ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-310 |
118-317 |
0-007 |
0.0% |
119-072 |
| High |
119-012 |
119-017 |
0-005 |
0.0% |
119-140 |
| Low |
118-242 |
118-212 |
-0-030 |
-0.1% |
118-300 |
| Close |
119-000 |
118-227 |
-0-093 |
-0.2% |
118-312 |
| Range |
0-090 |
0-125 |
0-035 |
38.9% |
0-160 |
| ATR |
0-130 |
0-129 |
0-000 |
-0.3% |
0-000 |
| Volume |
368,818 |
313,071 |
-55,747 |
-15.1% |
2,107,797 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-314 |
119-235 |
118-296 |
|
| R3 |
119-189 |
119-110 |
118-261 |
|
| R2 |
119-064 |
119-064 |
118-250 |
|
| R1 |
118-305 |
118-305 |
118-238 |
118-282 |
| PP |
118-259 |
118-259 |
118-259 |
118-247 |
| S1 |
118-180 |
118-180 |
118-216 |
118-157 |
| S2 |
118-134 |
118-134 |
118-204 |
|
| S3 |
118-009 |
118-055 |
118-193 |
|
| S4 |
117-204 |
117-250 |
118-158 |
|
|
| 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 |
118-212 |
0-248 |
0.7% |
0-117 |
0.3% |
6% |
False |
True |
382,950 |
| 10 |
119-140 |
117-297 |
1-163 |
1.3% |
0-134 |
0.4% |
52% |
False |
False |
457,332 |
| 20 |
119-140 |
117-297 |
1-163 |
1.3% |
0-123 |
0.3% |
52% |
False |
False |
446,170 |
| 40 |
119-140 |
116-020 |
3-120 |
2.8% |
0-136 |
0.4% |
78% |
False |
False |
443,709 |
| 60 |
119-140 |
114-170 |
4-290 |
4.1% |
0-146 |
0.4% |
85% |
False |
False |
326,953 |
| 80 |
119-140 |
112-250 |
6-210 |
5.6% |
0-115 |
0.3% |
89% |
False |
False |
245,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-228 |
|
2.618 |
120-024 |
|
1.618 |
119-219 |
|
1.000 |
119-142 |
|
0.618 |
119-094 |
|
HIGH |
119-017 |
|
0.618 |
118-289 |
|
0.500 |
118-274 |
|
0.382 |
118-260 |
|
LOW |
118-212 |
|
0.618 |
118-135 |
|
1.000 |
118-087 |
|
1.618 |
118-010 |
|
2.618 |
117-205 |
|
4.250 |
117-001 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-274 |
118-317 |
| PP |
118-259 |
118-287 |
| S1 |
118-243 |
118-257 |
|