ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
120-005 |
120-095 |
0-090 |
0.2% |
119-260 |
| High |
120-132 |
120-130 |
-0-002 |
0.0% |
120-132 |
| Low |
119-287 |
120-045 |
0-078 |
0.2% |
119-192 |
| Close |
120-097 |
120-055 |
-0-042 |
-0.1% |
120-097 |
| Range |
0-165 |
0-085 |
-0-080 |
-48.5% |
0-260 |
| ATR |
0-138 |
0-135 |
-0-004 |
-2.8% |
0-000 |
| Volume |
516,907 |
269,173 |
-247,734 |
-47.9% |
2,487,053 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-012 |
120-278 |
120-102 |
|
| R3 |
120-247 |
120-193 |
120-078 |
|
| R2 |
120-162 |
120-162 |
120-071 |
|
| R1 |
120-108 |
120-108 |
120-063 |
120-092 |
| PP |
120-077 |
120-077 |
120-077 |
120-069 |
| S1 |
120-023 |
120-023 |
120-047 |
120-008 |
| S2 |
119-312 |
119-312 |
120-039 |
|
| S3 |
119-227 |
119-258 |
120-032 |
|
| S4 |
119-142 |
119-173 |
120-008 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-174 |
122-075 |
120-240 |
|
| R3 |
121-234 |
121-135 |
120-168 |
|
| R2 |
120-294 |
120-294 |
120-145 |
|
| R1 |
120-195 |
120-195 |
120-121 |
120-244 |
| PP |
120-034 |
120-034 |
120-034 |
120-058 |
| S1 |
119-255 |
119-255 |
120-073 |
119-304 |
| S2 |
119-094 |
119-094 |
120-049 |
|
| S3 |
118-154 |
118-315 |
120-026 |
|
| S4 |
117-214 |
118-055 |
119-274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-132 |
119-200 |
0-252 |
0.7% |
0-144 |
0.4% |
69% |
False |
False |
416,850 |
| 10 |
120-132 |
118-212 |
1-240 |
1.5% |
0-136 |
0.4% |
86% |
False |
False |
460,280 |
| 20 |
120-132 |
117-297 |
2-155 |
2.1% |
0-138 |
0.4% |
90% |
False |
False |
458,963 |
| 40 |
120-132 |
116-210 |
3-242 |
3.1% |
0-129 |
0.3% |
94% |
False |
False |
444,891 |
| 60 |
120-132 |
115-280 |
4-172 |
3.8% |
0-147 |
0.4% |
95% |
False |
False |
397,616 |
| 80 |
120-132 |
113-240 |
6-212 |
5.5% |
0-130 |
0.3% |
96% |
False |
False |
298,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-171 |
|
2.618 |
121-033 |
|
1.618 |
120-268 |
|
1.000 |
120-215 |
|
0.618 |
120-183 |
|
HIGH |
120-130 |
|
0.618 |
120-098 |
|
0.500 |
120-088 |
|
0.382 |
120-077 |
|
LOW |
120-045 |
|
0.618 |
119-312 |
|
1.000 |
119-280 |
|
1.618 |
119-227 |
|
2.618 |
119-142 |
|
4.250 |
119-004 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-088 |
120-041 |
| PP |
120-077 |
120-026 |
| S1 |
120-066 |
120-012 |
|