ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
125-245 |
126-150 |
0-225 |
0.6% |
125-185 |
High |
126-240 |
126-280 |
0-040 |
0.1% |
126-080 |
Low |
125-230 |
125-260 |
0-030 |
0.1% |
125-065 |
Close |
126-130 |
125-295 |
-0-155 |
-0.4% |
125-170 |
Range |
1-010 |
1-020 |
0-010 |
3.0% |
1-015 |
ATR |
0-223 |
0-231 |
0-008 |
3.8% |
0-000 |
Volume |
1,481,375 |
1,823,856 |
342,481 |
23.1% |
5,293,179 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-125 |
128-230 |
126-162 |
|
R3 |
128-105 |
127-210 |
126-068 |
|
R2 |
127-085 |
127-085 |
126-037 |
|
R1 |
126-190 |
126-190 |
126-006 |
126-128 |
PP |
126-065 |
126-065 |
126-065 |
126-034 |
S1 |
125-170 |
125-170 |
125-264 |
125-108 |
S2 |
125-045 |
125-045 |
125-233 |
|
S3 |
124-025 |
124-150 |
125-202 |
|
S4 |
123-005 |
123-130 |
125-108 |
|
|
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 |
126-280 |
125-065 |
1-215 |
1.3% |
0-280 |
0.7% |
43% |
True |
False |
1,287,281 |
10 |
126-280 |
125-060 |
1-220 |
1.3% |
0-230 |
0.6% |
44% |
True |
False |
1,130,303 |
20 |
126-280 |
122-245 |
4-035 |
3.3% |
0-219 |
0.5% |
77% |
True |
False |
1,099,910 |
40 |
126-280 |
121-145 |
5-135 |
4.3% |
0-213 |
0.5% |
82% |
True |
False |
1,079,959 |
60 |
126-280 |
118-260 |
8-020 |
6.4% |
0-224 |
0.6% |
88% |
True |
False |
1,067,167 |
80 |
126-280 |
116-100 |
10-180 |
8.4% |
0-251 |
0.6% |
91% |
True |
False |
858,385 |
100 |
126-280 |
113-240 |
13-040 |
10.4% |
0-231 |
0.6% |
93% |
True |
False |
686,986 |
120 |
126-280 |
113-150 |
13-130 |
10.6% |
0-203 |
0.5% |
93% |
True |
False |
572,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-125 |
2.618 |
129-210 |
1.618 |
128-190 |
1.000 |
127-300 |
0.618 |
127-170 |
HIGH |
126-280 |
0.618 |
126-150 |
0.500 |
126-110 |
0.382 |
126-070 |
LOW |
125-260 |
0.618 |
125-050 |
1.000 |
124-240 |
1.618 |
124-030 |
2.618 |
123-010 |
4.250 |
121-095 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
126-110 |
126-028 |
PP |
126-065 |
126-010 |
S1 |
126-020 |
125-312 |
|