ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
120-202 |
121-012 |
0-130 |
0.3% |
120-137 |
| High |
121-050 |
121-070 |
0-020 |
0.1% |
120-300 |
| Low |
120-197 |
120-205 |
0-008 |
0.0% |
120-049 |
| Close |
120-317 |
120-227 |
-0-090 |
-0.2% |
120-055 |
| Range |
0-173 |
0-185 |
0-012 |
6.9% |
0-251 |
| ATR |
0-150 |
0-152 |
0-003 |
1.7% |
0-000 |
| Volume |
508,522 |
667,338 |
158,816 |
31.2% |
2,023,239 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-189 |
122-073 |
121-009 |
|
| R3 |
122-004 |
121-208 |
120-278 |
|
| R2 |
121-139 |
121-139 |
120-261 |
|
| R1 |
121-023 |
121-023 |
120-244 |
120-308 |
| PP |
120-274 |
120-274 |
120-274 |
120-257 |
| S1 |
120-158 |
120-158 |
120-210 |
120-124 |
| S2 |
120-089 |
120-089 |
120-193 |
|
| S3 |
119-224 |
119-293 |
120-176 |
|
| S4 |
119-039 |
119-108 |
120-125 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-248 |
122-082 |
120-193 |
|
| R3 |
121-317 |
121-151 |
120-124 |
|
| R2 |
121-066 |
121-066 |
120-101 |
|
| R1 |
120-220 |
120-220 |
120-078 |
120-178 |
| PP |
120-135 |
120-135 |
120-135 |
120-113 |
| S1 |
119-289 |
119-289 |
120-032 |
119-246 |
| S2 |
119-204 |
119-204 |
120-009 |
|
| S3 |
118-273 |
119-038 |
119-306 |
|
| S4 |
118-022 |
118-107 |
119-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-070 |
120-049 |
1-021 |
0.9% |
0-175 |
0.5% |
52% |
True |
False |
468,725 |
| 10 |
121-070 |
120-030 |
1-040 |
0.9% |
0-146 |
0.4% |
55% |
True |
False |
425,285 |
| 20 |
121-070 |
119-025 |
2-045 |
1.8% |
0-141 |
0.4% |
76% |
True |
False |
467,607 |
| 40 |
121-070 |
117-297 |
3-093 |
2.7% |
0-133 |
0.3% |
85% |
True |
False |
457,602 |
| 60 |
121-070 |
116-020 |
5-050 |
4.3% |
0-138 |
0.4% |
90% |
True |
False |
450,725 |
| 80 |
121-070 |
114-290 |
6-100 |
5.2% |
0-147 |
0.4% |
92% |
True |
False |
366,790 |
| 100 |
121-070 |
112-300 |
8-090 |
6.9% |
0-122 |
0.3% |
94% |
True |
False |
293,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-216 |
|
2.618 |
122-234 |
|
1.618 |
122-049 |
|
1.000 |
121-255 |
|
0.618 |
121-184 |
|
HIGH |
121-070 |
|
0.618 |
120-319 |
|
0.500 |
120-298 |
|
0.382 |
120-276 |
|
LOW |
120-205 |
|
0.618 |
120-091 |
|
1.000 |
120-020 |
|
1.618 |
119-226 |
|
2.618 |
119-041 |
|
4.250 |
118-059 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-298 |
120-255 |
| PP |
120-274 |
120-246 |
| S1 |
120-250 |
120-236 |
|