ECBOT 5 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
119-140 |
119-120 |
-0-020 |
-0.1% |
118-290 |
High |
119-140 |
119-170 |
0-030 |
0.1% |
119-180 |
Low |
119-110 |
119-040 |
-0-070 |
-0.2% |
118-250 |
Close |
119-120 |
119-170 |
0-050 |
0.1% |
119-150 |
Range |
0-030 |
0-130 |
0-100 |
333.3% |
0-250 |
ATR |
0-084 |
0-088 |
0-003 |
3.9% |
0-000 |
Volume |
3,686 |
4,129 |
443 |
12.0% |
4,664 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-197 |
120-153 |
119-242 |
|
R3 |
120-067 |
120-023 |
119-206 |
|
R2 |
119-257 |
119-257 |
119-194 |
|
R1 |
119-213 |
119-213 |
119-182 |
119-235 |
PP |
119-127 |
119-127 |
119-127 |
119-138 |
S1 |
119-083 |
119-083 |
119-158 |
119-105 |
S2 |
118-317 |
118-317 |
119-146 |
|
S3 |
118-187 |
118-273 |
119-134 |
|
S4 |
118-057 |
118-143 |
119-098 |
|
|
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 |
121-082 |
2.618 |
120-190 |
1.618 |
120-060 |
1.000 |
119-300 |
0.618 |
119-250 |
HIGH |
119-170 |
0.618 |
119-120 |
0.500 |
119-105 |
0.382 |
119-090 |
LOW |
119-040 |
0.618 |
118-280 |
1.000 |
118-230 |
1.618 |
118-150 |
2.618 |
118-020 |
4.250 |
117-128 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
119-148 |
119-150 |
PP |
119-127 |
119-130 |
S1 |
119-105 |
119-110 |
|