ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-220 |
119-052 |
0-152 |
0.4% |
119-072 |
| High |
119-060 |
119-185 |
0-125 |
0.3% |
119-140 |
| Low |
118-212 |
119-025 |
0-133 |
0.4% |
118-300 |
| Close |
119-042 |
119-120 |
0-078 |
0.2% |
118-312 |
| Range |
0-168 |
0-160 |
-0-008 |
-4.8% |
0-160 |
| ATR |
0-132 |
0-134 |
0-002 |
1.5% |
0-000 |
| Volume |
376,514 |
503,149 |
126,635 |
33.6% |
2,107,797 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-270 |
120-195 |
119-208 |
|
| R3 |
120-110 |
120-035 |
119-164 |
|
| R2 |
119-270 |
119-270 |
119-149 |
|
| R1 |
119-195 |
119-195 |
119-135 |
119-232 |
| PP |
119-110 |
119-110 |
119-110 |
119-129 |
| S1 |
119-035 |
119-035 |
119-105 |
119-072 |
| S2 |
118-270 |
118-270 |
119-091 |
|
| S3 |
118-110 |
118-195 |
119-076 |
|
| S4 |
117-270 |
118-035 |
119-032 |
|
|
| 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 |
119-185 |
118-212 |
0-293 |
0.8% |
0-133 |
0.3% |
78% |
True |
False |
387,339 |
| 10 |
119-185 |
118-212 |
0-293 |
0.8% |
0-129 |
0.3% |
78% |
True |
False |
432,060 |
| 20 |
119-185 |
117-297 |
1-208 |
1.4% |
0-126 |
0.3% |
88% |
True |
False |
446,083 |
| 40 |
119-185 |
116-020 |
3-165 |
2.9% |
0-136 |
0.4% |
94% |
True |
False |
441,853 |
| 60 |
119-185 |
115-000 |
4-185 |
3.8% |
0-151 |
0.4% |
96% |
True |
False |
341,569 |
| 80 |
119-185 |
113-030 |
6-155 |
5.4% |
0-119 |
0.3% |
97% |
True |
False |
256,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-225 |
|
2.618 |
120-284 |
|
1.618 |
120-124 |
|
1.000 |
120-025 |
|
0.618 |
119-284 |
|
HIGH |
119-185 |
|
0.618 |
119-124 |
|
0.500 |
119-105 |
|
0.382 |
119-086 |
|
LOW |
119-025 |
|
0.618 |
118-246 |
|
1.000 |
118-185 |
|
1.618 |
118-086 |
|
2.618 |
117-246 |
|
4.250 |
116-305 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-115 |
119-093 |
| PP |
119-110 |
119-066 |
| S1 |
119-105 |
119-038 |
|