ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
123-300 |
124-185 |
0-205 |
0.5% |
123-245 |
| High |
124-220 |
124-240 |
0-020 |
0.1% |
124-220 |
| Low |
123-250 |
124-145 |
0-215 |
0.5% |
123-125 |
| Close |
124-185 |
124-165 |
-0-020 |
-0.1% |
124-185 |
| Range |
0-290 |
0-095 |
-0-195 |
-67.2% |
1-095 |
| ATR |
0-220 |
0-211 |
-0-009 |
-4.1% |
0-000 |
| Volume |
1,229,062 |
569,763 |
-659,299 |
-53.6% |
5,256,314 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-148 |
125-092 |
124-217 |
|
| R3 |
125-053 |
124-317 |
124-191 |
|
| R2 |
124-278 |
124-278 |
124-182 |
|
| R1 |
124-222 |
124-222 |
124-174 |
124-202 |
| PP |
124-183 |
124-183 |
124-183 |
124-174 |
| S1 |
124-127 |
124-127 |
124-156 |
124-108 |
| S2 |
124-088 |
124-088 |
124-148 |
|
| S3 |
123-313 |
124-032 |
124-139 |
|
| S4 |
123-218 |
123-257 |
124-113 |
|
|
| 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 |
124-240 |
123-130 |
1-110 |
1.1% |
0-205 |
0.5% |
83% |
True |
False |
928,174 |
| 10 |
124-240 |
122-065 |
2-175 |
2.0% |
0-202 |
0.5% |
91% |
True |
False |
1,001,397 |
| 20 |
124-240 |
121-145 |
3-095 |
2.6% |
0-216 |
0.5% |
93% |
True |
False |
1,040,301 |
| 40 |
124-240 |
119-235 |
5-005 |
4.0% |
0-211 |
0.5% |
95% |
True |
False |
1,027,986 |
| 60 |
124-240 |
118-000 |
6-240 |
5.4% |
0-239 |
0.6% |
97% |
True |
False |
913,294 |
| 80 |
124-240 |
115-000 |
9-240 |
7.8% |
0-244 |
0.6% |
98% |
True |
False |
686,313 |
| 100 |
124-240 |
113-150 |
11-090 |
9.1% |
0-213 |
0.5% |
98% |
True |
False |
549,243 |
| 120 |
124-240 |
113-150 |
11-090 |
9.1% |
0-180 |
0.5% |
98% |
True |
False |
457,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-004 |
|
2.618 |
125-169 |
|
1.618 |
125-074 |
|
1.000 |
125-015 |
|
0.618 |
124-299 |
|
HIGH |
124-240 |
|
0.618 |
124-204 |
|
0.500 |
124-192 |
|
0.382 |
124-181 |
|
LOW |
124-145 |
|
0.618 |
124-086 |
|
1.000 |
124-050 |
|
1.618 |
123-311 |
|
2.618 |
123-216 |
|
4.250 |
123-061 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-192 |
124-123 |
| PP |
124-183 |
124-082 |
| S1 |
124-174 |
124-040 |
|