ECBOT 5 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
118-090 |
118-070 |
-0-020 |
-0.1% |
117-140 |
High |
118-110 |
118-070 |
-0-040 |
-0.1% |
118-060 |
Low |
118-090 |
118-070 |
-0-020 |
-0.1% |
117-030 |
Close |
118-140 |
118-110 |
-0-030 |
-0.1% |
118-050 |
Range |
0-020 |
0-000 |
-0-020 |
-100.0% |
1-030 |
ATR |
|
|
|
|
|
Volume |
170 |
104 |
-66 |
-38.8% |
194 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-083 |
118-097 |
118-110 |
|
R3 |
118-083 |
118-097 |
118-110 |
|
R2 |
118-083 |
118-083 |
118-110 |
|
R1 |
118-097 |
118-097 |
118-110 |
118-090 |
PP |
118-083 |
118-083 |
118-083 |
118-080 |
S1 |
118-097 |
118-097 |
118-110 |
118-090 |
S2 |
118-083 |
118-083 |
118-110 |
|
S3 |
118-083 |
118-097 |
118-110 |
|
S4 |
118-083 |
118-097 |
118-110 |
|
|
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 |
118-070 |
2.618 |
118-070 |
1.618 |
118-070 |
1.000 |
118-070 |
0.618 |
118-070 |
HIGH |
118-070 |
0.618 |
118-070 |
0.500 |
118-070 |
0.382 |
118-070 |
LOW |
118-070 |
0.618 |
118-070 |
1.000 |
118-070 |
1.618 |
118-070 |
2.618 |
118-070 |
4.250 |
118-070 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
118-097 |
118-103 |
PP |
118-083 |
118-097 |
S1 |
118-070 |
118-090 |
|