ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-232 |
119-072 |
0-160 |
0.4% |
118-100 |
| High |
119-062 |
119-072 |
0-010 |
0.0% |
119-062 |
| Low |
118-225 |
118-302 |
0-077 |
0.2% |
117-297 |
| Close |
119-025 |
119-005 |
-0-020 |
-0.1% |
119-025 |
| Range |
0-157 |
0-090 |
-0-067 |
-42.7% |
1-085 |
| ATR |
0-139 |
0-135 |
-0-003 |
-2.5% |
0-000 |
| Volume |
651,255 |
556,799 |
-94,456 |
-14.5% |
2,395,007 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-290 |
119-237 |
119-054 |
|
| R3 |
119-200 |
119-147 |
119-030 |
|
| R2 |
119-110 |
119-110 |
119-022 |
|
| R1 |
119-057 |
119-057 |
119-013 |
119-038 |
| PP |
119-020 |
119-020 |
119-020 |
119-010 |
| S1 |
118-287 |
118-287 |
118-317 |
118-268 |
| S2 |
118-250 |
118-250 |
118-308 |
|
| S3 |
118-160 |
118-197 |
118-300 |
|
| S4 |
118-070 |
118-107 |
118-276 |
|
|
| 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 |
119-072 |
117-297 |
1-095 |
1.1% |
0-161 |
0.4% |
84% |
True |
False |
531,329 |
| 10 |
119-072 |
117-297 |
1-095 |
1.1% |
0-125 |
0.3% |
84% |
True |
False |
466,221 |
| 20 |
119-072 |
116-235 |
2-157 |
2.1% |
0-128 |
0.3% |
92% |
True |
False |
465,856 |
| 40 |
119-072 |
116-020 |
3-052 |
2.7% |
0-148 |
0.4% |
93% |
True |
False |
430,510 |
| 60 |
119-072 |
113-240 |
5-152 |
4.6% |
0-139 |
0.4% |
96% |
True |
False |
289,781 |
| 80 |
119-072 |
112-250 |
6-142 |
5.4% |
0-106 |
0.3% |
97% |
True |
False |
217,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-134 |
|
2.618 |
119-308 |
|
1.618 |
119-218 |
|
1.000 |
119-162 |
|
0.618 |
119-128 |
|
HIGH |
119-072 |
|
0.618 |
119-038 |
|
0.500 |
119-027 |
|
0.382 |
119-016 |
|
LOW |
118-302 |
|
0.618 |
118-246 |
|
1.000 |
118-212 |
|
1.618 |
118-156 |
|
2.618 |
118-066 |
|
4.250 |
117-240 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-027 |
118-299 |
| PP |
119-020 |
118-273 |
| S1 |
119-012 |
118-247 |
|