ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
120-180 |
120-090 |
-0-090 |
-0.2% |
120-095 |
| High |
120-192 |
120-160 |
-0-032 |
-0.1% |
120-232 |
| Low |
120-082 |
120-030 |
-0-052 |
-0.1% |
119-292 |
| Close |
120-115 |
120-054 |
-0-061 |
-0.2% |
120-054 |
| Range |
0-110 |
0-130 |
0-020 |
18.2% |
0-260 |
| ATR |
0-136 |
0-136 |
0-000 |
-0.3% |
0-000 |
| Volume |
441,058 |
328,777 |
-112,281 |
-25.5% |
2,225,079 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-151 |
121-073 |
120-126 |
|
| R3 |
121-021 |
120-263 |
120-090 |
|
| R2 |
120-211 |
120-211 |
120-078 |
|
| R1 |
120-133 |
120-133 |
120-066 |
120-107 |
| PP |
120-081 |
120-081 |
120-081 |
120-068 |
| S1 |
120-003 |
120-003 |
120-042 |
119-297 |
| S2 |
119-271 |
119-271 |
120-030 |
|
| S3 |
119-141 |
119-193 |
120-018 |
|
| S4 |
119-011 |
119-063 |
119-302 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-226 |
122-080 |
120-197 |
|
| R3 |
121-286 |
121-140 |
120-126 |
|
| R2 |
121-026 |
121-026 |
120-102 |
|
| R1 |
120-200 |
120-200 |
120-078 |
120-143 |
| PP |
120-086 |
120-086 |
120-086 |
120-058 |
| S1 |
119-260 |
119-260 |
120-030 |
119-203 |
| S2 |
119-146 |
119-146 |
120-006 |
|
| S3 |
118-206 |
119-000 |
119-302 |
|
| S4 |
117-266 |
118-060 |
119-231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-232 |
119-292 |
0-260 |
0.7% |
0-122 |
0.3% |
32% |
False |
False |
445,015 |
| 10 |
120-232 |
119-192 |
1-040 |
0.9% |
0-132 |
0.3% |
51% |
False |
False |
471,213 |
| 20 |
120-232 |
118-212 |
2-020 |
1.7% |
0-129 |
0.3% |
73% |
False |
False |
451,766 |
| 40 |
120-232 |
116-235 |
3-317 |
3.3% |
0-128 |
0.3% |
86% |
False |
False |
456,413 |
| 60 |
120-232 |
116-020 |
4-212 |
3.9% |
0-145 |
0.4% |
88% |
False |
False |
428,811 |
| 80 |
120-232 |
113-240 |
6-312 |
5.8% |
0-135 |
0.4% |
92% |
False |
False |
323,317 |
| 100 |
120-232 |
112-250 |
7-302 |
6.6% |
0-110 |
0.3% |
93% |
False |
False |
258,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-072 |
|
2.618 |
121-180 |
|
1.618 |
121-050 |
|
1.000 |
120-290 |
|
0.618 |
120-240 |
|
HIGH |
120-160 |
|
0.618 |
120-110 |
|
0.500 |
120-095 |
|
0.382 |
120-080 |
|
LOW |
120-030 |
|
0.618 |
119-270 |
|
1.000 |
119-220 |
|
1.618 |
119-140 |
|
2.618 |
119-010 |
|
4.250 |
118-118 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-095 |
120-131 |
| PP |
120-081 |
120-105 |
| S1 |
120-068 |
120-080 |
|