ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-310 |
125-120 |
1-130 |
1.1% |
124-210 |
High |
125-140 |
125-270 |
0-130 |
0.3% |
126-030 |
Low |
123-310 |
125-090 |
1-100 |
1.1% |
124-080 |
Close |
125-090 |
125-200 |
0-110 |
0.3% |
124-110 |
Range |
1-150 |
0-180 |
-0-290 |
-61.7% |
1-270 |
ATR |
0-245 |
0-240 |
-0-005 |
-1.9% |
0-000 |
Volume |
998,488 |
844,266 |
-154,222 |
-15.4% |
1,750,382 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-087 |
127-003 |
125-299 |
|
R3 |
126-227 |
126-143 |
125-250 |
|
R2 |
126-047 |
126-047 |
125-233 |
|
R1 |
125-283 |
125-283 |
125-216 |
126-005 |
PP |
125-187 |
125-187 |
125-187 |
125-208 |
S1 |
125-103 |
125-103 |
125-184 |
125-145 |
S2 |
125-007 |
125-007 |
125-167 |
|
S3 |
124-147 |
124-243 |
125-150 |
|
S4 |
123-287 |
124-063 |
125-101 |
|
|
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% |
0-318 |
0.8% |
78% |
False |
False |
681,103 |
10 |
126-030 |
123-310 |
2-040 |
1.7% |
0-279 |
0.7% |
78% |
False |
False |
384,339 |
20 |
126-030 |
122-210 |
3-140 |
2.7% |
0-231 |
0.6% |
86% |
False |
False |
198,754 |
40 |
126-030 |
120-170 |
5-180 |
4.4% |
0-197 |
0.5% |
92% |
False |
False |
100,059 |
60 |
126-030 |
118-220 |
7-130 |
5.9% |
0-160 |
0.4% |
94% |
False |
False |
66,753 |
80 |
126-030 |
116-070 |
9-280 |
7.9% |
0-130 |
0.3% |
95% |
False |
False |
50,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-075 |
2.618 |
127-101 |
1.618 |
126-241 |
1.000 |
126-130 |
0.618 |
126-061 |
HIGH |
125-270 |
0.618 |
125-201 |
0.500 |
125-180 |
0.382 |
125-159 |
LOW |
125-090 |
0.618 |
124-299 |
1.000 |
124-230 |
1.618 |
124-119 |
2.618 |
123-259 |
4.250 |
122-285 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
125-193 |
125-123 |
PP |
125-187 |
125-047 |
S1 |
125-180 |
124-290 |
|