ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
118-092 |
-0-008 |
0.0% |
118-115 |
| High |
118-160 |
118-152 |
-0-008 |
0.0% |
118-235 |
| Low |
118-087 |
117-297 |
-0-110 |
-0.3% |
118-072 |
| Close |
118-115 |
118-017 |
-0-098 |
-0.3% |
118-097 |
| Range |
0-073 |
0-175 |
0-102 |
139.7% |
0-163 |
| ATR |
0-125 |
0-129 |
0-004 |
2.8% |
0-000 |
| Volume |
295,159 |
316,207 |
21,048 |
7.1% |
1,710,408 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-254 |
119-150 |
118-113 |
|
| R3 |
119-079 |
118-295 |
118-065 |
|
| R2 |
118-224 |
118-224 |
118-049 |
|
| R1 |
118-120 |
118-120 |
118-033 |
118-084 |
| PP |
118-049 |
118-049 |
118-049 |
118-031 |
| S1 |
117-265 |
117-265 |
118-001 |
117-230 |
| S2 |
117-194 |
117-194 |
117-305 |
|
| S3 |
117-019 |
117-090 |
117-289 |
|
| S4 |
116-164 |
116-235 |
117-241 |
|
|
| 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 |
117-297 |
0-258 |
0.7% |
0-101 |
0.3% |
16% |
False |
True |
369,836 |
| 10 |
118-235 |
117-297 |
0-258 |
0.7% |
0-112 |
0.3% |
16% |
False |
True |
435,008 |
| 20 |
118-235 |
116-235 |
2-000 |
1.7% |
0-122 |
0.3% |
66% |
False |
False |
425,142 |
| 40 |
118-235 |
115-310 |
2-245 |
2.3% |
0-151 |
0.4% |
75% |
False |
False |
373,986 |
| 60 |
118-235 |
113-240 |
4-315 |
4.2% |
0-129 |
0.3% |
86% |
False |
False |
250,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-256 |
|
2.618 |
119-290 |
|
1.618 |
119-115 |
|
1.000 |
119-007 |
|
0.618 |
118-260 |
|
HIGH |
118-152 |
|
0.618 |
118-085 |
|
0.500 |
118-064 |
|
0.382 |
118-044 |
|
LOW |
117-297 |
|
0.618 |
117-189 |
|
1.000 |
117-122 |
|
1.618 |
117-014 |
|
2.618 |
116-159 |
|
4.250 |
115-193 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-064 |
118-068 |
| PP |
118-049 |
118-051 |
| S1 |
118-033 |
118-034 |
|