ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
119-000 |
119-010 |
0-010 |
0.0% |
118-020 |
| High |
119-010 |
119-050 |
0-040 |
0.1% |
119-000 |
| Low |
118-270 |
119-010 |
0-060 |
0.2% |
117-240 |
| Close |
118-290 |
119-040 |
0-070 |
0.2% |
118-310 |
| Range |
0-060 |
0-040 |
-0-020 |
-33.3% |
1-080 |
| ATR |
0-084 |
0-084 |
0-000 |
-0.3% |
0-000 |
| Volume |
621 |
1,294 |
673 |
108.4% |
3,086 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-153 |
119-137 |
119-062 |
|
| R3 |
119-113 |
119-097 |
119-051 |
|
| R2 |
119-073 |
119-073 |
119-047 |
|
| R1 |
119-057 |
119-057 |
119-044 |
119-065 |
| PP |
119-033 |
119-033 |
119-033 |
119-038 |
| S1 |
119-017 |
119-017 |
119-036 |
119-025 |
| S2 |
118-313 |
118-313 |
119-033 |
|
| S3 |
118-273 |
118-297 |
119-029 |
|
| S4 |
118-233 |
118-257 |
119-018 |
|
|
| 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 |
119-220 |
|
2.618 |
119-155 |
|
1.618 |
119-115 |
|
1.000 |
119-090 |
|
0.618 |
119-075 |
|
HIGH |
119-050 |
|
0.618 |
119-035 |
|
0.500 |
119-030 |
|
0.382 |
119-025 |
|
LOW |
119-010 |
|
0.618 |
118-305 |
|
1.000 |
118-290 |
|
1.618 |
118-265 |
|
2.618 |
118-225 |
|
4.250 |
118-160 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-037 |
119-035 |
| PP |
119-033 |
119-030 |
| S1 |
119-030 |
119-025 |
|