ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
125-100 |
125-185 |
0-085 |
0.2% |
124-185 |
| High |
125-205 |
126-080 |
0-195 |
0.5% |
125-235 |
| Low |
125-075 |
125-175 |
0-100 |
0.2% |
124-095 |
| Close |
125-185 |
126-065 |
0-200 |
0.5% |
125-185 |
| Range |
0-130 |
0-225 |
0-095 |
73.1% |
1-140 |
| ATR |
0-208 |
0-210 |
0-001 |
0.6% |
0-000 |
| Volume |
812,316 |
974,132 |
161,816 |
19.9% |
5,006,919 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-035 |
127-275 |
126-189 |
|
| R3 |
127-130 |
127-050 |
126-127 |
|
| R2 |
126-225 |
126-225 |
126-106 |
|
| R1 |
126-145 |
126-145 |
126-086 |
126-185 |
| PP |
126-000 |
126-000 |
126-000 |
126-020 |
| S1 |
125-240 |
125-240 |
126-044 |
125-280 |
| S2 |
125-095 |
125-095 |
126-024 |
|
| S3 |
124-190 |
125-015 |
126-003 |
|
| S4 |
123-285 |
124-110 |
125-261 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-165 |
128-315 |
126-118 |
|
| R3 |
128-025 |
127-175 |
125-312 |
|
| R2 |
126-205 |
126-205 |
125-269 |
|
| R1 |
126-035 |
126-035 |
125-227 |
126-120 |
| PP |
125-065 |
125-065 |
125-065 |
125-108 |
| S1 |
124-215 |
124-215 |
125-143 |
124-300 |
| S2 |
123-245 |
123-245 |
125-101 |
|
| S3 |
122-105 |
123-075 |
125-058 |
|
| S4 |
120-285 |
121-255 |
124-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-080 |
124-095 |
1-305 |
1.5% |
0-203 |
0.5% |
98% |
True |
False |
1,082,257 |
| 10 |
126-080 |
123-130 |
2-270 |
2.3% |
0-204 |
0.5% |
98% |
True |
False |
1,005,215 |
| 20 |
126-080 |
122-065 |
4-015 |
3.2% |
0-202 |
0.5% |
99% |
True |
False |
1,022,931 |
| 40 |
126-080 |
119-240 |
6-160 |
5.2% |
0-208 |
0.5% |
99% |
True |
False |
1,043,286 |
| 60 |
126-080 |
118-260 |
7-140 |
5.9% |
0-230 |
0.6% |
99% |
True |
False |
1,000,123 |
| 80 |
126-080 |
115-000 |
11-080 |
8.9% |
0-246 |
0.6% |
100% |
True |
False |
753,854 |
| 100 |
126-080 |
113-150 |
12-250 |
10.1% |
0-220 |
0.5% |
100% |
True |
False |
603,349 |
| 120 |
126-080 |
113-150 |
12-250 |
10.1% |
0-188 |
0.5% |
100% |
True |
False |
502,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-076 |
|
2.618 |
128-029 |
|
1.618 |
127-124 |
|
1.000 |
126-305 |
|
0.618 |
126-219 |
|
HIGH |
126-080 |
|
0.618 |
125-314 |
|
0.500 |
125-288 |
|
0.382 |
125-261 |
|
LOW |
125-175 |
|
0.618 |
125-036 |
|
1.000 |
124-270 |
|
1.618 |
124-131 |
|
2.618 |
123-226 |
|
4.250 |
122-179 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-032 |
126-013 |
| PP |
126-000 |
125-282 |
| S1 |
125-288 |
125-230 |
|