ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
118-090 |
0-000 |
0.0% |
117-140 |
| High |
118-090 |
118-110 |
0-020 |
0.1% |
118-060 |
| Low |
118-090 |
118-090 |
0-000 |
0.0% |
117-030 |
| Close |
118-090 |
118-140 |
0-050 |
0.1% |
118-050 |
| Range |
0-000 |
0-020 |
0-020 |
|
1-030 |
| ATR |
|
|
|
|
|
| Volume |
62 |
170 |
108 |
174.2% |
194 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-173 |
118-177 |
118-151 |
|
| R3 |
118-153 |
118-157 |
118-146 |
|
| R2 |
118-133 |
118-133 |
118-144 |
|
| R1 |
118-137 |
118-137 |
118-142 |
118-135 |
| PP |
118-113 |
118-113 |
118-113 |
118-112 |
| S1 |
118-117 |
118-117 |
118-138 |
118-115 |
| S2 |
118-093 |
118-093 |
118-136 |
|
| S3 |
118-073 |
118-097 |
118-134 |
|
| S4 |
118-053 |
118-077 |
118-129 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-030 |
120-230 |
118-242 |
|
| R3 |
120-000 |
119-200 |
118-146 |
|
| R2 |
118-290 |
118-290 |
118-114 |
|
| R1 |
118-170 |
118-170 |
118-082 |
118-230 |
| PP |
117-260 |
117-260 |
117-260 |
117-290 |
| S1 |
117-140 |
117-140 |
118-018 |
117-200 |
| S2 |
116-230 |
116-230 |
117-306 |
|
| S3 |
115-200 |
116-110 |
117-274 |
|
| S4 |
114-170 |
115-080 |
117-178 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-195 |
|
2.618 |
118-162 |
|
1.618 |
118-142 |
|
1.000 |
118-130 |
|
0.618 |
118-122 |
|
HIGH |
118-110 |
|
0.618 |
118-102 |
|
0.500 |
118-100 |
|
0.382 |
118-098 |
|
LOW |
118-090 |
|
0.618 |
118-078 |
|
1.000 |
118-070 |
|
1.618 |
118-058 |
|
2.618 |
118-038 |
|
4.250 |
118-005 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-127 |
118-115 |
| PP |
118-113 |
118-090 |
| S1 |
118-100 |
118-065 |
|