ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-010 |
122-260 |
-0-070 |
-0.2% |
121-260 |
High |
123-100 |
123-040 |
-0-060 |
-0.2% |
122-310 |
Low |
122-220 |
122-210 |
-0-010 |
0.0% |
121-110 |
Close |
122-240 |
123-000 |
0-080 |
0.2% |
122-300 |
Range |
0-200 |
0-150 |
-0-050 |
-25.0% |
1-200 |
ATR |
0-180 |
0-178 |
-0-002 |
-1.2% |
0-000 |
Volume |
3,048 |
15,606 |
12,558 |
412.0% |
6,912 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-107 |
124-043 |
123-082 |
|
R3 |
123-277 |
123-213 |
123-041 |
|
R2 |
123-127 |
123-127 |
123-028 |
|
R1 |
123-063 |
123-063 |
123-014 |
123-095 |
PP |
122-297 |
122-297 |
122-297 |
122-312 |
S1 |
122-233 |
122-233 |
122-306 |
122-265 |
S2 |
122-147 |
122-147 |
122-292 |
|
S3 |
121-317 |
122-083 |
122-279 |
|
S4 |
121-167 |
121-253 |
122-238 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-093 |
126-237 |
123-266 |
|
R3 |
125-213 |
125-037 |
123-123 |
|
R2 |
124-013 |
124-013 |
123-075 |
|
R1 |
123-157 |
123-157 |
123-028 |
123-245 |
PP |
122-133 |
122-133 |
122-133 |
122-178 |
S1 |
121-277 |
121-277 |
122-252 |
122-045 |
S2 |
120-253 |
120-253 |
122-205 |
|
S3 |
119-053 |
120-077 |
122-157 |
|
S4 |
117-173 |
118-197 |
122-014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-100 |
122-140 |
0-280 |
0.7% |
0-172 |
0.4% |
64% |
False |
False |
5,382 |
10 |
123-100 |
121-110 |
1-310 |
1.6% |
0-172 |
0.4% |
84% |
False |
False |
3,406 |
20 |
123-100 |
120-170 |
2-250 |
2.3% |
0-168 |
0.4% |
89% |
False |
False |
2,281 |
40 |
123-100 |
118-220 |
4-200 |
3.8% |
0-134 |
0.3% |
93% |
False |
False |
1,218 |
60 |
123-100 |
116-070 |
7-030 |
5.8% |
0-103 |
0.3% |
96% |
False |
False |
820 |
80 |
123-100 |
113-050 |
10-050 |
8.3% |
0-089 |
0.2% |
97% |
False |
False |
616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-038 |
2.618 |
124-113 |
1.618 |
123-283 |
1.000 |
123-190 |
0.618 |
123-133 |
HIGH |
123-040 |
0.618 |
122-303 |
0.500 |
122-285 |
0.382 |
122-267 |
LOW |
122-210 |
0.618 |
122-117 |
1.000 |
122-060 |
1.618 |
121-287 |
2.618 |
121-137 |
4.250 |
120-212 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
122-308 |
122-310 |
PP |
122-297 |
122-300 |
S1 |
122-285 |
122-290 |
|