ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-075 |
123-245 |
0-170 |
0.4% |
122-220 |
High |
123-285 |
123-250 |
-0-035 |
-0.1% |
123-285 |
Low |
123-065 |
123-125 |
0-060 |
0.2% |
122-065 |
Close |
123-260 |
123-135 |
-0-125 |
-0.3% |
123-260 |
Range |
0-220 |
0-125 |
-0-095 |
-43.2% |
1-220 |
ATR |
0-222 |
0-216 |
-0-006 |
-2.8% |
0-000 |
Volume |
1,323,233 |
1,185,206 |
-138,027 |
-10.4% |
5,322,421 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-225 |
124-145 |
123-204 |
|
R3 |
124-100 |
124-020 |
123-169 |
|
R2 |
123-295 |
123-295 |
123-158 |
|
R1 |
123-215 |
123-215 |
123-146 |
123-192 |
PP |
123-170 |
123-170 |
123-170 |
123-159 |
S1 |
123-090 |
123-090 |
123-124 |
123-068 |
S2 |
123-045 |
123-045 |
123-112 |
|
S3 |
122-240 |
122-285 |
123-101 |
|
S4 |
122-115 |
122-160 |
123-066 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-117 |
127-248 |
124-237 |
|
R3 |
126-217 |
126-028 |
124-088 |
|
R2 |
124-317 |
124-317 |
124-039 |
|
R1 |
124-128 |
124-128 |
123-310 |
124-222 |
PP |
123-097 |
123-097 |
123-097 |
123-144 |
S1 |
122-228 |
122-228 |
123-210 |
123-002 |
S2 |
121-197 |
121-197 |
123-161 |
|
S3 |
119-297 |
121-008 |
123-112 |
|
S4 |
118-077 |
119-108 |
122-283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-285 |
122-065 |
1-220 |
1.4% |
0-199 |
0.5% |
72% |
False |
False |
1,074,620 |
10 |
123-285 |
122-065 |
1-220 |
1.4% |
0-201 |
0.5% |
72% |
False |
False |
1,040,647 |
20 |
123-285 |
121-145 |
2-140 |
2.0% |
0-206 |
0.5% |
81% |
False |
False |
1,047,522 |
40 |
123-285 |
119-235 |
4-050 |
3.4% |
0-216 |
0.5% |
89% |
False |
False |
1,053,621 |
60 |
123-285 |
117-060 |
6-225 |
5.4% |
0-247 |
0.6% |
93% |
False |
False |
836,948 |
80 |
123-285 |
114-080 |
9-205 |
7.8% |
0-236 |
0.6% |
95% |
False |
False |
628,337 |
100 |
123-285 |
113-150 |
10-135 |
8.4% |
0-204 |
0.5% |
96% |
False |
False |
502,843 |
120 |
123-285 |
113-150 |
10-135 |
8.4% |
0-171 |
0.4% |
96% |
False |
False |
419,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-141 |
2.618 |
124-257 |
1.618 |
124-132 |
1.000 |
124-055 |
0.618 |
124-007 |
HIGH |
123-250 |
0.618 |
123-202 |
0.500 |
123-188 |
0.382 |
123-173 |
LOW |
123-125 |
0.618 |
123-048 |
1.000 |
123-000 |
1.618 |
122-243 |
2.618 |
122-118 |
4.250 |
121-234 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
123-188 |
123-125 |
PP |
123-170 |
123-115 |
S1 |
123-152 |
123-105 |
|