ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
124-290 |
125-210 |
0-240 |
0.6% |
124-290 |
| High |
125-290 |
126-030 |
0-060 |
0.1% |
125-140 |
| Low |
124-280 |
125-000 |
0-040 |
0.1% |
124-120 |
| Close |
125-190 |
125-030 |
-0-160 |
-0.4% |
124-210 |
| Range |
1-010 |
1-030 |
0-020 |
6.1% |
1-020 |
| ATR |
0-206 |
0-216 |
0-010 |
5.0% |
0-000 |
| Volume |
114,409 |
315,854 |
201,445 |
176.1% |
285,752 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-217 |
127-313 |
125-222 |
|
| R3 |
127-187 |
126-283 |
125-126 |
|
| R2 |
126-157 |
126-157 |
125-094 |
|
| R1 |
125-253 |
125-253 |
125-062 |
125-190 |
| PP |
125-127 |
125-127 |
125-127 |
125-095 |
| S1 |
124-223 |
124-223 |
124-318 |
124-160 |
| S2 |
124-097 |
124-097 |
124-286 |
|
| S3 |
123-067 |
123-193 |
124-254 |
|
| S4 |
122-037 |
122-163 |
124-158 |
|
|
| 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 |
126-030 |
124-120 |
1-230 |
1.4% |
0-276 |
0.7% |
42% |
True |
False |
140,119 |
| 10 |
126-030 |
124-120 |
1-230 |
1.4% |
0-223 |
0.6% |
42% |
True |
False |
81,930 |
| 20 |
126-030 |
121-280 |
4-070 |
3.4% |
0-206 |
0.5% |
76% |
True |
False |
44,820 |
| 40 |
126-030 |
120-170 |
5-180 |
4.4% |
0-182 |
0.5% |
82% |
True |
False |
22,871 |
| 60 |
126-030 |
118-100 |
7-250 |
6.2% |
0-145 |
0.4% |
87% |
True |
False |
15,261 |
| 80 |
126-030 |
115-090 |
10-260 |
8.6% |
0-127 |
0.3% |
91% |
True |
False |
11,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-238 |
|
2.618 |
128-306 |
|
1.618 |
127-276 |
|
1.000 |
127-060 |
|
0.618 |
126-246 |
|
HIGH |
126-030 |
|
0.618 |
125-216 |
|
0.500 |
125-175 |
|
0.382 |
125-134 |
|
LOW |
125-000 |
|
0.618 |
124-104 |
|
1.000 |
123-290 |
|
1.618 |
123-074 |
|
2.618 |
122-044 |
|
4.250 |
120-112 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-175 |
125-085 |
| PP |
125-127 |
125-067 |
| S1 |
125-078 |
125-048 |
|