ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
125-010 |
124-210 |
-0-120 |
-0.3% |
124-290 |
High |
125-120 |
124-300 |
-0-140 |
-0.3% |
125-140 |
Low |
124-190 |
124-140 |
-0-050 |
-0.1% |
124-120 |
Close |
124-210 |
124-250 |
0-040 |
0.1% |
124-210 |
Range |
0-250 |
0-160 |
-0-090 |
-36.0% |
1-020 |
ATR |
0-197 |
0-194 |
-0-003 |
-1.3% |
0-000 |
Volume |
101,680 |
73,211 |
-28,469 |
-28.0% |
285,752 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-070 |
126-000 |
125-018 |
|
R3 |
125-230 |
125-160 |
124-294 |
|
R2 |
125-070 |
125-070 |
124-279 |
|
R1 |
125-000 |
125-000 |
124-265 |
125-035 |
PP |
124-230 |
124-230 |
124-230 |
124-248 |
S1 |
124-160 |
124-160 |
124-235 |
124-195 |
S2 |
124-070 |
124-070 |
124-221 |
|
S3 |
123-230 |
124-000 |
124-206 |
|
S4 |
123-070 |
123-160 |
124-162 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-003 |
127-127 |
125-077 |
|
R3 |
126-303 |
126-107 |
124-304 |
|
R2 |
125-283 |
125-283 |
124-272 |
|
R1 |
125-087 |
125-087 |
124-241 |
125-015 |
PP |
124-263 |
124-263 |
124-263 |
124-228 |
S1 |
124-067 |
124-067 |
124-179 |
123-315 |
S2 |
123-243 |
123-243 |
124-148 |
|
S3 |
122-223 |
123-047 |
124-116 |
|
S4 |
121-203 |
122-027 |
124-023 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-120 |
124-120 |
1-000 |
0.8% |
0-210 |
0.5% |
41% |
False |
False |
69,107 |
10 |
125-140 |
123-150 |
1-310 |
1.6% |
0-198 |
0.5% |
67% |
False |
False |
41,133 |
20 |
125-140 |
121-110 |
4-030 |
3.3% |
0-190 |
0.5% |
84% |
False |
False |
23,394 |
40 |
125-140 |
120-170 |
4-290 |
3.9% |
0-173 |
0.4% |
87% |
False |
False |
12,117 |
60 |
125-140 |
117-140 |
8-000 |
6.4% |
0-134 |
0.3% |
92% |
False |
False |
8,091 |
80 |
125-140 |
114-240 |
10-220 |
8.6% |
0-119 |
0.3% |
94% |
False |
False |
6,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-020 |
2.618 |
126-079 |
1.618 |
125-239 |
1.000 |
125-140 |
0.618 |
125-079 |
HIGH |
124-300 |
0.618 |
124-239 |
0.500 |
124-220 |
0.382 |
124-201 |
LOW |
124-140 |
0.618 |
124-041 |
1.000 |
123-300 |
1.618 |
123-201 |
2.618 |
123-041 |
4.250 |
122-100 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
124-240 |
124-280 |
PP |
124-230 |
124-270 |
S1 |
124-220 |
124-260 |
|