ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-020 |
118-040 |
0-020 |
0.1% |
118-040 |
| High |
118-020 |
118-040 |
0-020 |
0.1% |
118-110 |
| Low |
117-290 |
117-240 |
-0-050 |
-0.1% |
118-020 |
| Close |
118-030 |
117-250 |
-0-100 |
-0.3% |
118-020 |
| Range |
0-050 |
0-120 |
0-070 |
140.0% |
0-090 |
| ATR |
0-051 |
0-056 |
0-005 |
9.8% |
0-000 |
| Volume |
210 |
353 |
143 |
68.1% |
1,421 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-003 |
118-247 |
117-316 |
|
| R3 |
118-203 |
118-127 |
117-283 |
|
| R2 |
118-083 |
118-083 |
117-272 |
|
| R1 |
118-007 |
118-007 |
117-261 |
117-305 |
| PP |
117-283 |
117-283 |
117-283 |
117-272 |
| S1 |
117-207 |
117-207 |
117-239 |
117-185 |
| S2 |
117-163 |
117-163 |
117-228 |
|
| S3 |
117-043 |
117-087 |
117-217 |
|
| S4 |
116-243 |
116-287 |
117-184 |
|
|
| 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 |
119-230 |
|
2.618 |
119-034 |
|
1.618 |
118-234 |
|
1.000 |
118-160 |
|
0.618 |
118-114 |
|
HIGH |
118-040 |
|
0.618 |
117-314 |
|
0.500 |
117-300 |
|
0.382 |
117-286 |
|
LOW |
117-240 |
|
0.618 |
117-166 |
|
1.000 |
117-120 |
|
1.618 |
117-046 |
|
2.618 |
116-246 |
|
4.250 |
116-050 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-300 |
118-015 |
| PP |
117-283 |
117-307 |
| S1 |
117-267 |
117-278 |
|