ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-240 |
124-160 |
0-240 |
0.6% |
122-300 |
High |
123-240 |
124-160 |
0-240 |
0.6% |
123-250 |
Low |
123-240 |
124-160 |
0-240 |
0.6% |
122-300 |
Close |
123-260 |
124-160 |
0-220 |
0.6% |
123-260 |
Range |
|
|
|
|
|
ATR |
0-133 |
0-140 |
0-006 |
4.6% |
0-000 |
Volume |
2 |
1 |
-1 |
-50.0% |
11 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-160 |
124-160 |
124-160 |
|
R3 |
124-160 |
124-160 |
124-160 |
|
R2 |
124-160 |
124-160 |
124-160 |
|
R1 |
124-160 |
124-160 |
124-160 |
124-160 |
PP |
124-160 |
124-160 |
124-160 |
124-160 |
S1 |
124-160 |
124-160 |
124-160 |
124-160 |
S2 |
124-160 |
124-160 |
124-160 |
|
S3 |
124-160 |
124-160 |
124-160 |
|
S4 |
124-160 |
124-160 |
124-160 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-013 |
125-247 |
124-088 |
|
R3 |
125-063 |
124-297 |
124-014 |
|
R2 |
124-113 |
124-113 |
123-310 |
|
R1 |
124-027 |
124-027 |
123-285 |
124-070 |
PP |
123-163 |
123-163 |
123-163 |
123-185 |
S1 |
123-077 |
123-077 |
123-235 |
123-120 |
S2 |
122-213 |
122-213 |
123-210 |
|
S3 |
121-263 |
122-127 |
123-186 |
|
S4 |
120-313 |
121-177 |
123-112 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-160 |
2.618 |
124-160 |
1.618 |
124-160 |
1.000 |
124-160 |
0.618 |
124-160 |
HIGH |
124-160 |
0.618 |
124-160 |
0.500 |
124-160 |
0.382 |
124-160 |
LOW |
124-160 |
0.618 |
124-160 |
1.000 |
124-160 |
1.618 |
124-160 |
2.618 |
124-160 |
4.250 |
124-160 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
124-160 |
124-107 |
PP |
124-160 |
124-053 |
S1 |
124-160 |
124-000 |
|