ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
125-160 |
123-310 |
-1-170 |
-1.2% |
124-210 |
High |
125-200 |
125-140 |
-0-060 |
-0.1% |
126-030 |
Low |
124-080 |
123-310 |
-0-090 |
-0.2% |
124-080 |
Close |
124-110 |
125-090 |
0-300 |
0.8% |
124-110 |
Range |
1-120 |
1-150 |
0-030 |
6.8% |
1-270 |
ATR |
0-228 |
0-245 |
0-017 |
7.6% |
0-000 |
Volume |
708,712 |
998,488 |
289,776 |
40.9% |
1,750,382 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-097 |
128-243 |
126-028 |
|
R3 |
127-267 |
127-093 |
125-219 |
|
R2 |
126-117 |
126-117 |
125-176 |
|
R1 |
125-263 |
125-263 |
125-133 |
126-030 |
PP |
124-287 |
124-287 |
124-287 |
125-010 |
S1 |
124-113 |
124-113 |
125-047 |
124-200 |
S2 |
123-137 |
123-137 |
125-004 |
|
S3 |
121-307 |
122-283 |
124-281 |
|
S4 |
120-157 |
121-133 |
124-152 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-137 |
129-073 |
125-114 |
|
R3 |
128-187 |
127-123 |
124-272 |
|
R2 |
126-237 |
126-237 |
124-218 |
|
R1 |
125-173 |
125-173 |
124-164 |
125-070 |
PP |
124-287 |
124-287 |
124-287 |
124-235 |
S1 |
123-223 |
123-223 |
124-056 |
123-120 |
S2 |
123-017 |
123-017 |
124-002 |
|
S3 |
121-067 |
121-273 |
123-268 |
|
S4 |
119-117 |
120-003 |
123-106 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-030 |
123-310 |
2-040 |
1.7% |
1-028 |
0.9% |
62% |
False |
True |
535,131 |
10 |
126-030 |
123-310 |
2-040 |
1.7% |
0-279 |
0.7% |
62% |
False |
True |
302,119 |
20 |
126-030 |
122-160 |
3-190 |
2.9% |
0-234 |
0.6% |
77% |
False |
False |
156,621 |
40 |
126-030 |
120-170 |
5-180 |
4.4% |
0-196 |
0.5% |
85% |
False |
False |
78,962 |
60 |
126-030 |
118-220 |
7-130 |
5.9% |
0-161 |
0.4% |
89% |
False |
False |
52,683 |
80 |
126-030 |
116-070 |
9-280 |
7.9% |
0-128 |
0.3% |
92% |
False |
False |
39,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-218 |
2.618 |
129-090 |
1.618 |
127-260 |
1.000 |
126-290 |
0.618 |
126-110 |
HIGH |
125-140 |
0.618 |
124-280 |
0.500 |
124-225 |
0.382 |
124-170 |
LOW |
123-310 |
0.618 |
123-020 |
1.000 |
122-160 |
1.618 |
121-190 |
2.618 |
120-040 |
4.250 |
117-232 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
125-028 |
125-038 |
PP |
124-287 |
124-307 |
S1 |
124-225 |
124-255 |
|