ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
125-185 |
126-060 |
0-195 |
0.5% |
124-185 |
| High |
126-080 |
126-065 |
-0-015 |
0.0% |
125-235 |
| Low |
125-175 |
125-175 |
0-000 |
0.0% |
124-095 |
| Close |
126-065 |
125-215 |
-0-170 |
-0.4% |
125-185 |
| Range |
0-225 |
0-210 |
-0-015 |
-6.7% |
1-140 |
| ATR |
0-210 |
0-210 |
0-000 |
0.0% |
0-000 |
| Volume |
974,132 |
985,516 |
11,384 |
1.2% |
5,006,919 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-248 |
127-122 |
126-010 |
|
| R3 |
127-038 |
126-232 |
125-273 |
|
| R2 |
126-148 |
126-148 |
125-254 |
|
| R1 |
126-022 |
126-022 |
125-234 |
125-300 |
| PP |
125-258 |
125-258 |
125-258 |
125-238 |
| S1 |
125-132 |
125-132 |
125-196 |
125-090 |
| S2 |
125-048 |
125-048 |
125-176 |
|
| S3 |
124-158 |
124-242 |
125-157 |
|
| S4 |
123-268 |
124-032 |
125-100 |
|
|
| 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 |
125-025 |
1-055 |
0.9% |
0-186 |
0.5% |
51% |
False |
False |
1,041,578 |
| 10 |
126-080 |
123-160 |
2-240 |
2.2% |
0-200 |
0.5% |
79% |
False |
False |
1,010,023 |
| 20 |
126-080 |
122-065 |
4-015 |
3.2% |
0-203 |
0.5% |
86% |
False |
False |
1,036,825 |
| 40 |
126-080 |
120-025 |
6-055 |
4.9% |
0-209 |
0.5% |
91% |
False |
False |
1,051,324 |
| 60 |
126-080 |
118-260 |
7-140 |
5.9% |
0-227 |
0.6% |
92% |
False |
False |
1,014,499 |
| 80 |
126-080 |
115-000 |
11-080 |
9.0% |
0-247 |
0.6% |
95% |
False |
False |
766,148 |
| 100 |
126-080 |
113-150 |
12-250 |
10.2% |
0-221 |
0.5% |
95% |
False |
False |
613,128 |
| 120 |
126-080 |
113-150 |
12-250 |
10.2% |
0-190 |
0.5% |
95% |
False |
False |
511,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-318 |
|
2.618 |
127-295 |
|
1.618 |
127-085 |
|
1.000 |
126-275 |
|
0.618 |
126-195 |
|
HIGH |
126-065 |
|
0.618 |
125-305 |
|
0.500 |
125-280 |
|
0.382 |
125-255 |
|
LOW |
125-175 |
|
0.618 |
125-045 |
|
1.000 |
124-285 |
|
1.618 |
124-155 |
|
2.618 |
123-265 |
|
4.250 |
122-242 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-280 |
125-238 |
| PP |
125-258 |
125-230 |
| S1 |
125-237 |
125-222 |
|