ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-155 |
118-232 |
0-077 |
0.2% |
118-100 |
| High |
118-290 |
119-062 |
0-092 |
0.2% |
119-062 |
| Low |
118-102 |
118-225 |
0-123 |
0.3% |
117-297 |
| Close |
118-267 |
119-025 |
0-078 |
0.2% |
119-025 |
| Range |
0-188 |
0-157 |
-0-031 |
-16.5% |
1-085 |
| ATR |
0-137 |
0-139 |
0-001 |
1.0% |
0-000 |
| Volume |
624,430 |
651,255 |
26,825 |
4.3% |
2,395,007 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-148 |
120-084 |
119-111 |
|
| R3 |
119-311 |
119-247 |
119-068 |
|
| R2 |
119-154 |
119-154 |
119-054 |
|
| R1 |
119-090 |
119-090 |
119-039 |
119-122 |
| PP |
118-317 |
118-317 |
118-317 |
119-014 |
| S1 |
118-253 |
118-253 |
119-011 |
118-285 |
| S2 |
118-160 |
118-160 |
118-316 |
|
| S3 |
118-003 |
118-096 |
118-302 |
|
| S4 |
117-166 |
117-259 |
118-259 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-170 |
122-022 |
119-248 |
|
| R3 |
121-085 |
120-257 |
119-136 |
|
| R2 |
120-000 |
120-000 |
119-099 |
|
| R1 |
119-172 |
119-172 |
119-062 |
119-246 |
| PP |
118-235 |
118-235 |
118-235 |
118-272 |
| S1 |
118-087 |
118-087 |
118-308 |
118-161 |
| S2 |
117-150 |
117-150 |
118-271 |
|
| S3 |
116-065 |
117-002 |
118-234 |
|
| S4 |
114-300 |
115-237 |
118-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-062 |
117-297 |
1-085 |
1.1% |
0-157 |
0.4% |
91% |
True |
False |
479,001 |
| 10 |
119-062 |
117-297 |
1-085 |
1.1% |
0-129 |
0.3% |
91% |
True |
False |
466,023 |
| 20 |
119-062 |
116-235 |
2-147 |
2.1% |
0-127 |
0.3% |
95% |
True |
False |
461,061 |
| 40 |
119-062 |
116-020 |
3-042 |
2.6% |
0-152 |
0.4% |
96% |
True |
False |
417,333 |
| 60 |
119-062 |
113-240 |
5-142 |
4.6% |
0-138 |
0.4% |
98% |
True |
False |
280,501 |
| 80 |
119-062 |
112-250 |
6-132 |
5.4% |
0-105 |
0.3% |
98% |
True |
False |
210,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-089 |
|
2.618 |
120-153 |
|
1.618 |
119-316 |
|
1.000 |
119-219 |
|
0.618 |
119-159 |
|
HIGH |
119-062 |
|
0.618 |
119-002 |
|
0.500 |
118-304 |
|
0.382 |
118-285 |
|
LOW |
118-225 |
|
0.618 |
118-128 |
|
1.000 |
118-068 |
|
1.618 |
117-291 |
|
2.618 |
117-134 |
|
4.250 |
116-198 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-011 |
118-290 |
| PP |
118-317 |
118-235 |
| S1 |
118-304 |
118-180 |
|