ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-002 |
118-155 |
0-153 |
0.4% |
118-115 |
| High |
118-170 |
118-290 |
0-120 |
0.3% |
118-235 |
| Low |
117-297 |
118-102 |
0-125 |
0.3% |
118-072 |
| Close |
118-147 |
118-267 |
0-120 |
0.3% |
118-097 |
| Range |
0-193 |
0-188 |
-0-005 |
-2.6% |
0-163 |
| ATR |
0-134 |
0-137 |
0-004 |
2.9% |
0-000 |
| Volume |
507,956 |
624,430 |
116,474 |
22.9% |
1,710,408 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-144 |
120-073 |
119-050 |
|
| R3 |
119-276 |
119-205 |
118-319 |
|
| R2 |
119-088 |
119-088 |
118-301 |
|
| R1 |
119-017 |
119-017 |
118-284 |
119-052 |
| PP |
118-220 |
118-220 |
118-220 |
118-237 |
| S1 |
118-149 |
118-149 |
118-250 |
118-184 |
| S2 |
118-032 |
118-032 |
118-233 |
|
| S3 |
117-164 |
117-281 |
118-215 |
|
| S4 |
116-296 |
117-093 |
118-164 |
|
|
| 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 |
118-290 |
117-297 |
0-313 |
0.8% |
0-139 |
0.4% |
93% |
True |
False |
432,520 |
| 10 |
118-290 |
117-297 |
0-313 |
0.8% |
0-124 |
0.3% |
93% |
True |
False |
460,106 |
| 20 |
118-290 |
116-235 |
2-055 |
1.8% |
0-128 |
0.3% |
97% |
True |
False |
446,516 |
| 40 |
118-290 |
116-020 |
2-270 |
2.4% |
0-152 |
0.4% |
97% |
True |
False |
401,536 |
| 60 |
118-290 |
113-240 |
5-050 |
4.3% |
0-135 |
0.4% |
99% |
True |
False |
269,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-129 |
|
2.618 |
120-142 |
|
1.618 |
119-274 |
|
1.000 |
119-158 |
|
0.618 |
119-086 |
|
HIGH |
118-290 |
|
0.618 |
118-218 |
|
0.500 |
118-196 |
|
0.382 |
118-174 |
|
LOW |
118-102 |
|
0.618 |
117-306 |
|
1.000 |
117-234 |
|
1.618 |
117-118 |
|
2.618 |
116-250 |
|
4.250 |
115-263 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-243 |
118-222 |
| PP |
118-220 |
118-178 |
| S1 |
118-196 |
118-134 |
|