ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
123-250 |
125-000 |
1-070 |
1.0% |
124-160 |
High |
123-250 |
125-000 |
1-070 |
1.0% |
124-160 |
Low |
123-210 |
125-000 |
1-110 |
1.1% |
123-280 |
Close |
124-020 |
124-290 |
0-270 |
0.7% |
123-280 |
Range |
0-040 |
0-000 |
-0-040 |
-100.0% |
0-200 |
ATR |
0-122 |
0-134 |
0-013 |
10.5% |
0-000 |
Volume |
1 |
2 |
1 |
100.0% |
5 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-310 |
124-300 |
124-290 |
|
R3 |
124-310 |
124-300 |
124-290 |
|
R2 |
124-310 |
124-310 |
124-290 |
|
R1 |
124-300 |
124-300 |
124-290 |
124-305 |
PP |
124-310 |
124-310 |
124-310 |
124-312 |
S1 |
124-300 |
124-300 |
124-290 |
124-305 |
S2 |
124-310 |
124-310 |
124-290 |
|
S3 |
124-310 |
124-300 |
124-290 |
|
S4 |
124-310 |
124-300 |
124-290 |
|
|
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 |
125-000 |
2.618 |
125-000 |
1.618 |
125-000 |
1.000 |
125-000 |
0.618 |
125-000 |
HIGH |
125-000 |
0.618 |
125-000 |
0.500 |
125-000 |
0.382 |
125-000 |
LOW |
125-000 |
0.618 |
125-000 |
1.000 |
125-000 |
1.618 |
125-000 |
2.618 |
125-000 |
4.250 |
125-000 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
125-000 |
124-228 |
PP |
124-310 |
124-167 |
S1 |
124-300 |
124-105 |
|