ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
125-120 |
125-200 |
0-080 |
0.2% |
124-210 |
High |
125-270 |
125-200 |
-0-070 |
-0.2% |
126-030 |
Low |
125-090 |
124-130 |
-0-280 |
-0.7% |
124-080 |
Close |
125-200 |
124-260 |
-0-260 |
-0.6% |
124-110 |
Range |
0-180 |
1-070 |
0-210 |
116.7% |
1-270 |
ATR |
0-240 |
0-251 |
0-011 |
4.4% |
0-000 |
Volume |
844,266 |
1,225,420 |
381,154 |
45.1% |
1,750,382 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-193 |
127-297 |
125-154 |
|
R3 |
127-123 |
126-227 |
125-047 |
|
R2 |
126-053 |
126-053 |
125-012 |
|
R1 |
125-157 |
125-157 |
124-296 |
125-070 |
PP |
124-303 |
124-303 |
124-303 |
124-260 |
S1 |
124-087 |
124-087 |
124-224 |
124-000 |
S2 |
123-233 |
123-233 |
124-188 |
|
S3 |
122-163 |
123-017 |
124-153 |
|
S4 |
121-093 |
121-267 |
124-046 |
|
|
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 |
125-270 |
123-310 |
1-280 |
1.5% |
1-006 |
0.8% |
45% |
False |
False |
863,016 |
10 |
126-030 |
123-310 |
2-040 |
1.7% |
0-301 |
0.8% |
40% |
False |
False |
501,568 |
20 |
126-030 |
122-210 |
3-140 |
2.8% |
0-240 |
0.6% |
63% |
False |
False |
259,872 |
40 |
126-030 |
120-170 |
5-180 |
4.5% |
0-204 |
0.5% |
77% |
False |
False |
130,691 |
60 |
126-030 |
118-220 |
7-130 |
5.9% |
0-167 |
0.4% |
83% |
False |
False |
87,177 |
80 |
126-030 |
116-070 |
9-280 |
7.9% |
0-135 |
0.3% |
87% |
False |
False |
65,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-258 |
2.618 |
128-261 |
1.618 |
127-191 |
1.000 |
126-270 |
0.618 |
126-121 |
HIGH |
125-200 |
0.618 |
125-051 |
0.500 |
125-005 |
0.382 |
124-279 |
LOW |
124-130 |
0.618 |
123-209 |
1.000 |
123-060 |
1.618 |
122-139 |
2.618 |
121-069 |
4.250 |
119-072 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
125-005 |
124-290 |
PP |
124-303 |
124-280 |
S1 |
124-282 |
124-270 |
|