ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-110 |
118-020 |
-0-090 |
-0.2% |
118-040 |
| High |
118-110 |
118-020 |
-0-090 |
-0.2% |
118-110 |
| Low |
118-040 |
117-290 |
-0-070 |
-0.2% |
118-020 |
| Close |
118-020 |
118-030 |
0-010 |
0.0% |
118-020 |
| Range |
0-070 |
0-050 |
-0-020 |
-28.6% |
0-090 |
| ATR |
0-000 |
0-051 |
0-051 |
|
0-000 |
| Volume |
1,083 |
210 |
-873 |
-80.6% |
1,421 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-157 |
118-143 |
118-058 |
|
| R3 |
118-107 |
118-093 |
118-044 |
|
| R2 |
118-057 |
118-057 |
118-039 |
|
| R1 |
118-043 |
118-043 |
118-035 |
118-050 |
| PP |
118-007 |
118-007 |
118-007 |
118-010 |
| S1 |
117-313 |
117-313 |
118-025 |
118-000 |
| S2 |
117-277 |
117-277 |
118-021 |
|
| S3 |
117-227 |
117-263 |
118-016 |
|
| S4 |
117-177 |
117-213 |
118-002 |
|
|
| 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 |
118-232 |
|
2.618 |
118-151 |
|
1.618 |
118-101 |
|
1.000 |
118-070 |
|
0.618 |
118-051 |
|
HIGH |
118-020 |
|
0.618 |
118-001 |
|
0.500 |
117-315 |
|
0.382 |
117-309 |
|
LOW |
117-290 |
|
0.618 |
117-259 |
|
1.000 |
117-240 |
|
1.618 |
117-209 |
|
2.618 |
117-159 |
|
4.250 |
117-078 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-018 |
118-040 |
| PP |
118-007 |
118-037 |
| S1 |
117-315 |
118-033 |
|