ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
124-160 |
125-025 |
0-185 |
0.5% |
123-245 |
High |
125-070 |
125-215 |
0-145 |
0.4% |
124-220 |
Low |
124-095 |
125-025 |
0-250 |
0.6% |
123-125 |
Close |
124-315 |
125-195 |
0-200 |
0.5% |
124-185 |
Range |
0-295 |
0-190 |
-0-105 |
-35.6% |
1-095 |
ATR |
0-217 |
0-217 |
0-000 |
0.1% |
0-000 |
Volume |
1,188,910 |
1,296,534 |
107,624 |
9.1% |
5,256,314 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-075 |
127-005 |
125-300 |
|
R3 |
126-205 |
126-135 |
125-247 |
|
R2 |
126-015 |
126-015 |
125-230 |
|
R1 |
125-265 |
125-265 |
125-212 |
125-300 |
PP |
125-145 |
125-145 |
125-145 |
125-162 |
S1 |
125-075 |
125-075 |
125-178 |
125-110 |
S2 |
124-275 |
124-275 |
125-160 |
|
S3 |
124-085 |
124-205 |
125-143 |
|
S4 |
123-215 |
124-015 |
125-090 |
|
|
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 |
125-215 |
123-160 |
2-055 |
1.7% |
0-209 |
0.5% |
97% |
True |
False |
1,041,576 |
10 |
125-215 |
122-245 |
2-290 |
2.3% |
0-208 |
0.5% |
98% |
True |
False |
1,069,517 |
20 |
125-215 |
121-300 |
3-235 |
3.0% |
0-213 |
0.5% |
98% |
True |
False |
1,070,563 |
40 |
125-215 |
119-240 |
5-295 |
4.7% |
0-211 |
0.5% |
99% |
True |
False |
1,044,213 |
60 |
125-215 |
118-080 |
7-135 |
5.9% |
0-238 |
0.6% |
99% |
True |
False |
953,913 |
80 |
125-215 |
115-000 |
10-215 |
8.5% |
0-244 |
0.6% |
99% |
True |
False |
717,350 |
100 |
125-215 |
113-150 |
12-065 |
9.7% |
0-218 |
0.5% |
99% |
True |
False |
574,093 |
120 |
125-215 |
113-150 |
12-065 |
9.7% |
0-184 |
0.5% |
99% |
True |
False |
478,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-062 |
2.618 |
127-072 |
1.618 |
126-202 |
1.000 |
126-085 |
0.618 |
126-012 |
HIGH |
125-215 |
0.618 |
125-142 |
0.500 |
125-120 |
0.382 |
125-098 |
LOW |
125-025 |
0.618 |
124-228 |
1.000 |
124-155 |
1.618 |
124-038 |
2.618 |
123-168 |
4.250 |
122-178 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
125-170 |
125-128 |
PP |
125-145 |
125-062 |
S1 |
125-120 |
124-315 |
|