ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-067 |
-0-043 |
-0.1% |
119-072 |
| High |
119-140 |
119-102 |
-0-038 |
-0.1% |
119-140 |
| Low |
119-010 |
118-300 |
-0-030 |
-0.1% |
118-300 |
| Close |
119-075 |
118-312 |
-0-083 |
-0.2% |
118-312 |
| Range |
0-130 |
0-122 |
-0-008 |
-6.2% |
0-160 |
| ATR |
0-134 |
0-133 |
-0-001 |
-0.6% |
0-000 |
| Volume |
391,324 |
375,146 |
-16,178 |
-4.1% |
2,107,797 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-071 |
119-313 |
119-059 |
|
| R3 |
119-269 |
119-191 |
119-026 |
|
| R2 |
119-147 |
119-147 |
119-014 |
|
| R1 |
119-069 |
119-069 |
119-003 |
119-047 |
| PP |
119-025 |
119-025 |
119-025 |
119-014 |
| S1 |
118-267 |
118-267 |
118-301 |
118-245 |
| S2 |
118-223 |
118-223 |
118-290 |
|
| S3 |
118-101 |
118-145 |
118-278 |
|
| S4 |
117-299 |
118-023 |
118-245 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-197 |
120-095 |
119-080 |
|
| R3 |
120-037 |
119-255 |
119-036 |
|
| R2 |
119-197 |
119-197 |
119-021 |
|
| R1 |
119-095 |
119-095 |
119-007 |
119-066 |
| PP |
119-037 |
119-037 |
119-037 |
119-023 |
| S1 |
118-255 |
118-255 |
118-297 |
118-226 |
| S2 |
118-197 |
118-197 |
118-283 |
|
| S3 |
118-037 |
118-095 |
118-268 |
|
| S4 |
117-197 |
117-255 |
118-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-140 |
118-300 |
0-160 |
0.4% |
0-118 |
0.3% |
8% |
False |
True |
421,559 |
| 10 |
119-140 |
117-297 |
1-163 |
1.3% |
0-138 |
0.4% |
69% |
False |
False |
450,280 |
| 20 |
119-140 |
117-200 |
1-260 |
1.5% |
0-126 |
0.3% |
74% |
False |
False |
456,996 |
| 40 |
119-140 |
116-020 |
3-120 |
2.8% |
0-142 |
0.4% |
86% |
False |
False |
453,568 |
| 60 |
119-140 |
114-070 |
5-070 |
4.4% |
0-143 |
0.4% |
91% |
False |
False |
315,609 |
| 80 |
119-140 |
112-250 |
6-210 |
5.6% |
0-112 |
0.3% |
93% |
False |
False |
236,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-300 |
|
2.618 |
120-101 |
|
1.618 |
119-299 |
|
1.000 |
119-224 |
|
0.618 |
119-177 |
|
HIGH |
119-102 |
|
0.618 |
119-055 |
|
0.500 |
119-041 |
|
0.382 |
119-027 |
|
LOW |
118-300 |
|
0.618 |
118-225 |
|
1.000 |
118-178 |
|
1.618 |
118-103 |
|
2.618 |
117-301 |
|
4.250 |
117-102 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-041 |
119-060 |
| PP |
119-025 |
119-037 |
| S1 |
119-008 |
119-015 |
|