ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-200 |
123-300 |
0-100 |
0.3% |
123-245 |
High |
124-015 |
124-220 |
0-205 |
0.5% |
124-220 |
Low |
123-160 |
123-250 |
0-090 |
0.2% |
123-125 |
Close |
123-285 |
124-185 |
0-220 |
0.6% |
124-185 |
Range |
0-175 |
0-290 |
0-115 |
65.7% |
1-095 |
ATR |
0-215 |
0-220 |
0-005 |
2.5% |
0-000 |
Volume |
923,612 |
1,229,062 |
305,450 |
33.1% |
5,256,314 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-022 |
126-233 |
125-024 |
|
R3 |
126-052 |
125-263 |
124-265 |
|
R2 |
125-082 |
125-082 |
124-238 |
|
R1 |
124-293 |
124-293 |
124-212 |
125-028 |
PP |
124-112 |
124-112 |
124-112 |
124-139 |
S1 |
124-003 |
124-003 |
124-158 |
124-058 |
S2 |
123-142 |
123-142 |
124-132 |
|
S3 |
122-172 |
123-033 |
124-105 |
|
S4 |
121-202 |
122-063 |
124-026 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-035 |
127-205 |
125-093 |
|
R3 |
126-260 |
126-110 |
124-299 |
|
R2 |
125-165 |
125-165 |
124-261 |
|
R1 |
125-015 |
125-015 |
124-223 |
125-090 |
PP |
124-070 |
124-070 |
124-070 |
124-108 |
S1 |
123-240 |
123-240 |
124-147 |
123-315 |
S2 |
122-295 |
122-295 |
124-109 |
|
S3 |
121-200 |
122-145 |
124-071 |
|
S4 |
120-105 |
121-050 |
123-277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-220 |
123-125 |
1-095 |
1.0% |
0-211 |
0.5% |
92% |
True |
False |
1,051,262 |
10 |
124-220 |
122-065 |
2-155 |
2.0% |
0-208 |
0.5% |
96% |
True |
False |
1,057,873 |
20 |
124-220 |
121-145 |
3-075 |
2.6% |
0-218 |
0.5% |
97% |
True |
False |
1,045,554 |
40 |
124-220 |
119-235 |
4-305 |
4.0% |
0-215 |
0.5% |
98% |
True |
False |
1,042,874 |
60 |
124-220 |
117-140 |
7-080 |
5.8% |
0-241 |
0.6% |
98% |
True |
False |
904,014 |
80 |
124-220 |
114-260 |
9-280 |
7.9% |
0-244 |
0.6% |
99% |
True |
False |
679,204 |
100 |
124-220 |
113-150 |
11-070 |
9.0% |
0-213 |
0.5% |
99% |
True |
False |
543,548 |
120 |
124-220 |
113-150 |
11-070 |
9.0% |
0-179 |
0.4% |
99% |
True |
False |
452,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-172 |
2.618 |
127-019 |
1.618 |
126-049 |
1.000 |
125-190 |
0.618 |
125-079 |
HIGH |
124-220 |
0.618 |
124-109 |
0.500 |
124-075 |
0.382 |
124-041 |
LOW |
123-250 |
0.618 |
123-071 |
1.000 |
122-280 |
1.618 |
122-101 |
2.618 |
121-131 |
4.250 |
119-298 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
124-148 |
124-133 |
PP |
124-112 |
124-082 |
S1 |
124-075 |
124-030 |
|