ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 03-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-245 |
123-140 |
-0-105 |
-0.3% |
122-220 |
High |
123-250 |
124-055 |
0-125 |
0.3% |
123-285 |
Low |
123-125 |
123-130 |
0-005 |
0.0% |
122-065 |
Close |
123-135 |
123-315 |
0-180 |
0.5% |
123-260 |
Range |
0-125 |
0-245 |
0-120 |
96.0% |
1-220 |
ATR |
0-216 |
0-218 |
0-002 |
1.0% |
0-000 |
Volume |
1,185,206 |
937,436 |
-247,770 |
-20.9% |
5,322,421 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-048 |
125-267 |
124-130 |
|
R3 |
125-123 |
125-022 |
124-062 |
|
R2 |
124-198 |
124-198 |
124-040 |
|
R1 |
124-097 |
124-097 |
124-017 |
124-148 |
PP |
123-273 |
123-273 |
123-273 |
123-299 |
S1 |
123-172 |
123-172 |
123-293 |
123-222 |
S2 |
123-028 |
123-028 |
123-270 |
|
S3 |
122-103 |
122-247 |
123-248 |
|
S4 |
121-178 |
122-002 |
123-180 |
|
|
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 |
124-055 |
122-075 |
1-300 |
1.6% |
0-208 |
0.5% |
90% |
True |
False |
1,100,902 |
10 |
124-055 |
122-065 |
1-310 |
1.6% |
0-206 |
0.5% |
90% |
True |
False |
1,063,626 |
20 |
124-055 |
121-145 |
2-230 |
2.2% |
0-208 |
0.5% |
93% |
True |
False |
1,036,525 |
40 |
124-055 |
119-235 |
4-140 |
3.6% |
0-216 |
0.5% |
96% |
True |
False |
1,041,385 |
60 |
124-055 |
117-060 |
6-315 |
5.6% |
0-243 |
0.6% |
97% |
True |
False |
852,359 |
80 |
124-055 |
114-230 |
9-145 |
7.6% |
0-238 |
0.6% |
98% |
True |
False |
640,052 |
100 |
124-055 |
113-150 |
10-225 |
8.6% |
0-207 |
0.5% |
98% |
True |
False |
512,217 |
120 |
124-055 |
113-150 |
10-225 |
8.6% |
0-173 |
0.4% |
98% |
True |
False |
426,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-136 |
2.618 |
126-056 |
1.618 |
125-131 |
1.000 |
124-300 |
0.618 |
124-206 |
HIGH |
124-055 |
0.618 |
123-281 |
0.500 |
123-252 |
0.382 |
123-224 |
LOW |
123-130 |
0.618 |
122-299 |
1.000 |
122-205 |
1.618 |
122-054 |
2.618 |
121-129 |
4.250 |
120-049 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
123-294 |
123-283 |
PP |
123-273 |
123-252 |
S1 |
123-252 |
123-220 |
|