ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
119-067 |
118-310 |
-0-077 |
-0.2% |
119-072 |
| High |
119-102 |
119-012 |
-0-090 |
-0.2% |
119-140 |
| Low |
118-300 |
118-242 |
-0-058 |
-0.2% |
118-300 |
| Close |
118-312 |
119-000 |
0-008 |
0.0% |
118-312 |
| Range |
0-122 |
0-090 |
-0-032 |
-26.2% |
0-160 |
| ATR |
0-133 |
0-130 |
-0-003 |
-2.3% |
0-000 |
| Volume |
375,146 |
368,818 |
-6,328 |
-1.7% |
2,107,797 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-248 |
119-214 |
119-050 |
|
| R3 |
119-158 |
119-124 |
119-025 |
|
| R2 |
119-068 |
119-068 |
119-016 |
|
| R1 |
119-034 |
119-034 |
119-008 |
119-051 |
| PP |
118-298 |
118-298 |
118-298 |
118-306 |
| S1 |
118-264 |
118-264 |
118-312 |
118-281 |
| S2 |
118-208 |
118-208 |
118-304 |
|
| S3 |
118-118 |
118-174 |
118-295 |
|
| S4 |
118-028 |
118-084 |
118-270 |
|
|
| 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 |
118-242 |
0-218 |
0.6% |
0-118 |
0.3% |
36% |
False |
True |
383,963 |
| 10 |
119-140 |
117-297 |
1-163 |
1.3% |
0-140 |
0.4% |
71% |
False |
False |
457,646 |
| 20 |
119-140 |
117-277 |
1-183 |
1.3% |
0-124 |
0.3% |
72% |
False |
False |
451,518 |
| 40 |
119-140 |
116-020 |
3-120 |
2.8% |
0-138 |
0.4% |
87% |
False |
False |
447,617 |
| 60 |
119-140 |
114-170 |
4-290 |
4.1% |
0-144 |
0.4% |
91% |
False |
False |
321,755 |
| 80 |
119-140 |
112-250 |
6-210 |
5.6% |
0-114 |
0.3% |
93% |
False |
False |
241,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-074 |
|
2.618 |
119-248 |
|
1.618 |
119-158 |
|
1.000 |
119-102 |
|
0.618 |
119-068 |
|
HIGH |
119-012 |
|
0.618 |
118-298 |
|
0.500 |
118-287 |
|
0.382 |
118-276 |
|
LOW |
118-242 |
|
0.618 |
118-186 |
|
1.000 |
118-152 |
|
1.618 |
118-096 |
|
2.618 |
118-006 |
|
4.250 |
117-180 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-309 |
119-031 |
| PP |
118-298 |
119-021 |
| S1 |
118-287 |
119-010 |
|