ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
120-092 |
120-267 |
0-175 |
0.5% |
120-140 |
| High |
120-280 |
121-037 |
0-077 |
0.2% |
121-070 |
| Low |
120-020 |
120-252 |
0-232 |
0.6% |
120-024 |
| Close |
120-255 |
121-022 |
0-087 |
0.2% |
120-037 |
| Range |
0-260 |
0-105 |
-0-155 |
-59.6% |
1-046 |
| ATR |
0-165 |
0-161 |
-0-004 |
-2.6% |
0-000 |
| Volume |
425,651 |
199,012 |
-226,639 |
-53.2% |
2,908,354 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-312 |
121-272 |
121-080 |
|
| R3 |
121-207 |
121-167 |
121-051 |
|
| R2 |
121-102 |
121-102 |
121-041 |
|
| R1 |
121-062 |
121-062 |
121-032 |
121-082 |
| PP |
120-317 |
120-317 |
120-317 |
121-007 |
| S1 |
120-277 |
120-277 |
121-012 |
120-297 |
| S2 |
120-212 |
120-212 |
121-003 |
|
| S3 |
120-107 |
120-172 |
120-313 |
|
| S4 |
120-002 |
120-067 |
120-284 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-288 |
123-049 |
120-238 |
|
| R3 |
122-242 |
122-003 |
120-138 |
|
| R2 |
121-196 |
121-196 |
120-104 |
|
| R1 |
120-277 |
120-277 |
120-071 |
120-214 |
| PP |
120-150 |
120-150 |
120-150 |
120-119 |
| S1 |
119-231 |
119-231 |
120-003 |
119-168 |
| S2 |
119-104 |
119-104 |
119-290 |
|
| S3 |
118-058 |
118-185 |
119-256 |
|
| S4 |
117-012 |
117-139 |
119-156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-070 |
120-020 |
1-050 |
1.0% |
0-185 |
0.5% |
87% |
False |
False |
548,115 |
| 10 |
121-070 |
120-020 |
1-050 |
1.0% |
0-170 |
0.4% |
87% |
False |
False |
474,641 |
| 20 |
121-070 |
119-212 |
1-178 |
1.3% |
0-152 |
0.4% |
90% |
False |
False |
457,869 |
| 40 |
121-070 |
117-297 |
3-093 |
2.7% |
0-139 |
0.4% |
95% |
False |
False |
455,610 |
| 60 |
121-070 |
116-200 |
4-190 |
3.8% |
0-137 |
0.4% |
97% |
False |
False |
450,232 |
| 80 |
121-070 |
115-020 |
6-050 |
5.1% |
0-147 |
0.4% |
98% |
False |
False |
392,550 |
| 100 |
121-070 |
113-190 |
7-200 |
6.3% |
0-129 |
0.3% |
98% |
False |
False |
314,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-163 |
|
2.618 |
121-312 |
|
1.618 |
121-207 |
|
1.000 |
121-142 |
|
0.618 |
121-102 |
|
HIGH |
121-037 |
|
0.618 |
120-317 |
|
0.500 |
120-304 |
|
0.382 |
120-292 |
|
LOW |
120-252 |
|
0.618 |
120-187 |
|
1.000 |
120-147 |
|
1.618 |
120-082 |
|
2.618 |
119-297 |
|
4.250 |
119-126 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-010 |
120-291 |
| PP |
120-317 |
120-240 |
| S1 |
120-304 |
120-188 |
|