ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
125-025 |
125-185 |
0-160 |
0.4% |
123-245 |
| High |
125-215 |
125-235 |
0-020 |
0.0% |
124-220 |
| Low |
125-025 |
125-060 |
0-035 |
0.1% |
123-125 |
| Close |
125-195 |
125-110 |
-0-085 |
-0.2% |
124-185 |
| Range |
0-190 |
0-175 |
-0-015 |
-7.9% |
1-095 |
| ATR |
0-217 |
0-214 |
-0-003 |
-1.4% |
0-000 |
| Volume |
1,296,534 |
1,139,396 |
-157,138 |
-12.1% |
5,256,314 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-020 |
126-240 |
125-206 |
|
| R3 |
126-165 |
126-065 |
125-158 |
|
| R2 |
125-310 |
125-310 |
125-142 |
|
| R1 |
125-210 |
125-210 |
125-126 |
125-172 |
| PP |
125-135 |
125-135 |
125-135 |
125-116 |
| S1 |
125-035 |
125-035 |
125-094 |
124-318 |
| S2 |
124-280 |
124-280 |
125-078 |
|
| S3 |
124-105 |
124-180 |
125-062 |
|
| S4 |
123-250 |
124-005 |
125-014 |
|
|
| 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 |
125-235 |
123-250 |
1-305 |
1.6% |
0-209 |
0.5% |
80% |
True |
False |
1,084,733 |
| 10 |
125-235 |
123-065 |
2-170 |
2.0% |
0-203 |
0.5% |
85% |
True |
False |
1,077,415 |
| 20 |
125-235 |
122-065 |
3-170 |
2.8% |
0-207 |
0.5% |
89% |
True |
False |
1,062,062 |
| 40 |
125-235 |
119-240 |
5-315 |
4.8% |
0-210 |
0.5% |
93% |
True |
False |
1,048,465 |
| 60 |
125-235 |
118-260 |
6-295 |
5.5% |
0-235 |
0.6% |
94% |
True |
False |
972,636 |
| 80 |
125-235 |
115-000 |
10-235 |
8.6% |
0-246 |
0.6% |
96% |
True |
False |
731,582 |
| 100 |
125-235 |
113-150 |
12-085 |
9.8% |
0-220 |
0.5% |
97% |
True |
False |
585,487 |
| 120 |
125-235 |
113-150 |
12-085 |
9.8% |
0-185 |
0.5% |
97% |
True |
False |
487,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-019 |
|
2.618 |
127-053 |
|
1.618 |
126-198 |
|
1.000 |
126-090 |
|
0.618 |
126-023 |
|
HIGH |
125-235 |
|
0.618 |
125-168 |
|
0.500 |
125-148 |
|
0.382 |
125-127 |
|
LOW |
125-060 |
|
0.618 |
124-272 |
|
1.000 |
124-205 |
|
1.618 |
124-097 |
|
2.618 |
123-242 |
|
4.250 |
122-276 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-148 |
125-075 |
| PP |
125-135 |
125-040 |
| S1 |
125-122 |
125-005 |
|