ECBOT 5 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
118-130 |
118-140 |
0-010 |
0.0% |
118-020 |
High |
118-200 |
119-000 |
0-120 |
0.3% |
119-000 |
Low |
118-130 |
118-140 |
0-010 |
0.0% |
117-240 |
Close |
118-150 |
118-310 |
0-160 |
0.4% |
118-310 |
Range |
0-070 |
0-180 |
0-110 |
157.1% |
1-080 |
ATR |
0-067 |
0-075 |
0-008 |
12.2% |
0-000 |
Volume |
1,084 |
168 |
-916 |
-84.5% |
3,086 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-157 |
120-093 |
119-089 |
|
R3 |
119-297 |
119-233 |
119-040 |
|
R2 |
119-117 |
119-117 |
119-023 |
|
R1 |
119-053 |
119-053 |
119-006 |
119-085 |
PP |
118-257 |
118-257 |
118-257 |
118-272 |
S1 |
118-193 |
118-193 |
118-294 |
118-225 |
S2 |
118-077 |
118-077 |
118-277 |
|
S3 |
117-217 |
118-013 |
118-260 |
|
S4 |
117-037 |
117-153 |
118-211 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-103 |
121-287 |
119-210 |
|
R3 |
121-023 |
120-207 |
119-100 |
|
R2 |
119-263 |
119-263 |
119-063 |
|
R1 |
119-127 |
119-127 |
119-027 |
119-195 |
PP |
118-183 |
118-183 |
118-183 |
118-218 |
S1 |
118-047 |
118-047 |
118-273 |
118-115 |
S2 |
117-103 |
117-103 |
118-237 |
|
S3 |
116-023 |
116-287 |
118-200 |
|
S4 |
114-263 |
115-207 |
118-090 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-125 |
2.618 |
120-151 |
1.618 |
119-291 |
1.000 |
119-180 |
0.618 |
119-111 |
HIGH |
119-000 |
0.618 |
118-251 |
0.500 |
118-230 |
0.382 |
118-209 |
LOW |
118-140 |
0.618 |
118-029 |
1.000 |
117-280 |
1.618 |
117-169 |
2.618 |
116-309 |
4.250 |
116-015 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
118-283 |
118-247 |
PP |
118-257 |
118-183 |
S1 |
118-230 |
118-120 |
|