ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-040 |
123-250 |
0-210 |
0.5% |
121-110 |
High |
123-040 |
123-250 |
0-210 |
0.5% |
122-200 |
Low |
123-040 |
123-250 |
0-210 |
0.5% |
121-110 |
Close |
123-030 |
123-250 |
0-220 |
0.6% |
122-200 |
Range |
|
|
|
|
|
ATR |
0-135 |
0-141 |
0-006 |
4.5% |
0-000 |
Volume |
1 |
2 |
1 |
100.0% |
11 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-250 |
123-250 |
123-250 |
|
R3 |
123-250 |
123-250 |
123-250 |
|
R2 |
123-250 |
123-250 |
123-250 |
|
R1 |
123-250 |
123-250 |
123-250 |
123-250 |
PP |
123-250 |
123-250 |
123-250 |
123-250 |
S1 |
123-250 |
123-250 |
123-250 |
123-250 |
S2 |
123-250 |
123-250 |
123-250 |
|
S3 |
123-250 |
123-250 |
123-250 |
|
S4 |
123-250 |
123-250 |
123-250 |
|
|
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 |
123-250 |
2.618 |
123-250 |
1.618 |
123-250 |
1.000 |
123-250 |
0.618 |
123-250 |
HIGH |
123-250 |
0.618 |
123-250 |
0.500 |
123-250 |
0.382 |
123-250 |
LOW |
123-250 |
0.618 |
123-250 |
1.000 |
123-250 |
1.618 |
123-250 |
2.618 |
123-250 |
4.250 |
123-250 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
123-250 |
123-205 |
PP |
123-250 |
123-160 |
S1 |
123-250 |
123-115 |
|