ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
125-185 |
125-100 |
-0-085 |
-0.2% |
124-185 |
| High |
125-235 |
125-205 |
-0-030 |
-0.1% |
125-235 |
| Low |
125-060 |
125-075 |
0-015 |
0.0% |
124-095 |
| Close |
125-110 |
125-185 |
0-075 |
0.2% |
125-185 |
| Range |
0-175 |
0-130 |
-0-045 |
-25.7% |
1-140 |
| ATR |
0-214 |
0-208 |
-0-006 |
-2.8% |
0-000 |
| Volume |
1,139,396 |
812,316 |
-327,080 |
-28.7% |
5,006,919 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-225 |
126-175 |
125-256 |
|
| R3 |
126-095 |
126-045 |
125-221 |
|
| R2 |
125-285 |
125-285 |
125-209 |
|
| R1 |
125-235 |
125-235 |
125-197 |
125-260 |
| PP |
125-155 |
125-155 |
125-155 |
125-168 |
| S1 |
125-105 |
125-105 |
125-173 |
125-130 |
| S2 |
125-025 |
125-025 |
125-161 |
|
| S3 |
124-215 |
124-295 |
125-149 |
|
| S4 |
124-085 |
124-165 |
125-114 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-165 |
128-315 |
126-118 |
|
| R3 |
128-025 |
127-175 |
125-312 |
|
| R2 |
126-205 |
126-205 |
125-269 |
|
| R1 |
126-035 |
126-035 |
125-227 |
126-120 |
| PP |
125-065 |
125-065 |
125-065 |
125-108 |
| S1 |
124-215 |
124-215 |
125-143 |
124-300 |
| S2 |
123-245 |
123-245 |
125-101 |
|
| S3 |
122-105 |
123-075 |
125-058 |
|
| S4 |
120-285 |
121-255 |
124-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-235 |
124-095 |
1-140 |
1.1% |
0-177 |
0.4% |
89% |
False |
False |
1,001,383 |
| 10 |
125-235 |
123-125 |
2-110 |
1.9% |
0-194 |
0.5% |
93% |
False |
False |
1,026,323 |
| 20 |
125-235 |
122-065 |
3-170 |
2.8% |
0-199 |
0.5% |
96% |
False |
False |
1,031,090 |
| 40 |
125-235 |
119-240 |
5-315 |
4.8% |
0-206 |
0.5% |
97% |
False |
False |
1,047,143 |
| 60 |
125-235 |
118-260 |
6-295 |
5.5% |
0-234 |
0.6% |
98% |
False |
False |
985,620 |
| 80 |
125-235 |
115-000 |
10-235 |
8.5% |
0-246 |
0.6% |
99% |
False |
False |
741,709 |
| 100 |
125-235 |
113-150 |
12-085 |
9.8% |
0-220 |
0.5% |
99% |
False |
False |
593,610 |
| 120 |
125-235 |
113-150 |
12-085 |
9.8% |
0-186 |
0.5% |
99% |
False |
False |
494,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-118 |
|
2.618 |
126-225 |
|
1.618 |
126-095 |
|
1.000 |
126-015 |
|
0.618 |
125-285 |
|
HIGH |
125-205 |
|
0.618 |
125-155 |
|
0.500 |
125-140 |
|
0.382 |
125-125 |
|
LOW |
125-075 |
|
0.618 |
124-315 |
|
1.000 |
124-265 |
|
1.618 |
124-185 |
|
2.618 |
124-055 |
|
4.250 |
123-162 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-170 |
125-167 |
| PP |
125-155 |
125-148 |
| S1 |
125-140 |
125-130 |
|