ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
119-052 |
119-162 |
0-110 |
0.3% |
118-310 |
| High |
119-185 |
119-275 |
0-090 |
0.2% |
119-275 |
| Low |
119-025 |
119-160 |
0-135 |
0.4% |
118-212 |
| Close |
119-120 |
119-265 |
0-145 |
0.4% |
119-265 |
| Range |
0-160 |
0-115 |
-0-045 |
-28.1% |
1-063 |
| ATR |
0-134 |
0-136 |
0-001 |
1.1% |
0-000 |
| Volume |
503,149 |
653,846 |
150,697 |
30.0% |
2,215,398 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-258 |
120-217 |
120-008 |
|
| R3 |
120-143 |
120-102 |
119-297 |
|
| R2 |
120-028 |
120-028 |
119-286 |
|
| R1 |
119-307 |
119-307 |
119-276 |
120-008 |
| PP |
119-233 |
119-233 |
119-233 |
119-244 |
| S1 |
119-192 |
119-192 |
119-254 |
119-212 |
| S2 |
119-118 |
119-118 |
119-244 |
|
| S3 |
119-003 |
119-077 |
119-233 |
|
| S4 |
118-208 |
118-282 |
119-202 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-013 |
122-202 |
120-156 |
|
| R3 |
121-270 |
121-139 |
120-050 |
|
| R2 |
120-207 |
120-207 |
120-015 |
|
| R1 |
120-076 |
120-076 |
119-300 |
120-142 |
| PP |
119-144 |
119-144 |
119-144 |
119-177 |
| S1 |
119-013 |
119-013 |
119-230 |
119-078 |
| S2 |
118-081 |
118-081 |
119-195 |
|
| S3 |
117-018 |
117-270 |
119-160 |
|
| S4 |
115-275 |
116-207 |
119-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-275 |
118-212 |
1-063 |
1.0% |
0-132 |
0.3% |
97% |
True |
False |
443,079 |
| 10 |
119-275 |
118-212 |
1-063 |
1.0% |
0-125 |
0.3% |
97% |
True |
False |
432,319 |
| 20 |
119-275 |
117-297 |
1-298 |
1.6% |
0-127 |
0.3% |
98% |
True |
False |
449,171 |
| 40 |
119-275 |
116-110 |
3-165 |
2.9% |
0-135 |
0.4% |
99% |
True |
False |
447,142 |
| 60 |
119-275 |
115-020 |
4-255 |
4.0% |
0-149 |
0.4% |
99% |
True |
False |
352,396 |
| 80 |
119-275 |
113-120 |
6-155 |
5.4% |
0-121 |
0.3% |
100% |
True |
False |
264,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-124 |
|
2.618 |
120-256 |
|
1.618 |
120-141 |
|
1.000 |
120-070 |
|
0.618 |
120-026 |
|
HIGH |
119-275 |
|
0.618 |
119-231 |
|
0.500 |
119-218 |
|
0.382 |
119-204 |
|
LOW |
119-160 |
|
0.618 |
119-089 |
|
1.000 |
119-045 |
|
1.618 |
118-294 |
|
2.618 |
118-179 |
|
4.250 |
117-311 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-249 |
119-204 |
| PP |
119-233 |
119-144 |
| S1 |
119-218 |
119-084 |
|