ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
119-042 |
119-110 |
0-068 |
0.2% |
118-100 |
| High |
119-140 |
119-140 |
0-000 |
0.0% |
119-062 |
| Low |
119-020 |
119-010 |
-0-010 |
0.0% |
117-297 |
| Close |
119-107 |
119-075 |
-0-032 |
-0.1% |
119-025 |
| Range |
0-120 |
0-130 |
0-010 |
8.3% |
1-085 |
| ATR |
0-134 |
0-134 |
0-000 |
-0.2% |
0-000 |
| Volume |
466,394 |
391,324 |
-75,070 |
-16.1% |
2,395,007 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-145 |
120-080 |
119-146 |
|
| R3 |
120-015 |
119-270 |
119-111 |
|
| R2 |
119-205 |
119-205 |
119-099 |
|
| R1 |
119-140 |
119-140 |
119-087 |
119-108 |
| PP |
119-075 |
119-075 |
119-075 |
119-059 |
| S1 |
119-010 |
119-010 |
119-063 |
118-298 |
| S2 |
118-265 |
118-265 |
119-051 |
|
| S3 |
118-135 |
118-200 |
119-039 |
|
| S4 |
118-005 |
118-070 |
119-004 |
|
|
| 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 |
119-140 |
118-225 |
0-235 |
0.6% |
0-125 |
0.3% |
72% |
True |
False |
476,781 |
| 10 |
119-140 |
117-297 |
1-163 |
1.3% |
0-132 |
0.3% |
87% |
True |
False |
454,650 |
| 20 |
119-140 |
117-200 |
1-260 |
1.5% |
0-125 |
0.3% |
89% |
True |
False |
467,082 |
| 40 |
119-140 |
116-020 |
3-120 |
2.8% |
0-144 |
0.4% |
94% |
True |
False |
453,190 |
| 60 |
119-140 |
114-070 |
5-070 |
4.4% |
0-143 |
0.4% |
96% |
True |
False |
309,375 |
| 80 |
119-140 |
112-250 |
6-210 |
5.6% |
0-111 |
0.3% |
97% |
True |
False |
232,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-052 |
|
2.618 |
120-160 |
|
1.618 |
120-030 |
|
1.000 |
119-270 |
|
0.618 |
119-220 |
|
HIGH |
119-140 |
|
0.618 |
119-090 |
|
0.500 |
119-075 |
|
0.382 |
119-060 |
|
LOW |
119-010 |
|
0.618 |
118-250 |
|
1.000 |
118-200 |
|
1.618 |
118-120 |
|
2.618 |
117-310 |
|
4.250 |
117-098 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-075 |
119-071 |
| PP |
119-075 |
119-067 |
| S1 |
119-075 |
119-062 |
|