ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
124-005 |
123-200 |
-0-125 |
-0.3% |
122-220 |
High |
124-080 |
124-015 |
-0-065 |
-0.2% |
123-285 |
Low |
123-180 |
123-160 |
-0-020 |
-0.1% |
122-065 |
Close |
123-200 |
123-285 |
0-085 |
0.2% |
123-260 |
Range |
0-220 |
0-175 |
-0-045 |
-20.5% |
1-220 |
ATR |
0-218 |
0-215 |
-0-003 |
-1.4% |
0-000 |
Volume |
980,998 |
923,612 |
-57,386 |
-5.8% |
5,322,421 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-145 |
125-070 |
124-061 |
|
R3 |
124-290 |
124-215 |
124-013 |
|
R2 |
124-115 |
124-115 |
123-317 |
|
R1 |
124-040 |
124-040 |
123-301 |
124-078 |
PP |
123-260 |
123-260 |
123-260 |
123-279 |
S1 |
123-185 |
123-185 |
123-269 |
123-222 |
S2 |
123-085 |
123-085 |
123-253 |
|
S3 |
122-230 |
123-010 |
123-237 |
|
S4 |
122-055 |
122-155 |
123-189 |
|
|
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 |
124-080 |
123-065 |
1-015 |
0.8% |
0-197 |
0.5% |
66% |
False |
False |
1,070,097 |
10 |
124-080 |
122-065 |
2-015 |
1.7% |
0-199 |
0.5% |
82% |
False |
False |
1,030,253 |
20 |
124-080 |
121-145 |
2-255 |
2.3% |
0-209 |
0.5% |
87% |
False |
False |
1,040,761 |
40 |
124-080 |
119-235 |
4-165 |
3.6% |
0-217 |
0.5% |
92% |
False |
False |
1,038,131 |
60 |
124-080 |
117-140 |
6-260 |
5.5% |
0-239 |
0.6% |
95% |
False |
False |
883,643 |
80 |
124-080 |
114-260 |
9-140 |
7.6% |
0-242 |
0.6% |
96% |
False |
False |
663,848 |
100 |
124-080 |
113-150 |
10-250 |
8.7% |
0-211 |
0.5% |
97% |
False |
False |
531,260 |
120 |
124-080 |
113-150 |
10-250 |
8.7% |
0-176 |
0.4% |
97% |
False |
False |
442,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-119 |
2.618 |
125-153 |
1.618 |
124-298 |
1.000 |
124-190 |
0.618 |
124-123 |
HIGH |
124-015 |
0.618 |
123-268 |
0.500 |
123-248 |
0.382 |
123-227 |
LOW |
123-160 |
0.618 |
123-052 |
1.000 |
122-305 |
1.618 |
122-197 |
2.618 |
122-022 |
4.250 |
121-056 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
123-272 |
123-278 |
PP |
123-260 |
123-272 |
S1 |
123-248 |
123-265 |
|