227 |
118-135 |
|
| R2 |
118-194 |
118-194 |
118-128 |
|
| R1 |
118-154 |
118-154 |
118-122 |
118-174 |
| PP |
118-121 |
118-121 |
118-121 |
118-130 |
| S1 |
118-081 |
118-081 |
118-108 |
118-101 |
| S2 |
118-048 |
118-048 |
118-102 |
|
| S3 |
117-295 |
118-008 |
118-095 |
|
| S4 |
117-222 |
117-255 |
118-075 |
|
|
| 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 |
118-072 |
0-163 |
0.4% |
0-089 |
0.2% |
26% |
False |
False |
401,113 |
| 10 |
118-235 |
117-277 |
0-278 |
0.7% |
0-108 |
0.3% |
57% |
False |
False |
445,390 |
| 20 |
118-235 |
116-210 |
2-025 |
1.8% |
0-121 |
0.3% |
82% |
False |
False |
430,818 |
| 40 |
118-235 |
115-280 |
2-275 |
2.4% |
0-152 |
0.4% |
87% |
False |
False |
366,943 |
| 60 |
118-235 |
113-240 |
4-315 |
4.2% |
0-127 |
0.3% |
92% |
False |
False |
245,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-150 |
|
2.618 |
119-031 |
|
1.618 |
118-278 |
|
1.000 |
118-233 |
|
0.618 |
118-205 |
|
HIGH |
118-160 |
|
0.618 |
118-132 |
|
0.500 |
118-124 |
|
0.382 |
118-115 |
|
LOW |
118-087 |
|
0.618 |
118-042 |
|
1.000 |
118-014 |
|
1.618 |
117-289 |
|
2.618 |
117-216 |
|
4.250 |
117-097 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-124 |
118-127 |
| PP |
118-121 |
118-123 |
| S1 |
118-118 |
118-119 |
|