ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
119-205 |
120-025 |
0-140 |
0.4% |
118-310 |
| High |
120-055 |
120-067 |
0-012 |
0.0% |
119-275 |
| Low |
119-200 |
119-215 |
0-015 |
0.0% |
118-212 |
| Close |
120-022 |
119-252 |
-0-090 |
-0.2% |
119-265 |
| Range |
0-175 |
0-172 |
-0-003 |
-1.7% |
1-063 |
| ATR |
0-135 |
0-137 |
0-003 |
2.0% |
0-000 |
| Volume |
439,033 |
463,890 |
24,857 |
5.7% |
2,215,398 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-161 |
121-058 |
120-027 |
|
| R3 |
120-309 |
120-206 |
119-299 |
|
| R2 |
120-137 |
120-137 |
119-284 |
|
| R1 |
120-034 |
120-034 |
119-268 |
120-000 |
| PP |
119-285 |
119-285 |
119-285 |
119-267 |
| S1 |
119-182 |
119-182 |
119-236 |
119-148 |
| S2 |
119-113 |
119-113 |
119-220 |
|
| S3 |
118-261 |
119-010 |
119-205 |
|
| S4 |
118-089 |
118-158 |
119-157 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-013 |
122-202 |
120-156 |
|
| R3 |
121-270 |
121-139 |
120-050 |
|
| R2 |
120-207 |
120-207 |
120-015 |
|
| R1 |
120-076 |
120-076 |
119-300 |
120-142 |
| PP |
119-144 |
119-144 |
119-144 |
119-177 |
| S1 |
119-013 |
119-013 |
119-230 |
119-078 |
| S2 |
118-081 |
118-081 |
119-195 |
|
| S3 |
117-018 |
117-270 |
119-160 |
|
| S4 |
115-275 |
116-207 |
119-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-067 |
119-025 |
1-042 |
0.9% |
0-139 |
0.4% |
63% |
True |
False |
546,378 |
| 10 |
120-067 |
118-212 |
1-175 |
1.3% |
0-133 |
0.3% |
73% |
True |
False |
455,676 |
| 20 |
120-067 |
117-297 |
2-090 |
1.9% |
0-132 |
0.3% |
82% |
True |
False |
456,721 |
| 40 |
120-067 |
116-200 |
3-187 |
3.0% |
0-132 |
0.3% |
88% |
True |
False |
448,039 |
| 60 |
120-067 |
115-140 |
4-247 |
4.0% |
0-145 |
0.4% |
91% |
True |
False |
378,403 |
| 80 |
120-067 |
113-190 |
6-197 |
5.5% |
0-126 |
0.3% |
94% |
True |
False |
284,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-158 |
|
2.618 |
121-197 |
|
1.618 |
121-025 |
|
1.000 |
120-239 |
|
0.618 |
120-173 |
|
HIGH |
120-067 |
|
0.618 |
120-001 |
|
0.500 |
119-301 |
|
0.382 |
119-281 |
|
LOW |
119-215 |
|
0.618 |
119-109 |
|
1.000 |
119-043 |
|
1.618 |
118-257 |
|
2.618 |
118-085 |
|
4.250 |
117-124 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-301 |
119-290 |
| PP |
119-285 |
119-277 |
| S1 |
119-268 |
119-264 |
|