ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
120-210 |
120-050 |
-0-160 |
-0.4% |
120-102 |
| High |
120-222 |
120-055 |
-0-167 |
-0.4% |
120-317 |
| Low |
120-010 |
119-290 |
-0-040 |
-0.1% |
119-290 |
| Close |
120-015 |
120-002 |
-0-013 |
0.0% |
120-002 |
| Range |
0-212 |
0-085 |
-0-127 |
-59.9% |
1-027 |
| ATR |
0-164 |
0-159 |
-0-006 |
-3.4% |
0-000 |
| Volume |
25,696 |
19,435 |
-6,261 |
-24.4% |
98,515 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-264 |
120-218 |
120-049 |
|
| R3 |
120-179 |
120-133 |
120-025 |
|
| R2 |
120-094 |
120-094 |
120-018 |
|
| R1 |
120-048 |
120-048 |
120-010 |
120-028 |
| PP |
120-009 |
120-009 |
120-009 |
119-319 |
| S1 |
119-283 |
119-283 |
119-314 |
119-264 |
| S2 |
119-244 |
119-244 |
119-306 |
|
| S3 |
119-159 |
119-198 |
119-299 |
|
| S4 |
119-074 |
119-113 |
119-275 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-177 |
122-277 |
120-193 |
|
| R3 |
122-150 |
121-250 |
120-097 |
|
| R2 |
121-123 |
121-123 |
120-066 |
|
| R1 |
120-223 |
120-223 |
120-034 |
120-160 |
| PP |
120-096 |
120-096 |
120-096 |
120-065 |
| S1 |
119-196 |
119-196 |
119-290 |
119-132 |
| S2 |
119-069 |
119-069 |
119-258 |
|
| S3 |
118-042 |
118-169 |
119-227 |
|
| S4 |
117-015 |
117-142 |
119-131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-317 |
119-290 |
1-027 |
0.9% |
0-164 |
0.4% |
9% |
False |
True |
28,656 |
| 10 |
121-037 |
119-290 |
1-067 |
1.0% |
0-174 |
0.5% |
8% |
False |
True |
167,344 |
| 20 |
121-070 |
119-290 |
1-100 |
1.1% |
0-159 |
0.4% |
8% |
False |
True |
309,265 |
| 40 |
121-070 |
118-212 |
2-178 |
2.1% |
0-145 |
0.4% |
53% |
False |
False |
388,577 |
| 60 |
121-070 |
116-235 |
4-155 |
3.7% |
0-139 |
0.4% |
73% |
False |
False |
407,890 |
| 80 |
121-070 |
116-020 |
5-050 |
4.3% |
0-148 |
0.4% |
76% |
False |
False |
395,056 |
| 100 |
121-070 |
113-240 |
7-150 |
6.2% |
0-139 |
0.4% |
84% |
False |
False |
317,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-096 |
|
2.618 |
120-278 |
|
1.618 |
120-193 |
|
1.000 |
120-140 |
|
0.618 |
120-108 |
|
HIGH |
120-055 |
|
0.618 |
120-023 |
|
0.500 |
120-012 |
|
0.382 |
120-002 |
|
LOW |
119-290 |
|
0.618 |
119-237 |
|
1.000 |
119-205 |
|
1.618 |
119-152 |
|
2.618 |
119-067 |
|
4.250 |
118-249 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-012 |
120-144 |
| PP |
120-009 |
120-096 |
| S1 |
120-006 |
120-049 |
|