ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
124-270 |
124-270 |
0-000 |
0.0% |
123-240 |
High |
125-070 |
125-090 |
0-020 |
0.0% |
124-280 |
Low |
124-220 |
124-120 |
-0-100 |
-0.3% |
123-150 |
Close |
124-240 |
125-020 |
0-100 |
0.3% |
124-240 |
Range |
0-170 |
0-290 |
0-120 |
70.6% |
1-130 |
ATR |
0-185 |
0-192 |
0-008 |
4.1% |
0-000 |
Volume |
53,132 |
95,445 |
42,313 |
79.6% |
64,691 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-200 |
127-080 |
125-180 |
|
R3 |
126-230 |
126-110 |
125-100 |
|
R2 |
125-260 |
125-260 |
125-073 |
|
R1 |
125-140 |
125-140 |
125-047 |
125-200 |
PP |
124-290 |
124-290 |
124-290 |
125-000 |
S1 |
124-170 |
124-170 |
124-313 |
124-230 |
S2 |
124-000 |
124-000 |
124-287 |
|
S3 |
123-030 |
123-200 |
124-260 |
|
S4 |
122-060 |
122-230 |
124-180 |
|
|
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 |
124-120 |
1-020 |
0.8% |
0-198 |
0.5% |
65% |
False |
True |
39,708 |
10 |
125-140 |
122-300 |
2-160 |
2.0% |
0-194 |
0.5% |
85% |
False |
False |
26,161 |
20 |
125-140 |
121-110 |
4-030 |
3.3% |
0-183 |
0.5% |
91% |
False |
False |
14,783 |
40 |
125-140 |
120-050 |
5-090 |
4.2% |
0-170 |
0.4% |
93% |
False |
False |
7,751 |
60 |
125-140 |
117-140 |
8-000 |
6.4% |
0-128 |
0.3% |
95% |
False |
False |
5,179 |
80 |
125-140 |
114-090 |
11-050 |
8.9% |
0-114 |
0.3% |
97% |
False |
False |
3,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-042 |
2.618 |
127-209 |
1.618 |
126-239 |
1.000 |
126-060 |
0.618 |
125-269 |
HIGH |
125-090 |
0.618 |
124-299 |
0.500 |
124-265 |
0.382 |
124-231 |
LOW |
124-120 |
0.618 |
123-261 |
1.000 |
123-150 |
1.618 |
122-291 |
2.618 |
122-001 |
4.250 |
120-168 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
124-315 |
124-315 |
PP |
124-290 |
124-290 |
S1 |
124-265 |
124-265 |
|