ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
120-025 |
119-257 |
-0-088 |
-0.2% |
118-310 |
| High |
120-067 |
120-017 |
-0-050 |
-0.1% |
119-275 |
| Low |
119-215 |
119-212 |
-0-003 |
0.0% |
118-212 |
| Close |
119-252 |
119-317 |
0-065 |
0.2% |
119-265 |
| Range |
0-172 |
0-125 |
-0-047 |
-27.3% |
1-063 |
| ATR |
0-137 |
0-136 |
-0-001 |
-0.6% |
0-000 |
| Volume |
463,890 |
395,249 |
-68,641 |
-14.8% |
2,215,398 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-024 |
120-295 |
120-066 |
|
| R3 |
120-219 |
120-170 |
120-031 |
|
| R2 |
120-094 |
120-094 |
120-020 |
|
| R1 |
120-045 |
120-045 |
120-008 |
120-070 |
| PP |
119-289 |
119-289 |
119-289 |
119-301 |
| S1 |
119-240 |
119-240 |
119-306 |
119-264 |
| S2 |
119-164 |
119-164 |
119-294 |
|
| S3 |
119-039 |
119-115 |
119-283 |
|
| S4 |
118-234 |
118-310 |
119-248 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-013 |
122-202 |
120-156 |
|
| R3 |
121-270 |
121-139 |
120-050 |
|
| R2 |
120-207 |
120-207 |
120-015 |
|
| R1 |
120-076 |
120-076 |
119-300 |
120-142 |
| PP |
119-144 |
119-144 |
119-144 |
119-177 |
| S1 |
119-013 |
119-013 |
119-230 |
119-078 |
| S2 |
118-081 |
118-081 |
119-195 |
|
| S3 |
117-018 |
117-270 |
119-160 |
|
| S4 |
115-275 |
116-207 |
119-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-067 |
119-160 |
0-227 |
0.6% |
0-132 |
0.3% |
69% |
False |
False |
524,798 |
| 10 |
120-067 |
118-212 |
1-175 |
1.3% |
0-133 |
0.3% |
86% |
False |
False |
456,069 |
| 20 |
120-067 |
117-297 |
2-090 |
1.9% |
0-132 |
0.3% |
90% |
False |
False |
455,359 |
| 40 |
120-067 |
116-200 |
3-187 |
3.0% |
0-133 |
0.3% |
94% |
False |
False |
448,264 |
| 60 |
120-067 |
115-140 |
4-247 |
4.0% |
0-145 |
0.4% |
95% |
False |
False |
384,836 |
| 80 |
120-067 |
113-190 |
6-197 |
5.5% |
0-127 |
0.3% |
97% |
False |
False |
289,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-228 |
|
2.618 |
121-024 |
|
1.618 |
120-219 |
|
1.000 |
120-142 |
|
0.618 |
120-094 |
|
HIGH |
120-017 |
|
0.618 |
119-289 |
|
0.500 |
119-274 |
|
0.382 |
119-260 |
|
LOW |
119-212 |
|
0.618 |
119-135 |
|
1.000 |
119-087 |
|
1.618 |
119-010 |
|
2.618 |
118-205 |
|
4.250 |
118-001 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-303 |
119-309 |
| PP |
119-289 |
119-301 |
| S1 |
119-274 |
119-294 |
|