ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-317 |
118-220 |
-0-097 |
-0.3% |
119-072 |
| High |
119-017 |
119-060 |
0-043 |
0.1% |
119-140 |
| Low |
118-212 |
118-212 |
0-000 |
0.0% |
118-300 |
| Close |
118-227 |
119-042 |
0-135 |
0.4% |
118-312 |
| Range |
0-125 |
0-168 |
0-043 |
34.4% |
0-160 |
| ATR |
0-129 |
0-132 |
0-003 |
2.1% |
0-000 |
| Volume |
313,071 |
376,514 |
63,443 |
20.3% |
2,107,797 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-182 |
120-120 |
119-134 |
|
| R3 |
120-014 |
119-272 |
119-088 |
|
| R2 |
119-166 |
119-166 |
119-073 |
|
| R1 |
119-104 |
119-104 |
119-057 |
119-135 |
| PP |
118-318 |
118-318 |
118-318 |
119-014 |
| S1 |
118-256 |
118-256 |
119-027 |
118-287 |
| S2 |
118-150 |
118-150 |
119-011 |
|
| S3 |
117-302 |
118-088 |
118-316 |
|
| S4 |
117-134 |
117-240 |
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 |
118-212 |
0-248 |
0.7% |
0-127 |
0.3% |
60% |
False |
True |
364,974 |
| 10 |
119-140 |
118-102 |
1-038 |
0.9% |
0-132 |
0.3% |
73% |
False |
False |
444,188 |
| 20 |
119-140 |
117-297 |
1-163 |
1.3% |
0-126 |
0.3% |
80% |
False |
False |
447,597 |
| 40 |
119-140 |
116-020 |
3-120 |
2.8% |
0-136 |
0.4% |
91% |
False |
False |
442,285 |
| 60 |
119-140 |
114-290 |
4-170 |
3.8% |
0-149 |
0.4% |
93% |
False |
False |
333,185 |
| 80 |
119-140 |
112-300 |
6-160 |
5.5% |
0-117 |
0.3% |
95% |
False |
False |
249,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-134 |
|
2.618 |
120-180 |
|
1.618 |
120-012 |
|
1.000 |
119-228 |
|
0.618 |
119-164 |
|
HIGH |
119-060 |
|
0.618 |
118-316 |
|
0.500 |
118-296 |
|
0.382 |
118-276 |
|
LOW |
118-212 |
|
0.618 |
118-108 |
|
1.000 |
118-044 |
|
1.618 |
117-260 |
|
2.618 |
117-092 |
|
4.250 |
116-138 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-020 |
119-020 |
| PP |
118-318 |
118-318 |
| S1 |
118-296 |
118-296 |
|