ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-092 |
118-002 |
-0-090 |
-0.2% |
118-115 |
| High |
118-152 |
118-170 |
0-018 |
0.0% |
118-235 |
| Low |
117-297 |
117-297 |
0-000 |
0.0% |
118-072 |
| Close |
118-017 |
118-147 |
0-130 |
0.3% |
118-097 |
| Range |
0-175 |
0-193 |
0-018 |
10.3% |
0-163 |
| ATR |
0-129 |
0-134 |
0-005 |
3.5% |
0-000 |
| Volume |
316,207 |
507,956 |
191,749 |
60.6% |
1,710,408 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-037 |
119-285 |
118-253 |
|
| R3 |
119-164 |
119-092 |
118-200 |
|
| R2 |
118-291 |
118-291 |
118-182 |
|
| R1 |
118-219 |
118-219 |
118-165 |
118-255 |
| PP |
118-098 |
118-098 |
118-098 |
118-116 |
| S1 |
118-026 |
118-026 |
118-129 |
118-062 |
| S2 |
117-225 |
117-225 |
118-112 |
|
| S3 |
117-032 |
117-153 |
118-094 |
|
| S4 |
116-159 |
116-280 |
118-041 |
|
|
| 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 |
118-182 |
117-297 |
0-205 |
0.5% |
0-124 |
0.3% |
83% |
False |
True |
392,129 |
| 10 |
118-235 |
117-297 |
0-258 |
0.7% |
0-119 |
0.3% |
66% |
False |
True |
451,007 |
| 20 |
118-235 |
116-235 |
2-000 |
1.7% |
0-125 |
0.3% |
86% |
False |
False |
433,499 |
| 40 |
118-235 |
115-310 |
2-245 |
2.3% |
0-152 |
0.4% |
90% |
False |
False |
386,102 |
| 60 |
118-235 |
113-240 |
4-315 |
4.2% |
0-132 |
0.3% |
94% |
False |
False |
259,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-030 |
|
2.618 |
120-035 |
|
1.618 |
119-162 |
|
1.000 |
119-043 |
|
0.618 |
118-289 |
|
HIGH |
118-170 |
|
0.618 |
118-096 |
|
0.500 |
118-074 |
|
0.382 |
118-051 |
|
LOW |
117-297 |
|
0.618 |
117-178 |
|
1.000 |
117-104 |
|
1.618 |
116-305 |
|
2.618 |
116-112 |
|
4.250 |
115-117 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-122 |
118-122 |
| PP |
118-098 |
118-098 |
| S1 |
118-074 |
118-074 |
|