ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
122-260 |
123-010 |
0-070 |
0.2% |
122-270 |
High |
123-040 |
123-250 |
0-210 |
0.5% |
123-250 |
Low |
122-210 |
122-300 |
0-090 |
0.2% |
122-160 |
Close |
123-000 |
123-230 |
0-230 |
0.6% |
123-230 |
Range |
0-150 |
0-270 |
0-120 |
80.0% |
1-090 |
ATR |
0-178 |
0-185 |
0-007 |
3.7% |
0-000 |
Volume |
15,606 |
12,850 |
-2,756 |
-17.7% |
37,873 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-003 |
125-227 |
124-058 |
|
R3 |
125-053 |
124-277 |
123-304 |
|
R2 |
124-103 |
124-103 |
123-280 |
|
R1 |
124-007 |
124-007 |
123-255 |
124-055 |
PP |
123-153 |
123-153 |
123-153 |
123-178 |
S1 |
123-057 |
123-057 |
123-205 |
123-105 |
S2 |
122-203 |
122-203 |
123-180 |
|
S3 |
121-253 |
122-107 |
123-156 |
|
S4 |
120-303 |
121-157 |
123-082 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-057 |
126-233 |
124-136 |
|
R3 |
125-287 |
125-143 |
124-023 |
|
R2 |
124-197 |
124-197 |
123-305 |
|
R1 |
124-053 |
124-053 |
123-268 |
124-125 |
PP |
123-107 |
123-107 |
123-107 |
123-142 |
S1 |
122-283 |
122-283 |
123-192 |
123-035 |
S2 |
122-017 |
122-017 |
123-155 |
|
S3 |
120-247 |
121-193 |
123-117 |
|
S4 |
119-157 |
120-103 |
123-004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-250 |
122-160 |
1-090 |
1.0% |
0-192 |
0.5% |
95% |
True |
False |
7,574 |
10 |
123-250 |
121-110 |
2-140 |
2.0% |
0-183 |
0.5% |
97% |
True |
False |
4,478 |
20 |
123-250 |
120-170 |
3-080 |
2.6% |
0-179 |
0.5% |
98% |
True |
False |
2,916 |
40 |
123-250 |
118-220 |
5-030 |
4.1% |
0-141 |
0.4% |
99% |
True |
False |
1,539 |
60 |
123-250 |
116-110 |
7-140 |
6.0% |
0-107 |
0.3% |
99% |
True |
False |
1,034 |
80 |
123-250 |
113-050 |
10-200 |
8.6% |
0-093 |
0.2% |
99% |
True |
False |
777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-118 |
2.618 |
125-317 |
1.618 |
125-047 |
1.000 |
124-200 |
0.618 |
124-097 |
HIGH |
123-250 |
0.618 |
123-147 |
0.500 |
123-115 |
0.382 |
123-083 |
LOW |
122-300 |
0.618 |
122-133 |
1.000 |
122-030 |
1.618 |
121-183 |
2.618 |
120-233 |
4.250 |
119-112 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
123-192 |
123-177 |
PP |
123-153 |
123-123 |
S1 |
123-115 |
123-070 |
|