ECBOT 5 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
119-300 |
119-250 |
-0-050 |
-0.1% |
119-140 |
High |
119-300 |
119-290 |
-0-010 |
0.0% |
119-290 |
Low |
119-210 |
119-210 |
0-000 |
0.0% |
119-040 |
Close |
119-240 |
119-230 |
-0-010 |
0.0% |
119-200 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-250 |
ATR |
0-093 |
0-092 |
-0-001 |
-1.0% |
0-000 |
Volume |
13,100 |
23,892 |
10,792 |
82.4% |
41,196 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-163 |
120-117 |
119-274 |
|
R3 |
120-083 |
120-037 |
119-252 |
|
R2 |
120-003 |
120-003 |
119-245 |
|
R1 |
119-277 |
119-277 |
119-237 |
119-260 |
PP |
119-243 |
119-243 |
119-243 |
119-235 |
S1 |
119-197 |
119-197 |
119-223 |
119-180 |
S2 |
119-163 |
119-163 |
119-215 |
|
S3 |
119-083 |
119-117 |
119-208 |
|
S4 |
119-003 |
119-037 |
119-186 |
|
|
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 |
120-310 |
2.618 |
120-179 |
1.618 |
120-099 |
1.000 |
120-050 |
0.618 |
120-019 |
HIGH |
119-290 |
0.618 |
119-259 |
0.500 |
119-250 |
0.382 |
119-241 |
LOW |
119-210 |
0.618 |
119-161 |
1.000 |
119-130 |
1.618 |
119-081 |
2.618 |
119-001 |
4.250 |
118-190 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
119-250 |
119-260 |
PP |
119-243 |
119-250 |
S1 |
119-237 |
119-240 |
|