ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
120-095 |
120-055 |
-0-040 |
-0.1% |
119-260 |
| High |
120-130 |
120-167 |
0-037 |
0.1% |
120-132 |
| Low |
120-045 |
119-292 |
-0-073 |
-0.2% |
119-192 |
| Close |
120-055 |
120-105 |
0-050 |
0.1% |
120-097 |
| Range |
0-085 |
0-195 |
0-110 |
129.4% |
0-260 |
| ATR |
0-135 |
0-139 |
0-004 |
3.2% |
0-000 |
| Volume |
269,173 |
612,996 |
343,823 |
127.7% |
2,487,053 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-026 |
121-261 |
120-212 |
|
| R3 |
121-151 |
121-066 |
120-159 |
|
| R2 |
120-276 |
120-276 |
120-141 |
|
| R1 |
120-191 |
120-191 |
120-123 |
120-234 |
| PP |
120-081 |
120-081 |
120-081 |
120-103 |
| S1 |
119-316 |
119-316 |
120-087 |
120-038 |
| S2 |
119-206 |
119-206 |
120-069 |
|
| S3 |
119-011 |
119-121 |
120-051 |
|
| S4 |
118-136 |
118-246 |
119-318 |
|
|
| 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 |
120-167 |
119-212 |
0-275 |
0.7% |
0-148 |
0.4% |
77% |
True |
False |
451,643 |
| 10 |
120-167 |
118-212 |
1-275 |
1.5% |
0-144 |
0.4% |
90% |
True |
False |
490,273 |
| 20 |
120-167 |
117-297 |
2-190 |
2.2% |
0-139 |
0.4% |
93% |
True |
False |
473,802 |
| 40 |
120-167 |
116-235 |
3-252 |
3.1% |
0-131 |
0.3% |
95% |
True |
False |
449,472 |
| 60 |
120-167 |
115-310 |
4-177 |
3.8% |
0-147 |
0.4% |
96% |
True |
False |
407,258 |
| 80 |
120-167 |
113-240 |
6-247 |
5.6% |
0-131 |
0.3% |
97% |
True |
False |
306,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-036 |
|
2.618 |
122-038 |
|
1.618 |
121-163 |
|
1.000 |
121-042 |
|
0.618 |
120-288 |
|
HIGH |
120-167 |
|
0.618 |
120-093 |
|
0.500 |
120-070 |
|
0.382 |
120-046 |
|
LOW |
119-292 |
|
0.618 |
119-171 |
|
1.000 |
119-097 |
|
1.618 |
118-296 |
|
2.618 |
118-101 |
|
4.250 |
117-103 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-093 |
120-092 |
| PP |
120-081 |
120-080 |
| S1 |
120-070 |
120-067 |
|