ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
124-240 |
124-130 |
-0-110 |
-0.3% |
123-240 |
High |
124-280 |
124-250 |
-0-030 |
-0.1% |
124-280 |
Low |
124-130 |
124-120 |
-0-010 |
0.0% |
123-150 |
Close |
124-160 |
124-240 |
0-080 |
0.2% |
124-240 |
Range |
0-150 |
0-130 |
-0-020 |
-13.3% |
1-130 |
ATR |
0-185 |
0-181 |
-0-004 |
-2.1% |
0-000 |
Volume |
15,607 |
14,471 |
-1,136 |
-7.3% |
64,691 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-273 |
125-227 |
124-312 |
|
R3 |
125-143 |
125-097 |
124-276 |
|
R2 |
125-013 |
125-013 |
124-264 |
|
R1 |
124-287 |
124-287 |
124-252 |
124-310 |
PP |
124-203 |
124-203 |
124-203 |
124-215 |
S1 |
124-157 |
124-157 |
124-228 |
124-180 |
S2 |
124-073 |
124-073 |
124-216 |
|
S3 |
123-263 |
124-027 |
124-204 |
|
S4 |
123-133 |
123-217 |
124-168 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-187 |
128-023 |
125-168 |
|
R3 |
127-057 |
126-213 |
125-044 |
|
R2 |
125-247 |
125-247 |
125-002 |
|
R1 |
125-083 |
125-083 |
124-281 |
125-165 |
PP |
124-117 |
124-117 |
124-117 |
124-158 |
S1 |
123-273 |
123-273 |
124-199 |
124-035 |
S2 |
122-307 |
122-307 |
124-158 |
|
S3 |
121-177 |
122-143 |
124-116 |
|
S4 |
120-047 |
121-013 |
123-312 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-280 |
123-150 |
1-130 |
1.1% |
0-162 |
0.4% |
91% |
False |
False |
12,938 |
10 |
124-280 |
122-160 |
2-120 |
1.9% |
0-177 |
0.4% |
95% |
False |
False |
10,256 |
20 |
124-280 |
121-110 |
3-170 |
2.8% |
0-170 |
0.4% |
96% |
False |
False |
6,020 |
40 |
124-280 |
118-220 |
6-060 |
5.0% |
0-158 |
0.4% |
98% |
False |
False |
3,155 |
60 |
124-280 |
117-140 |
7-140 |
6.0% |
0-121 |
0.3% |
98% |
False |
False |
2,111 |
80 |
124-280 |
113-050 |
11-230 |
9.4% |
0-103 |
0.3% |
99% |
False |
False |
1,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-162 |
2.618 |
125-270 |
1.618 |
125-140 |
1.000 |
125-060 |
0.618 |
125-010 |
HIGH |
124-250 |
0.618 |
124-200 |
0.500 |
124-185 |
0.382 |
124-170 |
LOW |
124-120 |
0.618 |
124-040 |
1.000 |
123-310 |
1.618 |
123-230 |
2.618 |
123-100 |
4.250 |
122-208 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
124-222 |
124-225 |
PP |
124-203 |
124-210 |
S1 |
124-185 |
124-195 |
|