ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
124-280 |
124-180 |
-0-100 |
-0.3% |
123-310 |
| High |
125-000 |
124-300 |
-0-020 |
-0.1% |
125-270 |
| Low |
124-160 |
123-210 |
-0-270 |
-0.7% |
123-210 |
| Close |
124-180 |
124-010 |
-0-170 |
-0.4% |
124-010 |
| Range |
0-160 |
1-090 |
0-250 |
156.3% |
2-060 |
| ATR |
0-245 |
0-256 |
0-012 |
4.8% |
0-000 |
| Volume |
1,559,969 |
1,087,896 |
-472,073 |
-30.3% |
5,716,039 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-017 |
127-103 |
124-236 |
|
| R3 |
126-247 |
126-013 |
124-123 |
|
| R2 |
125-157 |
125-157 |
124-085 |
|
| R1 |
124-243 |
124-243 |
124-048 |
124-155 |
| PP |
124-067 |
124-067 |
124-067 |
124-022 |
| S1 |
123-153 |
123-153 |
123-292 |
123-065 |
| S2 |
122-297 |
122-297 |
123-255 |
|
| S3 |
121-207 |
122-063 |
123-217 |
|
| S4 |
120-117 |
120-293 |
123-104 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-023 |
129-237 |
125-075 |
|
| R3 |
128-283 |
127-177 |
124-202 |
|
| R2 |
126-223 |
126-223 |
124-138 |
|
| R1 |
125-117 |
125-117 |
124-074 |
126-010 |
| PP |
124-163 |
124-163 |
124-163 |
124-270 |
| S1 |
123-057 |
123-057 |
123-266 |
123-270 |
| S2 |
122-103 |
122-103 |
123-202 |
|
| S3 |
120-043 |
120-317 |
123-138 |
|
| S4 |
117-303 |
118-257 |
122-265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-270 |
123-210 |
2-060 |
1.8% |
1-002 |
0.8% |
17% |
False |
True |
1,143,207 |
| 10 |
126-030 |
123-210 |
2-140 |
2.0% |
0-304 |
0.8% |
15% |
False |
True |
746,642 |
| 20 |
126-030 |
123-150 |
2-200 |
2.1% |
0-248 |
0.6% |
21% |
False |
False |
390,843 |
| 40 |
126-030 |
120-170 |
5-180 |
4.5% |
0-214 |
0.5% |
63% |
False |
False |
196,879 |
| 60 |
126-030 |
118-220 |
7-130 |
6.0% |
0-176 |
0.4% |
72% |
False |
False |
131,307 |
| 80 |
126-030 |
116-110 |
9-240 |
7.9% |
0-142 |
0.4% |
79% |
False |
False |
98,486 |
| 100 |
126-030 |
113-050 |
12-300 |
10.4% |
0-124 |
0.3% |
84% |
False |
False |
78,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-122 |
|
2.618 |
128-093 |
|
1.618 |
127-003 |
|
1.000 |
126-070 |
|
0.618 |
125-233 |
|
HIGH |
124-300 |
|
0.618 |
124-143 |
|
0.500 |
124-095 |
|
0.382 |
124-047 |
|
LOW |
123-210 |
|
0.618 |
122-277 |
|
1.000 |
122-120 |
|
1.618 |
121-187 |
|
2.618 |
120-097 |
|
4.250 |
118-068 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-095 |
124-205 |
| PP |
124-067 |
124-140 |
| S1 |
124-038 |
124-075 |
|