ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
121-190 |
122-020 |
0-150 |
0.4% |
120-210 |
| High |
121-190 |
122-090 |
0-220 |
0.6% |
121-250 |
| Low |
121-190 |
121-220 |
0-030 |
0.1% |
120-070 |
| Close |
121-200 |
121-290 |
0-090 |
0.2% |
121-250 |
| Range |
0-000 |
0-190 |
0-190 |
|
1-180 |
| ATR |
0-121 |
0-127 |
0-006 |
5.2% |
0-000 |
| Volume |
1 |
4 |
3 |
300.0% |
13 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-237 |
123-133 |
122-074 |
|
| R3 |
123-047 |
122-263 |
122-022 |
|
| R2 |
122-177 |
122-177 |
122-005 |
|
| R1 |
122-073 |
122-073 |
121-307 |
122-030 |
| PP |
121-307 |
121-307 |
121-307 |
121-285 |
| S1 |
121-203 |
121-203 |
121-273 |
121-160 |
| S2 |
121-117 |
121-117 |
121-255 |
|
| S3 |
120-247 |
121-013 |
121-238 |
|
| S4 |
120-057 |
120-143 |
121-186 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-303 |
125-137 |
122-205 |
|
| R3 |
124-123 |
123-277 |
122-068 |
|
| R2 |
122-263 |
122-263 |
122-022 |
|
| R1 |
122-097 |
122-097 |
121-296 |
122-180 |
| PP |
121-083 |
121-083 |
121-083 |
121-125 |
| S1 |
120-237 |
120-237 |
121-204 |
121-000 |
| S2 |
119-223 |
119-223 |
121-158 |
|
| S3 |
118-043 |
119-057 |
121-112 |
|
| S4 |
116-183 |
117-197 |
120-295 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-258 |
|
2.618 |
123-267 |
|
1.618 |
123-077 |
|
1.000 |
122-280 |
|
0.618 |
122-207 |
|
HIGH |
122-090 |
|
0.618 |
122-017 |
|
0.500 |
121-315 |
|
0.382 |
121-293 |
|
LOW |
121-220 |
|
0.618 |
121-103 |
|
1.000 |
121-030 |
|
1.618 |
120-233 |
|
2.618 |
120-043 |
|
4.250 |
119-052 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-315 |
121-300 |
| PP |
121-307 |
121-297 |
| S1 |
121-298 |
121-293 |
|