ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
124-130 |
124-290 |
0-160 |
0.4% |
123-240 |
High |
124-250 |
125-140 |
0-210 |
0.5% |
124-280 |
Low |
124-120 |
124-240 |
0-120 |
0.3% |
123-150 |
Close |
124-240 |
125-120 |
0-200 |
0.5% |
124-240 |
Range |
0-130 |
0-220 |
0-090 |
69.2% |
1-130 |
ATR |
0-181 |
0-184 |
0-003 |
1.5% |
0-000 |
Volume |
14,471 |
13,424 |
-1,047 |
-7.2% |
64,691 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-080 |
127-000 |
125-241 |
|
R3 |
126-180 |
126-100 |
125-180 |
|
R2 |
125-280 |
125-280 |
125-160 |
|
R1 |
125-200 |
125-200 |
125-140 |
125-240 |
PP |
125-060 |
125-060 |
125-060 |
125-080 |
S1 |
124-300 |
124-300 |
125-100 |
125-020 |
S2 |
124-160 |
124-160 |
125-080 |
|
S3 |
123-260 |
124-080 |
125-060 |
|
S4 |
123-040 |
123-180 |
124-319 |
|
|
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 |
125-140 |
123-150 |
1-310 |
1.6% |
0-186 |
0.5% |
97% |
True |
False |
13,159 |
10 |
125-140 |
122-160 |
2-300 |
2.3% |
0-189 |
0.5% |
98% |
True |
False |
11,122 |
20 |
125-140 |
121-110 |
4-030 |
3.3% |
0-176 |
0.4% |
98% |
True |
False |
6,566 |
40 |
125-140 |
118-220 |
6-240 |
5.4% |
0-163 |
0.4% |
99% |
True |
False |
3,487 |
60 |
125-140 |
117-140 |
8-000 |
6.4% |
0-122 |
0.3% |
99% |
True |
False |
2,335 |
80 |
125-140 |
113-050 |
12-090 |
9.8% |
0-106 |
0.3% |
99% |
True |
False |
1,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-115 |
2.618 |
127-076 |
1.618 |
126-176 |
1.000 |
126-040 |
0.618 |
125-276 |
HIGH |
125-140 |
0.618 |
125-056 |
0.500 |
125-030 |
0.382 |
125-004 |
LOW |
124-240 |
0.618 |
124-104 |
1.000 |
124-020 |
1.618 |
123-204 |
2.618 |
122-304 |
4.250 |
121-265 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
125-090 |
125-070 |
PP |
125-060 |
125-020 |
S1 |
125-030 |
124-290 |
|