ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
120-290 |
120-210 |
-0-080 |
-0.2% |
120-092 |
| High |
120-317 |
120-222 |
-0-095 |
-0.2% |
121-037 |
| Low |
120-162 |
120-010 |
-0-152 |
-0.4% |
120-020 |
| Close |
120-182 |
120-015 |
-0-167 |
-0.4% |
120-140 |
| Range |
0-155 |
0-212 |
0-057 |
36.8% |
1-017 |
| ATR |
0-161 |
0-164 |
0-004 |
2.3% |
0-000 |
| Volume |
21,306 |
25,696 |
4,390 |
20.6% |
826,420 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-078 |
121-259 |
120-132 |
|
| R3 |
121-186 |
121-047 |
120-073 |
|
| R2 |
120-294 |
120-294 |
120-054 |
|
| R1 |
120-155 |
120-155 |
120-034 |
120-118 |
| PP |
120-082 |
120-082 |
120-082 |
120-064 |
| S1 |
119-263 |
119-263 |
119-316 |
119-226 |
| S2 |
119-190 |
119-190 |
119-296 |
|
| S3 |
118-298 |
119-051 |
119-277 |
|
| S4 |
118-086 |
118-159 |
119-218 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-223 |
123-039 |
121-005 |
|
| R3 |
122-206 |
122-022 |
120-233 |
|
| R2 |
121-189 |
121-189 |
120-202 |
|
| R1 |
121-005 |
121-005 |
120-171 |
121-097 |
| PP |
120-172 |
120-172 |
120-172 |
120-218 |
| S1 |
119-308 |
119-308 |
120-109 |
120-080 |
| S2 |
119-155 |
119-155 |
120-078 |
|
| S3 |
118-138 |
118-291 |
120-047 |
|
| S4 |
117-121 |
117-274 |
119-275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-317 |
120-010 |
0-307 |
0.8% |
0-163 |
0.4% |
2% |
False |
True |
37,268 |
| 10 |
121-037 |
120-010 |
1-027 |
0.9% |
0-175 |
0.5% |
1% |
False |
True |
235,407 |
| 20 |
121-070 |
120-010 |
1-060 |
1.0% |
0-161 |
0.4% |
1% |
False |
True |
330,346 |
| 40 |
121-070 |
118-102 |
2-288 |
2.4% |
0-147 |
0.4% |
60% |
False |
False |
403,702 |
| 60 |
121-070 |
116-235 |
4-155 |
3.7% |
0-140 |
0.4% |
74% |
False |
False |
413,634 |
| 80 |
121-070 |
115-310 |
5-080 |
4.4% |
0-150 |
0.4% |
78% |
False |
False |
394,902 |
| 100 |
121-070 |
113-240 |
7-150 |
6.2% |
0-138 |
0.4% |
84% |
False |
False |
317,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-163 |
|
2.618 |
122-137 |
|
1.618 |
121-245 |
|
1.000 |
121-114 |
|
0.618 |
121-033 |
|
HIGH |
120-222 |
|
0.618 |
120-141 |
|
0.500 |
120-116 |
|
0.382 |
120-091 |
|
LOW |
120-010 |
|
0.618 |
119-199 |
|
1.000 |
119-118 |
|
1.618 |
118-307 |
|
2.618 |
118-095 |
|
4.250 |
117-069 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-116 |
120-164 |
| PP |
120-082 |
120-114 |
| S1 |
120-049 |
120-064 |
|