ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-240 |
123-200 |
-0-040 |
-0.1% |
122-270 |
High |
123-290 |
124-110 |
0-140 |
0.4% |
123-250 |
Low |
123-190 |
123-150 |
-0-040 |
-0.1% |
122-160 |
Close |
123-210 |
124-040 |
0-150 |
0.4% |
123-230 |
Range |
0-100 |
0-280 |
0-180 |
180.0% |
1-090 |
ATR |
0-178 |
0-186 |
0-007 |
4.1% |
0-000 |
Volume |
12,316 |
5,263 |
-7,053 |
-57.3% |
37,873 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-193 |
126-077 |
124-194 |
|
R3 |
125-233 |
125-117 |
124-117 |
|
R2 |
124-273 |
124-273 |
124-091 |
|
R1 |
124-157 |
124-157 |
124-066 |
124-215 |
PP |
123-313 |
123-313 |
123-313 |
124-022 |
S1 |
123-197 |
123-197 |
124-014 |
123-255 |
S2 |
123-033 |
123-033 |
123-309 |
|
S3 |
122-073 |
122-237 |
123-283 |
|
S4 |
121-113 |
121-277 |
123-206 |
|
|
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 |
124-110 |
122-210 |
1-220 |
1.4% |
0-200 |
0.5% |
87% |
True |
False |
9,816 |
10 |
124-110 |
121-120 |
2-310 |
2.4% |
0-192 |
0.5% |
93% |
True |
False |
6,109 |
20 |
124-110 |
120-170 |
3-260 |
3.1% |
0-182 |
0.5% |
94% |
True |
False |
3,760 |
40 |
124-110 |
118-220 |
5-210 |
4.6% |
0-150 |
0.4% |
96% |
True |
False |
1,978 |
60 |
124-110 |
117-140 |
6-290 |
5.6% |
0-114 |
0.3% |
97% |
True |
False |
1,327 |
80 |
124-110 |
113-050 |
11-060 |
9.0% |
0-098 |
0.2% |
98% |
True |
False |
997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-020 |
2.618 |
126-203 |
1.618 |
125-243 |
1.000 |
125-070 |
0.618 |
124-283 |
HIGH |
124-110 |
0.618 |
124-003 |
0.500 |
123-290 |
0.382 |
123-257 |
LOW |
123-150 |
0.618 |
122-297 |
1.000 |
122-190 |
1.618 |
122-017 |
2.618 |
121-057 |
4.250 |
119-240 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
124-017 |
123-308 |
PP |
123-313 |
123-257 |
S1 |
123-290 |
123-205 |
|