ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
126-060 |
125-210 |
-0-170 |
-0.4% |
124-185 |
High |
126-065 |
126-015 |
-0-050 |
-0.1% |
125-235 |
Low |
125-175 |
125-170 |
-0-005 |
0.0% |
124-095 |
Close |
125-215 |
125-195 |
-0-020 |
0.0% |
125-185 |
Range |
0-210 |
0-165 |
-0-045 |
-21.4% |
1-140 |
ATR |
0-210 |
0-206 |
-0-003 |
-1.5% |
0-000 |
Volume |
985,516 |
955,270 |
-30,246 |
-3.1% |
5,006,919 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-088 |
126-307 |
125-286 |
|
R3 |
126-243 |
126-142 |
125-240 |
|
R2 |
126-078 |
126-078 |
125-225 |
|
R1 |
125-297 |
125-297 |
125-210 |
125-265 |
PP |
125-233 |
125-233 |
125-233 |
125-218 |
S1 |
125-132 |
125-132 |
125-180 |
125-100 |
S2 |
125-068 |
125-068 |
125-165 |
|
S3 |
124-223 |
124-287 |
125-150 |
|
S4 |
124-058 |
124-122 |
125-104 |
|
|
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 |
126-080 |
125-060 |
1-020 |
0.8% |
0-181 |
0.5% |
40% |
False |
False |
973,326 |
10 |
126-080 |
123-160 |
2-240 |
2.2% |
0-195 |
0.5% |
77% |
False |
False |
1,007,451 |
20 |
126-080 |
122-065 |
4-015 |
3.2% |
0-199 |
0.5% |
84% |
False |
False |
1,031,229 |
40 |
126-080 |
120-245 |
5-155 |
4.4% |
0-205 |
0.5% |
88% |
False |
False |
1,052,086 |
60 |
126-080 |
118-260 |
7-140 |
5.9% |
0-227 |
0.6% |
91% |
False |
False |
1,027,208 |
80 |
126-080 |
115-110 |
10-290 |
8.7% |
0-247 |
0.6% |
94% |
False |
False |
778,077 |
100 |
126-080 |
113-150 |
12-250 |
10.2% |
0-222 |
0.6% |
95% |
False |
False |
622,654 |
120 |
126-080 |
113-150 |
12-250 |
10.2% |
0-191 |
0.5% |
95% |
False |
False |
518,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-076 |
2.618 |
127-127 |
1.618 |
126-282 |
1.000 |
126-180 |
0.618 |
126-117 |
HIGH |
126-015 |
0.618 |
125-272 |
0.500 |
125-252 |
0.382 |
125-233 |
LOW |
125-170 |
0.618 |
125-068 |
1.000 |
125-005 |
1.618 |
124-223 |
2.618 |
124-058 |
4.250 |
123-109 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
125-252 |
125-285 |
PP |
125-233 |
125-255 |
S1 |
125-214 |
125-225 |
|