ECBOT 5 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
119-210 |
119-140 |
-0-070 |
-0.2% |
119-140 |
High |
119-240 |
119-220 |
-0-020 |
-0.1% |
119-290 |
Low |
119-150 |
119-140 |
-0-010 |
0.0% |
119-040 |
Close |
119-170 |
119-200 |
0-030 |
0.1% |
119-200 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-250 |
ATR |
0-090 |
0-089 |
-0-001 |
-0.8% |
0-000 |
Volume |
9,174 |
15,842 |
6,668 |
72.7% |
41,196 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-107 |
120-073 |
119-244 |
|
R3 |
120-027 |
119-313 |
119-222 |
|
R2 |
119-267 |
119-267 |
119-215 |
|
R1 |
119-233 |
119-233 |
119-207 |
119-250 |
PP |
119-187 |
119-187 |
119-187 |
119-195 |
S1 |
119-153 |
119-153 |
119-193 |
119-170 |
S2 |
119-107 |
119-107 |
119-185 |
|
S3 |
119-027 |
119-073 |
119-178 |
|
S4 |
118-267 |
118-313 |
119-156 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-287 |
121-173 |
120-018 |
|
R3 |
121-037 |
120-243 |
119-269 |
|
R2 |
120-107 |
120-107 |
119-246 |
|
R1 |
119-313 |
119-313 |
119-223 |
120-050 |
PP |
119-177 |
119-177 |
119-177 |
119-205 |
S1 |
119-063 |
119-063 |
119-177 |
119-120 |
S2 |
118-247 |
118-247 |
119-154 |
|
S3 |
117-317 |
118-133 |
119-131 |
|
S4 |
117-067 |
117-203 |
119-062 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-240 |
2.618 |
120-109 |
1.618 |
120-029 |
1.000 |
119-300 |
0.618 |
119-269 |
HIGH |
119-220 |
0.618 |
119-189 |
0.500 |
119-180 |
0.382 |
119-171 |
LOW |
119-140 |
0.618 |
119-091 |
1.000 |
119-060 |
1.618 |
119-011 |
2.618 |
118-251 |
4.250 |
118-120 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
119-193 |
119-215 |
PP |
119-187 |
119-210 |
S1 |
119-180 |
119-205 |
|