ECBOT 5 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
119-150 |
119-140 |
-0-010 |
0.0% |
118-290 |
High |
119-180 |
119-140 |
-0-040 |
-0.1% |
119-180 |
Low |
119-120 |
119-110 |
-0-010 |
0.0% |
118-250 |
Close |
119-150 |
119-120 |
-0-030 |
-0.1% |
119-150 |
Range |
0-060 |
0-030 |
-0-030 |
-50.0% |
0-250 |
ATR |
0-088 |
0-084 |
-0-003 |
-3.9% |
0-000 |
Volume |
877 |
3,686 |
2,809 |
320.3% |
4,664 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-213 |
119-197 |
119-136 |
|
R3 |
119-183 |
119-167 |
119-128 |
|
R2 |
119-153 |
119-153 |
119-126 |
|
R1 |
119-137 |
119-137 |
119-123 |
119-130 |
PP |
119-123 |
119-123 |
119-123 |
119-120 |
S1 |
119-107 |
119-107 |
119-117 |
119-100 |
S2 |
119-093 |
119-093 |
119-114 |
|
S3 |
119-063 |
119-077 |
119-112 |
|
S4 |
119-033 |
119-047 |
119-104 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-197 |
121-103 |
119-288 |
|
R3 |
120-267 |
120-173 |
119-219 |
|
R2 |
120-017 |
120-017 |
119-196 |
|
R1 |
119-243 |
119-243 |
119-173 |
119-290 |
PP |
119-087 |
119-087 |
119-087 |
119-110 |
S1 |
118-313 |
118-313 |
119-127 |
119-040 |
S2 |
118-157 |
118-157 |
119-104 |
|
S3 |
117-227 |
118-063 |
119-081 |
|
S4 |
116-297 |
117-133 |
119-012 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-268 |
2.618 |
119-219 |
1.618 |
119-189 |
1.000 |
119-170 |
0.618 |
119-159 |
HIGH |
119-140 |
0.618 |
119-129 |
0.500 |
119-125 |
0.382 |
119-121 |
LOW |
119-110 |
0.618 |
119-091 |
1.000 |
119-080 |
1.618 |
119-061 |
2.618 |
119-031 |
4.250 |
118-302 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
119-125 |
119-112 |
PP |
119-123 |
119-103 |
S1 |
119-122 |
119-095 |
|