ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
124-210 |
124-290 |
0-080 |
0.2% |
124-290 |
| High |
124-300 |
125-290 |
0-310 |
0.8% |
125-140 |
| Low |
124-140 |
124-280 |
0-140 |
0.4% |
124-120 |
| Close |
124-250 |
125-190 |
0-260 |
0.7% |
124-210 |
| Range |
0-160 |
1-010 |
0-170 |
106.3% |
1-020 |
| ATR |
0-194 |
0-206 |
0-012 |
6.1% |
0-000 |
| Volume |
73,211 |
114,409 |
41,198 |
56.3% |
285,752 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-177 |
128-033 |
126-052 |
|
| R3 |
127-167 |
127-023 |
125-281 |
|
| R2 |
126-157 |
126-157 |
125-250 |
|
| R1 |
126-013 |
126-013 |
125-220 |
126-085 |
| PP |
125-147 |
125-147 |
125-147 |
125-182 |
| S1 |
125-003 |
125-003 |
125-160 |
125-075 |
| S2 |
124-137 |
124-137 |
125-130 |
|
| S3 |
123-127 |
123-313 |
125-099 |
|
| S4 |
122-117 |
122-303 |
125-008 |
|
|
| 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 |
125-290 |
124-120 |
1-170 |
1.2% |
0-240 |
0.6% |
80% |
True |
False |
87,575 |
| 10 |
125-290 |
124-110 |
1-180 |
1.2% |
0-203 |
0.5% |
80% |
True |
False |
52,048 |
| 20 |
125-290 |
121-120 |
4-170 |
3.6% |
0-198 |
0.5% |
93% |
True |
False |
29,078 |
| 40 |
125-290 |
120-170 |
5-120 |
4.3% |
0-178 |
0.4% |
94% |
True |
False |
14,976 |
| 60 |
125-290 |
118-100 |
7-190 |
6.0% |
0-139 |
0.3% |
96% |
True |
False |
9,997 |
| 80 |
125-290 |
114-240 |
11-050 |
8.9% |
0-123 |
0.3% |
97% |
True |
False |
7,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-092 |
|
2.618 |
128-194 |
|
1.618 |
127-184 |
|
1.000 |
126-300 |
|
0.618 |
126-174 |
|
HIGH |
125-290 |
|
0.618 |
125-164 |
|
0.500 |
125-125 |
|
0.382 |
125-086 |
|
LOW |
124-280 |
|
0.618 |
124-076 |
|
1.000 |
123-270 |
|
1.618 |
123-066 |
|
2.618 |
122-056 |
|
4.250 |
120-158 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-168 |
125-145 |
| PP |
125-147 |
125-100 |
| S1 |
125-125 |
125-055 |
|