ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-280 |
123-250 |
-0-030 |
-0.1% |
124-160 |
High |
123-280 |
123-250 |
-0-030 |
-0.1% |
124-160 |
Low |
123-280 |
123-210 |
-0-070 |
-0.2% |
123-280 |
Close |
123-280 |
124-020 |
0-060 |
0.2% |
123-280 |
Range |
0-000 |
0-040 |
0-040 |
|
0-200 |
ATR |
0-126 |
0-122 |
-0-004 |
-3.2% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-067 |
124-083 |
124-042 |
|
R3 |
124-027 |
124-043 |
124-031 |
|
R2 |
123-307 |
123-307 |
124-027 |
|
R1 |
124-003 |
124-003 |
124-024 |
123-315 |
PP |
123-267 |
123-267 |
123-267 |
123-262 |
S1 |
123-283 |
123-283 |
124-016 |
123-275 |
S2 |
123-227 |
123-227 |
124-013 |
|
S3 |
123-187 |
123-243 |
124-009 |
|
S4 |
123-147 |
123-203 |
123-318 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-307 |
125-173 |
124-070 |
|
R3 |
125-107 |
124-293 |
124-015 |
|
R2 |
124-227 |
124-227 |
123-317 |
|
R1 |
124-093 |
124-093 |
123-298 |
124-060 |
PP |
124-027 |
124-027 |
124-027 |
124-010 |
S1 |
123-213 |
123-213 |
123-262 |
123-180 |
S2 |
123-147 |
123-147 |
123-243 |
|
S3 |
122-267 |
123-013 |
123-225 |
|
S4 |
122-067 |
122-133 |
123-170 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-100 |
2.618 |
124-035 |
1.618 |
123-315 |
1.000 |
123-290 |
0.618 |
123-275 |
HIGH |
123-250 |
0.618 |
123-235 |
0.500 |
123-230 |
0.382 |
123-225 |
LOW |
123-210 |
0.618 |
123-185 |
1.000 |
123-170 |
1.618 |
123-145 |
2.618 |
123-105 |
4.250 |
123-040 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
123-303 |
124-012 |
PP |
123-267 |
124-003 |
S1 |
123-230 |
123-315 |
|