ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
124-100 |
123-310 |
-0-110 |
-0.3% |
122-300 |
High |
124-100 |
123-310 |
-0-110 |
-0.3% |
123-250 |
Low |
124-100 |
123-310 |
-0-110 |
-0.3% |
122-300 |
Close |
124-010 |
123-310 |
-0-020 |
-0.1% |
123-260 |
Range |
|
|
|
|
|
ATR |
0-134 |
0-126 |
-0-008 |
-6.1% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-310 |
123-310 |
123-310 |
|
R3 |
123-310 |
123-310 |
123-310 |
|
R2 |
123-310 |
123-310 |
123-310 |
|
R1 |
123-310 |
123-310 |
123-310 |
123-310 |
PP |
123-310 |
123-310 |
123-310 |
123-310 |
S1 |
123-310 |
123-310 |
123-310 |
123-310 |
S2 |
123-310 |
123-310 |
123-310 |
|
S3 |
123-310 |
123-310 |
123-310 |
|
S4 |
123-310 |
123-310 |
123-310 |
|
|
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 |
123-310 |
2.618 |
123-310 |
1.618 |
123-310 |
1.000 |
123-310 |
0.618 |
123-310 |
HIGH |
123-310 |
0.618 |
123-310 |
0.500 |
123-310 |
0.382 |
123-310 |
LOW |
123-310 |
0.618 |
123-310 |
1.000 |
123-310 |
1.618 |
123-310 |
2.618 |
123-310 |
4.250 |
123-310 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
123-310 |
124-075 |
PP |
123-310 |
124-047 |
S1 |
123-310 |
124-018 |
|