ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
119-257 |
120-005 |
0-068 |
0.2% |
119-260 |
| High |
120-017 |
120-132 |
0-115 |
0.3% |
120-132 |
| Low |
119-212 |
119-287 |
0-075 |
0.2% |
119-192 |
| Close |
119-317 |
120-097 |
0-100 |
0.3% |
120-097 |
| Range |
0-125 |
0-165 |
0-040 |
32.0% |
0-260 |
| ATR |
0-136 |
0-138 |
0-002 |
1.5% |
0-000 |
| Volume |
395,249 |
516,907 |
121,658 |
30.8% |
2,487,053 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-240 |
121-174 |
120-188 |
|
| R3 |
121-075 |
121-009 |
120-142 |
|
| R2 |
120-230 |
120-230 |
120-127 |
|
| R1 |
120-164 |
120-164 |
120-112 |
120-197 |
| PP |
120-065 |
120-065 |
120-065 |
120-082 |
| S1 |
119-319 |
119-319 |
120-082 |
120-032 |
| S2 |
119-220 |
119-220 |
120-067 |
|
| S3 |
119-055 |
119-154 |
120-052 |
|
| S4 |
118-210 |
118-309 |
120-006 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-174 |
122-075 |
120-240 |
|
| R3 |
121-234 |
121-135 |
120-168 |
|
| R2 |
120-294 |
120-294 |
120-145 |
|
| R1 |
120-195 |
120-195 |
120-121 |
120-244 |
| PP |
120-034 |
120-034 |
120-034 |
120-058 |
| S1 |
119-255 |
119-255 |
120-073 |
119-304 |
| S2 |
119-094 |
119-094 |
120-049 |
|
| S3 |
118-154 |
118-315 |
120-026 |
|
| S4 |
117-214 |
118-055 |
119-274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-132 |
119-192 |
0-260 |
0.7% |
0-142 |
0.4% |
87% |
True |
False |
497,410 |
| 10 |
120-132 |
118-212 |
1-240 |
1.5% |
0-137 |
0.4% |
94% |
True |
False |
470,245 |
| 20 |
120-132 |
117-297 |
2-155 |
2.1% |
0-137 |
0.4% |
96% |
True |
False |
460,262 |
| 40 |
120-132 |
116-210 |
3-242 |
3.1% |
0-131 |
0.3% |
97% |
True |
False |
450,550 |
| 60 |
120-132 |
115-140 |
4-312 |
4.1% |
0-147 |
0.4% |
98% |
True |
False |
393,350 |
| 80 |
120-132 |
113-190 |
6-262 |
5.7% |
0-129 |
0.3% |
98% |
True |
False |
295,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-193 |
|
2.618 |
121-244 |
|
1.618 |
121-079 |
|
1.000 |
120-297 |
|
0.618 |
120-234 |
|
HIGH |
120-132 |
|
0.618 |
120-069 |
|
0.500 |
120-050 |
|
0.382 |
120-030 |
|
LOW |
119-287 |
|
0.618 |
119-185 |
|
1.000 |
119-122 |
|
1.618 |
119-020 |
|
2.618 |
118-175 |
|
4.250 |
117-226 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-081 |
120-069 |
| PP |
120-065 |
120-040 |
| S1 |
120-050 |
120-012 |
|