ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
120-235 |
120-235 |
0-000 |
0.0% |
120-092 |
| High |
120-260 |
120-245 |
-0-015 |
0.0% |
121-037 |
| Low |
120-180 |
120-055 |
-0-125 |
-0.3% |
120-020 |
| Close |
120-222 |
120-140 |
-0-082 |
-0.2% |
120-140 |
| Range |
0-080 |
0-190 |
0-110 |
137.5% |
1-017 |
| ATR |
0-157 |
0-160 |
0-002 |
1.5% |
0-000 |
| Volume |
62,494 |
44,768 |
-17,726 |
-28.4% |
826,420 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-077 |
121-298 |
120-244 |
|
| R3 |
121-207 |
121-108 |
120-192 |
|
| R2 |
121-017 |
121-017 |
120-175 |
|
| R1 |
120-238 |
120-238 |
120-157 |
120-192 |
| PP |
120-147 |
120-147 |
120-147 |
120-124 |
| S1 |
120-048 |
120-048 |
120-123 |
120-002 |
| S2 |
119-277 |
119-277 |
120-105 |
|
| S3 |
119-087 |
119-178 |
120-088 |
|
| S4 |
118-217 |
118-308 |
120-036 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-223 |
123-039 |
121-005 |
|
| R3 |
122-206 |
122-022 |
120-233 |
|
| R2 |
121-189 |
121-189 |
120-202 |
|
| R1 |
121-005 |
121-005 |
120-171 |
121-097 |
| PP |
120-172 |
120-172 |
120-172 |
120-218 |
| S1 |
119-308 |
119-308 |
120-109 |
120-080 |
| S2 |
119-155 |
119-155 |
120-078 |
|
| S3 |
118-138 |
118-291 |
120-047 |
|
| S4 |
117-121 |
117-274 |
119-275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-037 |
120-020 |
1-017 |
0.9% |
0-166 |
0.4% |
36% |
False |
False |
165,284 |
| 10 |
121-070 |
120-020 |
1-050 |
1.0% |
0-166 |
0.4% |
32% |
False |
False |
373,477 |
| 20 |
121-070 |
119-292 |
1-098 |
1.1% |
0-152 |
0.4% |
40% |
False |
False |
399,154 |
| 40 |
121-070 |
117-297 |
3-093 |
2.7% |
0-145 |
0.4% |
76% |
False |
False |
429,708 |
| 60 |
121-070 |
116-210 |
4-180 |
3.8% |
0-138 |
0.4% |
83% |
False |
False |
433,418 |
| 80 |
121-070 |
115-140 |
5-250 |
4.8% |
0-148 |
0.4% |
86% |
False |
False |
394,801 |
| 100 |
121-070 |
113-190 |
7-200 |
6.3% |
0-134 |
0.3% |
90% |
False |
False |
316,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-092 |
|
2.618 |
122-102 |
|
1.618 |
121-232 |
|
1.000 |
121-115 |
|
0.618 |
121-042 |
|
HIGH |
120-245 |
|
0.618 |
120-172 |
|
0.500 |
120-150 |
|
0.382 |
120-128 |
|
LOW |
120-055 |
|
0.618 |
119-258 |
|
1.000 |
119-185 |
|
1.618 |
119-068 |
|
2.618 |
118-198 |
|
4.250 |
117-208 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-150 |
120-201 |
| PP |
120-147 |
120-181 |
| S1 |
120-143 |
120-160 |
|