ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
122-020 |
122-200 |
0-180 |
0.5% |
121-110 |
High |
122-090 |
122-200 |
0-110 |
0.3% |
122-200 |
Low |
121-220 |
122-200 |
0-300 |
0.8% |
121-110 |
Close |
121-290 |
122-200 |
0-230 |
0.6% |
122-200 |
Range |
0-190 |
0-000 |
-0-190 |
-100.0% |
1-090 |
ATR |
0-127 |
0-135 |
0-007 |
5.7% |
0-000 |
Volume |
4 |
4 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-200 |
122-200 |
122-200 |
|
R3 |
122-200 |
122-200 |
122-200 |
|
R2 |
122-200 |
122-200 |
122-200 |
|
R1 |
122-200 |
122-200 |
122-200 |
122-200 |
PP |
122-200 |
122-200 |
122-200 |
122-200 |
S1 |
122-200 |
122-200 |
122-200 |
122-200 |
S2 |
122-200 |
122-200 |
122-200 |
|
S3 |
122-200 |
122-200 |
122-200 |
|
S4 |
122-200 |
122-200 |
122-200 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-013 |
125-197 |
123-106 |
|
R3 |
124-243 |
124-107 |
122-313 |
|
R2 |
123-153 |
123-153 |
122-275 |
|
R1 |
123-017 |
123-017 |
122-238 |
123-085 |
PP |
122-063 |
122-063 |
122-063 |
122-098 |
S1 |
121-247 |
121-247 |
122-162 |
121-315 |
S2 |
120-293 |
120-293 |
122-125 |
|
S3 |
119-203 |
120-157 |
122-087 |
|
S4 |
118-113 |
119-067 |
121-294 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-200 |
2.618 |
122-200 |
1.618 |
122-200 |
1.000 |
122-200 |
0.618 |
122-200 |
HIGH |
122-200 |
0.618 |
122-200 |
0.500 |
122-200 |
0.382 |
122-200 |
LOW |
122-200 |
0.618 |
122-200 |
1.000 |
122-200 |
1.618 |
122-200 |
2.618 |
122-200 |
4.250 |
122-200 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
122-200 |
122-145 |
PP |
122-200 |
122-090 |
S1 |
122-200 |
122-035 |
|