ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
123-140 |
124-005 |
0-185 |
0.5% |
122-220 |
| High |
124-055 |
124-080 |
0-025 |
0.1% |
123-285 |
| Low |
123-130 |
123-180 |
0-050 |
0.1% |
122-065 |
| Close |
123-315 |
123-200 |
-0-115 |
-0.3% |
123-260 |
| Range |
0-245 |
0-220 |
-0-025 |
-10.2% |
1-220 |
| ATR |
0-218 |
0-218 |
0-000 |
0.1% |
0-000 |
| Volume |
937,436 |
980,998 |
43,562 |
4.6% |
5,322,421 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-280 |
125-140 |
124-001 |
|
| R3 |
125-060 |
124-240 |
123-260 |
|
| R2 |
124-160 |
124-160 |
123-240 |
|
| R1 |
124-020 |
124-020 |
123-220 |
123-300 |
| PP |
123-260 |
123-260 |
123-260 |
123-240 |
| S1 |
123-120 |
123-120 |
123-180 |
123-080 |
| S2 |
123-040 |
123-040 |
123-160 |
|
| S3 |
122-140 |
122-220 |
123-140 |
|
| S4 |
121-240 |
122-000 |
123-079 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-117 |
127-248 |
124-237 |
|
| R3 |
126-217 |
126-028 |
124-088 |
|
| R2 |
124-317 |
124-317 |
124-039 |
|
| R1 |
124-128 |
124-128 |
123-310 |
124-222 |
| PP |
123-097 |
123-097 |
123-097 |
123-144 |
| S1 |
122-228 |
122-228 |
123-210 |
123-002 |
| S2 |
121-197 |
121-197 |
123-161 |
|
| S3 |
119-297 |
121-008 |
123-112 |
|
| S4 |
118-077 |
119-108 |
122-283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-080 |
122-245 |
1-155 |
1.2% |
0-207 |
0.5% |
58% |
True |
False |
1,097,459 |
| 10 |
124-080 |
122-065 |
2-015 |
1.7% |
0-204 |
0.5% |
69% |
True |
False |
1,055,007 |
| 20 |
124-080 |
121-145 |
2-255 |
2.3% |
0-211 |
0.5% |
78% |
True |
False |
1,038,103 |
| 40 |
124-080 |
119-235 |
4-165 |
3.7% |
0-217 |
0.5% |
86% |
True |
False |
1,042,104 |
| 60 |
124-080 |
117-140 |
6-260 |
5.5% |
0-240 |
0.6% |
91% |
True |
False |
868,402 |
| 80 |
124-080 |
114-260 |
9-140 |
7.6% |
0-240 |
0.6% |
93% |
True |
False |
652,309 |
| 100 |
124-080 |
113-150 |
10-250 |
8.7% |
0-209 |
0.5% |
94% |
True |
False |
522,026 |
| 120 |
124-080 |
113-150 |
10-250 |
8.7% |
0-175 |
0.4% |
94% |
True |
False |
435,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-055 |
|
2.618 |
126-016 |
|
1.618 |
125-116 |
|
1.000 |
124-300 |
|
0.618 |
124-216 |
|
HIGH |
124-080 |
|
0.618 |
123-316 |
|
0.500 |
123-290 |
|
0.382 |
123-264 |
|
LOW |
123-180 |
|
0.618 |
123-044 |
|
1.000 |
122-280 |
|
1.618 |
122-144 |
|
2.618 |
121-244 |
|
4.250 |
120-205 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-290 |
123-262 |
| PP |
123-260 |
123-242 |
| S1 |
123-230 |
123-221 |
|