ECBOT 5 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
120-050 |
119-275 |
-0-095 |
-0.2% |
120-102 |
High |
120-055 |
120-132 |
0-077 |
0.2% |
120-317 |
Low |
119-290 |
119-267 |
-0-023 |
-0.1% |
119-290 |
Close |
120-002 |
120-125 |
0-123 |
0.3% |
120-002 |
Range |
0-085 |
0-185 |
0-100 |
117.6% |
1-027 |
ATR |
0-159 |
0-161 |
0-002 |
1.2% |
0-000 |
Volume |
19,435 |
5,080 |
-14,355 |
-73.9% |
98,515 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-303 |
121-239 |
120-227 |
|
R3 |
121-118 |
121-054 |
120-176 |
|
R2 |
120-253 |
120-253 |
120-159 |
|
R1 |
120-189 |
120-189 |
120-142 |
120-221 |
PP |
120-068 |
120-068 |
120-068 |
120-084 |
S1 |
120-004 |
120-004 |
120-108 |
120-036 |
S2 |
119-203 |
119-203 |
120-091 |
|
S3 |
119-018 |
119-139 |
120-074 |
|
S4 |
118-153 |
118-274 |
120-023 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-177 |
122-277 |
120-193 |
|
R3 |
122-150 |
121-250 |
120-097 |
|
R2 |
121-123 |
121-123 |
120-066 |
|
R1 |
120-223 |
120-223 |
120-034 |
120-160 |
PP |
120-096 |
120-096 |
120-096 |
120-065 |
S1 |
119-196 |
119-196 |
119-290 |
119-132 |
S2 |
119-069 |
119-069 |
119-258 |
|
S3 |
118-042 |
118-169 |
119-227 |
|
S4 |
117-015 |
117-142 |
119-131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-317 |
119-267 |
1-050 |
1.0% |
0-163 |
0.4% |
48% |
False |
True |
20,719 |
10 |
121-037 |
119-267 |
1-090 |
1.1% |
0-165 |
0.4% |
43% |
False |
True |
93,001 |
20 |
121-070 |
119-267 |
1-123 |
1.1% |
0-162 |
0.4% |
40% |
False |
True |
293,080 |
40 |
121-070 |
118-212 |
2-178 |
2.1% |
0-145 |
0.4% |
68% |
False |
False |
372,423 |
60 |
121-070 |
116-235 |
4-155 |
3.7% |
0-139 |
0.4% |
82% |
False |
False |
401,969 |
80 |
121-070 |
116-020 |
5-050 |
4.3% |
0-149 |
0.4% |
84% |
False |
False |
394,878 |
100 |
121-070 |
113-240 |
7-150 |
6.2% |
0-141 |
0.4% |
89% |
False |
False |
317,270 |
120 |
121-070 |
112-250 |
8-140 |
7.0% |
0-119 |
0.3% |
90% |
False |
False |
264,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-278 |
2.618 |
121-296 |
1.618 |
121-111 |
1.000 |
120-317 |
0.618 |
120-246 |
HIGH |
120-132 |
0.618 |
120-061 |
0.500 |
120-040 |
0.382 |
120-018 |
LOW |
119-267 |
0.618 |
119-153 |
1.000 |
119-082 |
1.618 |
118-288 |
2.618 |
118-103 |
4.250 |
117-121 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
120-096 |
120-112 |
PP |
120-068 |
120-098 |
S1 |
120-040 |
120-084 |
|