ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
125-155 |
125-245 |
0-090 |
0.2% |
125-185 |
High |
125-260 |
126-240 |
0-300 |
0.7% |
126-080 |
Low |
125-095 |
125-230 |
0-135 |
0.3% |
125-065 |
Close |
125-210 |
126-130 |
0-240 |
0.6% |
125-170 |
Range |
0-165 |
1-010 |
0-165 |
100.0% |
1-015 |
ATR |
0-213 |
0-223 |
0-010 |
4.6% |
0-000 |
Volume |
752,913 |
1,481,375 |
728,462 |
96.8% |
5,293,179 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-123 |
128-297 |
126-312 |
|
R3 |
128-113 |
127-287 |
126-221 |
|
R2 |
127-103 |
127-103 |
126-190 |
|
R1 |
126-277 |
126-277 |
126-160 |
127-030 |
PP |
126-093 |
126-093 |
126-093 |
126-130 |
S1 |
125-267 |
125-267 |
126-100 |
126-020 |
S2 |
125-083 |
125-083 |
126-070 |
|
S3 |
124-073 |
124-257 |
126-039 |
|
S4 |
123-063 |
123-247 |
125-268 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-257 |
128-068 |
126-034 |
|
R3 |
127-242 |
127-053 |
125-262 |
|
R2 |
126-227 |
126-227 |
125-231 |
|
R1 |
126-038 |
126-038 |
125-201 |
125-285 |
PP |
125-212 |
125-212 |
125-212 |
125-175 |
S1 |
125-023 |
125-023 |
125-139 |
124-270 |
S2 |
124-197 |
124-197 |
125-109 |
|
S3 |
123-182 |
124-008 |
125-078 |
|
S4 |
122-167 |
122-313 |
124-306 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-240 |
125-065 |
1-175 |
1.2% |
0-245 |
0.6% |
78% |
True |
False |
1,113,563 |
10 |
126-240 |
125-025 |
1-215 |
1.3% |
0-216 |
0.5% |
79% |
True |
False |
1,077,571 |
20 |
126-240 |
122-075 |
4-165 |
3.6% |
0-214 |
0.5% |
92% |
True |
False |
1,058,628 |
40 |
126-240 |
121-145 |
5-095 |
4.2% |
0-209 |
0.5% |
94% |
True |
False |
1,056,030 |
60 |
126-240 |
118-260 |
7-300 |
6.3% |
0-223 |
0.6% |
96% |
True |
False |
1,051,871 |
80 |
126-240 |
116-050 |
10-190 |
8.4% |
0-248 |
0.6% |
97% |
True |
False |
835,637 |
100 |
126-240 |
113-150 |
13-090 |
10.5% |
0-229 |
0.6% |
97% |
True |
False |
668,749 |
120 |
126-240 |
113-150 |
13-090 |
10.5% |
0-200 |
0.5% |
97% |
True |
False |
557,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-042 |
2.618 |
129-144 |
1.618 |
128-134 |
1.000 |
127-250 |
0.618 |
127-124 |
HIGH |
126-240 |
0.618 |
126-114 |
0.500 |
126-075 |
0.382 |
126-036 |
LOW |
125-230 |
0.618 |
125-026 |
1.000 |
124-220 |
1.618 |
124-016 |
2.618 |
123-006 |
4.250 |
121-108 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
126-112 |
126-089 |
PP |
126-093 |
126-048 |
S1 |
126-075 |
126-008 |
|