ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
117-240 |
-0-120 |
-0.3% |
118-040 |
| High |
118-040 |
118-060 |
0-020 |
0.1% |
118-110 |
| Low |
117-240 |
117-240 |
0-000 |
0.0% |
118-020 |
| Close |
117-250 |
118-070 |
0-140 |
0.4% |
118-020 |
| Range |
0-120 |
0-140 |
0-020 |
16.7% |
0-090 |
| ATR |
0-056 |
0-062 |
0-006 |
10.8% |
0-000 |
| Volume |
353 |
1,271 |
918 |
260.1% |
1,421 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-117 |
119-073 |
118-147 |
|
| R3 |
118-297 |
118-253 |
118-108 |
|
| R2 |
118-157 |
118-157 |
118-096 |
|
| R1 |
118-113 |
118-113 |
118-083 |
118-135 |
| PP |
118-017 |
118-017 |
118-017 |
118-028 |
| S1 |
117-293 |
117-293 |
118-057 |
117-315 |
| S2 |
117-197 |
117-197 |
118-044 |
|
| S3 |
117-057 |
117-153 |
118-032 |
|
| S4 |
116-237 |
117-013 |
117-313 |
|
|
| 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 |
120-015 |
|
2.618 |
119-107 |
|
1.618 |
118-287 |
|
1.000 |
118-200 |
|
0.618 |
118-147 |
|
HIGH |
118-060 |
|
0.618 |
118-007 |
|
0.500 |
117-310 |
|
0.382 |
117-293 |
|
LOW |
117-240 |
|
0.618 |
117-153 |
|
1.000 |
117-100 |
|
1.618 |
117-013 |
|
2.618 |
116-193 |
|
4.250 |
115-285 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-043 |
118-043 |
| PP |
118-017 |
118-017 |
| S1 |
117-310 |
117-310 |
|