ECBOT 5 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
119-270 |
120-100 |
0-150 |
0.4% |
119-210 |
High |
120-130 |
120-160 |
0-030 |
0.1% |
120-050 |
Low |
119-270 |
119-290 |
0-020 |
0.1% |
119-160 |
Close |
120-080 |
119-310 |
-0-090 |
-0.2% |
119-200 |
Range |
0-180 |
0-190 |
0-010 |
5.6% |
0-210 |
ATR |
0-110 |
0-116 |
0-006 |
5.2% |
0-000 |
Volume |
43,314 |
138,920 |
95,606 |
220.7% |
98,029 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-290 |
121-170 |
120-094 |
|
R3 |
121-100 |
120-300 |
120-042 |
|
R2 |
120-230 |
120-230 |
120-025 |
|
R1 |
120-110 |
120-110 |
120-007 |
120-075 |
PP |
120-040 |
120-040 |
120-040 |
120-022 |
S1 |
119-240 |
119-240 |
119-293 |
119-205 |
S2 |
119-170 |
119-170 |
119-275 |
|
S3 |
118-300 |
119-050 |
119-258 |
|
S4 |
118-110 |
118-180 |
119-206 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-233 |
121-107 |
119-316 |
|
R3 |
121-023 |
120-217 |
119-258 |
|
R2 |
120-133 |
120-133 |
119-238 |
|
R1 |
120-007 |
120-007 |
119-219 |
119-285 |
PP |
119-243 |
119-243 |
119-243 |
119-222 |
S1 |
119-117 |
119-117 |
119-181 |
119-075 |
S2 |
119-033 |
119-033 |
119-162 |
|
S3 |
118-143 |
118-227 |
119-142 |
|
S4 |
117-253 |
118-017 |
119-084 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-008 |
2.618 |
122-017 |
1.618 |
121-147 |
1.000 |
121-030 |
0.618 |
120-277 |
HIGH |
120-160 |
0.618 |
120-087 |
0.500 |
120-065 |
0.382 |
120-043 |
LOW |
119-290 |
0.618 |
119-173 |
1.000 |
119-100 |
1.618 |
118-303 |
2.618 |
118-113 |
4.250 |
117-122 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
120-065 |
120-015 |
PP |
120-040 |
120-007 |
S1 |
120-015 |
119-318 |
|