ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
120-150 |
120-180 |
0-030 |
0.1% |
119-260 |
| High |
120-232 |
120-192 |
-0-040 |
-0.1% |
120-132 |
| Low |
120-140 |
120-082 |
-0-058 |
-0.2% |
119-192 |
| Close |
120-180 |
120-115 |
-0-065 |
-0.2% |
120-097 |
| Range |
0-092 |
0-110 |
0-018 |
19.6% |
0-260 |
| ATR |
0-138 |
0-136 |
-0-002 |
-1.5% |
0-000 |
| Volume |
573,075 |
441,058 |
-132,017 |
-23.0% |
2,487,053 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-140 |
121-077 |
120-176 |
|
| R3 |
121-030 |
120-287 |
120-145 |
|
| R2 |
120-240 |
120-240 |
120-135 |
|
| R1 |
120-177 |
120-177 |
120-125 |
120-154 |
| PP |
120-130 |
120-130 |
120-130 |
120-118 |
| S1 |
120-067 |
120-067 |
120-105 |
120-044 |
| S2 |
120-020 |
120-020 |
120-095 |
|
| S3 |
119-230 |
119-277 |
120-085 |
|
| S4 |
119-120 |
119-167 |
120-054 |
|
|
| 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 |
120-232 |
119-287 |
0-265 |
0.7% |
0-129 |
0.3% |
56% |
False |
False |
482,641 |
| 10 |
120-232 |
119-160 |
1-072 |
1.0% |
0-131 |
0.3% |
70% |
False |
False |
503,720 |
| 20 |
120-232 |
118-212 |
2-020 |
1.7% |
0-130 |
0.3% |
82% |
False |
False |
467,890 |
| 40 |
120-232 |
116-235 |
3-317 |
3.3% |
0-129 |
0.3% |
91% |
False |
False |
457,203 |
| 60 |
120-232 |
116-020 |
4-212 |
3.9% |
0-145 |
0.4% |
92% |
False |
False |
423,654 |
| 80 |
120-232 |
113-240 |
6-312 |
5.8% |
0-134 |
0.3% |
95% |
False |
False |
319,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-020 |
|
2.618 |
121-160 |
|
1.618 |
121-050 |
|
1.000 |
120-302 |
|
0.618 |
120-260 |
|
HIGH |
120-192 |
|
0.618 |
120-150 |
|
0.500 |
120-137 |
|
0.382 |
120-124 |
|
LOW |
120-082 |
|
0.618 |
120-014 |
|
1.000 |
119-292 |
|
1.618 |
119-224 |
|
2.618 |
119-114 |
|
4.250 |
118-254 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-137 |
120-111 |
| PP |
120-130 |
120-106 |
| S1 |
120-122 |
120-102 |
|