ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
124-185 |
124-160 |
-0-025 |
-0.1% |
123-245 |
| High |
124-240 |
125-070 |
0-150 |
0.4% |
124-220 |
| Low |
124-145 |
124-095 |
-0-050 |
-0.1% |
123-125 |
| Close |
124-165 |
124-315 |
0-150 |
0.4% |
124-185 |
| Range |
0-095 |
0-295 |
0-200 |
210.5% |
1-095 |
| ATR |
0-211 |
0-217 |
0-006 |
2.8% |
0-000 |
| Volume |
569,763 |
1,188,910 |
619,147 |
108.7% |
5,256,314 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-192 |
127-068 |
125-157 |
|
| R3 |
126-217 |
126-093 |
125-076 |
|
| R2 |
125-242 |
125-242 |
125-049 |
|
| R1 |
125-118 |
125-118 |
125-022 |
125-180 |
| PP |
124-267 |
124-267 |
124-267 |
124-298 |
| S1 |
124-143 |
124-143 |
124-288 |
124-205 |
| S2 |
123-292 |
123-292 |
124-261 |
|
| S3 |
122-317 |
123-168 |
124-234 |
|
| S4 |
122-022 |
122-193 |
124-153 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-035 |
127-205 |
125-093 |
|
| R3 |
126-260 |
126-110 |
124-299 |
|
| R2 |
125-165 |
125-165 |
124-261 |
|
| R1 |
125-015 |
125-015 |
124-223 |
125-090 |
| PP |
124-070 |
124-070 |
124-070 |
124-108 |
| S1 |
123-240 |
123-240 |
124-147 |
123-315 |
| S2 |
122-295 |
122-295 |
124-109 |
|
| S3 |
121-200 |
122-145 |
124-071 |
|
| S4 |
120-105 |
121-050 |
123-277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-070 |
123-160 |
1-230 |
1.4% |
0-215 |
0.5% |
86% |
True |
False |
978,469 |
| 10 |
125-070 |
122-075 |
2-315 |
2.4% |
0-212 |
0.5% |
92% |
True |
False |
1,039,685 |
| 20 |
125-070 |
121-145 |
3-245 |
3.0% |
0-218 |
0.5% |
94% |
True |
False |
1,059,864 |
| 40 |
125-070 |
119-240 |
5-150 |
4.4% |
0-213 |
0.5% |
96% |
True |
False |
1,033,253 |
| 60 |
125-070 |
118-080 |
6-310 |
5.6% |
0-239 |
0.6% |
97% |
True |
False |
932,688 |
| 80 |
125-070 |
115-000 |
10-070 |
8.2% |
0-244 |
0.6% |
98% |
True |
False |
701,160 |
| 100 |
125-070 |
113-150 |
11-240 |
9.4% |
0-216 |
0.5% |
98% |
True |
False |
561,130 |
| 120 |
125-070 |
113-150 |
11-240 |
9.4% |
0-182 |
0.5% |
98% |
True |
False |
467,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-044 |
|
2.618 |
127-202 |
|
1.618 |
126-227 |
|
1.000 |
126-045 |
|
0.618 |
125-252 |
|
HIGH |
125-070 |
|
0.618 |
124-277 |
|
0.500 |
124-242 |
|
0.382 |
124-208 |
|
LOW |
124-095 |
|
0.618 |
123-233 |
|
1.000 |
123-120 |
|
1.618 |
122-258 |
|
2.618 |
121-283 |
|
4.250 |
120-121 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-291 |
124-263 |
| PP |
124-267 |
124-212 |
| S1 |
124-242 |
124-160 |
|