ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
121-012 |
120-230 |
-0-102 |
-0.3% |
120-137 |
| High |
121-070 |
121-000 |
-0-070 |
-0.2% |
120-300 |
| Low |
120-205 |
120-225 |
0-020 |
0.1% |
120-049 |
| Close |
120-227 |
120-270 |
0-043 |
0.1% |
120-055 |
| Range |
0-185 |
0-095 |
-0-090 |
-48.6% |
0-251 |
| ATR |
0-152 |
0-148 |
-0-004 |
-2.7% |
0-000 |
| Volume |
667,338 |
700,066 |
32,728 |
4.9% |
2,023,239 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-237 |
121-188 |
121-002 |
|
| R3 |
121-142 |
121-093 |
120-296 |
|
| R2 |
121-047 |
121-047 |
120-287 |
|
| R1 |
120-318 |
120-318 |
120-279 |
121-022 |
| PP |
120-272 |
120-272 |
120-272 |
120-284 |
| S1 |
120-223 |
120-223 |
120-261 |
120-248 |
| S2 |
120-177 |
120-177 |
120-253 |
|
| S3 |
120-082 |
120-128 |
120-244 |
|
| S4 |
119-307 |
120-033 |
120-218 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-248 |
122-082 |
120-193 |
|
| R3 |
121-317 |
121-151 |
120-124 |
|
| R2 |
121-066 |
121-066 |
120-101 |
|
| R1 |
120-220 |
120-220 |
120-078 |
120-178 |
| PP |
120-135 |
120-135 |
120-135 |
120-113 |
| S1 |
119-289 |
119-289 |
120-032 |
119-246 |
| S2 |
119-204 |
119-204 |
120-009 |
|
| S3 |
118-273 |
119-038 |
119-306 |
|
| S4 |
118-022 |
118-107 |
119-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-070 |
120-049 |
1-021 |
0.9% |
0-159 |
0.4% |
65% |
False |
False |
522,137 |
| 10 |
121-070 |
120-030 |
1-040 |
0.9% |
0-144 |
0.4% |
67% |
False |
False |
451,186 |
| 20 |
121-070 |
119-160 |
1-230 |
1.4% |
0-138 |
0.4% |
78% |
False |
False |
477,453 |
| 40 |
121-070 |
117-297 |
3-093 |
2.7% |
0-132 |
0.3% |
89% |
False |
False |
461,768 |
| 60 |
121-070 |
116-020 |
5-050 |
4.3% |
0-137 |
0.4% |
93% |
False |
False |
453,720 |
| 80 |
121-070 |
115-000 |
6-070 |
5.1% |
0-147 |
0.4% |
94% |
False |
False |
375,540 |
| 100 |
121-070 |
113-030 |
8-040 |
6.7% |
0-123 |
0.3% |
95% |
False |
False |
300,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-084 |
|
2.618 |
121-249 |
|
1.618 |
121-154 |
|
1.000 |
121-095 |
|
0.618 |
121-059 |
|
HIGH |
121-000 |
|
0.618 |
120-284 |
|
0.500 |
120-272 |
|
0.382 |
120-261 |
|
LOW |
120-225 |
|
0.618 |
120-166 |
|
1.000 |
120-130 |
|
1.618 |
120-071 |
|
2.618 |
119-296 |
|
4.250 |
119-141 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-272 |
120-294 |
| PP |
120-272 |
120-286 |
| S1 |
120-271 |
120-278 |
|