ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
120-150 |
0-095 |
0.2% |
119-260 |
| High |
120-167 |
120-232 |
0-065 |
0.2% |
120-132 |
| Low |
119-292 |
120-140 |
0-168 |
0.4% |
119-192 |
| Close |
120-105 |
120-180 |
0-075 |
0.2% |
120-097 |
| Range |
0-195 |
0-092 |
-0-103 |
-52.8% |
0-260 |
| ATR |
0-139 |
0-138 |
-0-001 |
-0.6% |
0-000 |
| Volume |
612,996 |
573,075 |
-39,921 |
-6.5% |
2,487,053 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-140 |
121-092 |
120-231 |
|
| R3 |
121-048 |
121-000 |
120-205 |
|
| R2 |
120-276 |
120-276 |
120-197 |
|
| R1 |
120-228 |
120-228 |
120-188 |
120-252 |
| PP |
120-184 |
120-184 |
120-184 |
120-196 |
| S1 |
120-136 |
120-136 |
120-172 |
120-160 |
| S2 |
120-092 |
120-092 |
120-163 |
|
| S3 |
120-000 |
120-044 |
120-155 |
|
| S4 |
119-228 |
119-272 |
120-129 |
|
|
| 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 |
120-232 |
119-212 |
1-020 |
0.9% |
0-132 |
0.3% |
85% |
True |
False |
473,480 |
| 10 |
120-232 |
119-025 |
1-207 |
1.4% |
0-136 |
0.4% |
90% |
True |
False |
509,929 |
| 20 |
120-232 |
118-102 |
2-130 |
2.0% |
0-134 |
0.3% |
93% |
True |
False |
477,058 |
| 40 |
120-232 |
116-235 |
3-317 |
3.3% |
0-129 |
0.3% |
96% |
True |
False |
455,279 |
| 60 |
120-232 |
115-310 |
4-242 |
3.9% |
0-146 |
0.4% |
97% |
True |
False |
416,421 |
| 80 |
120-232 |
113-240 |
6-312 |
5.8% |
0-132 |
0.3% |
98% |
True |
False |
313,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-303 |
|
2.618 |
121-153 |
|
1.618 |
121-061 |
|
1.000 |
121-004 |
|
0.618 |
120-289 |
|
HIGH |
120-232 |
|
0.618 |
120-197 |
|
0.500 |
120-186 |
|
0.382 |
120-175 |
|
LOW |
120-140 |
|
0.618 |
120-083 |
|
1.000 |
120-048 |
|
1.618 |
119-311 |
|
2.618 |
119-219 |
|
4.250 |
119-069 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-186 |
120-154 |
| PP |
120-184 |
120-128 |
| S1 |
120-182 |
120-102 |
|