ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-070 |
118-110 |
0-040 |
0.1% |
118-040 |
| High |
118-070 |
118-110 |
0-040 |
0.1% |
118-110 |
| Low |
118-070 |
118-040 |
-0-030 |
-0.1% |
118-020 |
| Close |
118-110 |
118-020 |
-0-090 |
-0.2% |
118-020 |
| Range |
0-000 |
0-070 |
0-070 |
|
0-090 |
| ATR |
|
|
|
|
|
| Volume |
104 |
1,083 |
979 |
941.3% |
1,421 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-267 |
118-213 |
118-058 |
|
| R3 |
118-197 |
118-143 |
118-039 |
|
| R2 |
118-127 |
118-127 |
118-033 |
|
| R1 |
118-073 |
118-073 |
118-026 |
118-065 |
| PP |
118-057 |
118-057 |
118-057 |
118-052 |
| S1 |
118-003 |
118-003 |
118-014 |
117-315 |
| S2 |
117-307 |
117-307 |
118-007 |
|
| S3 |
117-237 |
117-253 |
118-001 |
|
| S4 |
117-167 |
117-183 |
117-302 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-000 |
118-260 |
118-070 |
|
| R3 |
118-230 |
118-170 |
118-045 |
|
| R2 |
118-140 |
118-140 |
118-036 |
|
| R1 |
118-080 |
118-080 |
118-028 |
118-065 |
| PP |
118-050 |
118-050 |
118-050 |
118-042 |
| S1 |
117-310 |
117-310 |
118-012 |
117-295 |
| S2 |
117-280 |
117-280 |
118-004 |
|
| S3 |
117-190 |
117-220 |
117-315 |
|
| S4 |
117-100 |
117-130 |
117-290 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-088 |
|
2.618 |
118-293 |
|
1.618 |
118-223 |
|
1.000 |
118-180 |
|
0.618 |
118-153 |
|
HIGH |
118-110 |
|
0.618 |
118-083 |
|
0.500 |
118-075 |
|
0.382 |
118-067 |
|
LOW |
118-040 |
|
0.618 |
117-317 |
|
1.000 |
117-290 |
|
1.618 |
117-247 |
|
2.618 |
117-177 |
|
4.250 |
117-062 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-075 |
118-075 |
| PP |
118-057 |
118-057 |
| S1 |
118-038 |
118-038 |
|