ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
125-220 |
0-010 |
0.0% |
124-185 |
| High |
126-015 |
126-050 |
0-035 |
0.1% |
125-235 |
| Low |
125-170 |
125-065 |
-0-105 |
-0.3% |
124-095 |
| Close |
125-195 |
125-305 |
0-110 |
0.3% |
125-185 |
| Range |
0-165 |
0-305 |
0-140 |
84.8% |
1-140 |
| ATR |
0-206 |
0-213 |
0-007 |
3.4% |
0-000 |
| Volume |
955,270 |
1,435,457 |
480,187 |
50.3% |
5,006,919 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-202 |
128-078 |
126-153 |
|
| R3 |
127-217 |
127-093 |
126-069 |
|
| R2 |
126-232 |
126-232 |
126-041 |
|
| R1 |
126-108 |
126-108 |
126-013 |
126-170 |
| PP |
125-247 |
125-247 |
125-247 |
125-278 |
| S1 |
125-123 |
125-123 |
125-277 |
125-185 |
| S2 |
124-262 |
124-262 |
125-249 |
|
| S3 |
123-277 |
124-138 |
125-221 |
|
| S4 |
122-292 |
123-153 |
125-137 |
|
|
| 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 |
125-065 |
1-015 |
0.8% |
0-207 |
0.5% |
72% |
False |
True |
1,032,538 |
| 10 |
126-080 |
123-250 |
2-150 |
2.0% |
0-208 |
0.5% |
88% |
False |
False |
1,058,635 |
| 20 |
126-080 |
122-065 |
4-015 |
3.2% |
0-204 |
0.5% |
93% |
False |
False |
1,044,444 |
| 40 |
126-080 |
121-035 |
5-045 |
4.1% |
0-207 |
0.5% |
94% |
False |
False |
1,063,800 |
| 60 |
126-080 |
118-260 |
7-140 |
5.9% |
0-226 |
0.6% |
96% |
False |
False |
1,044,319 |
| 80 |
126-080 |
115-210 |
10-190 |
8.4% |
0-247 |
0.6% |
97% |
False |
False |
795,993 |
| 100 |
126-080 |
113-150 |
12-250 |
10.1% |
0-225 |
0.6% |
98% |
False |
False |
637,000 |
| 120 |
126-080 |
113-150 |
12-250 |
10.1% |
0-194 |
0.5% |
98% |
False |
False |
530,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-066 |
|
2.618 |
128-208 |
|
1.618 |
127-223 |
|
1.000 |
127-035 |
|
0.618 |
126-238 |
|
HIGH |
126-050 |
|
0.618 |
125-253 |
|
0.500 |
125-218 |
|
0.382 |
125-182 |
|
LOW |
125-065 |
|
0.618 |
124-197 |
|
1.000 |
124-080 |
|
1.618 |
123-212 |
|
2.618 |
122-227 |
|
4.250 |
121-049 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-276 |
125-278 |
| PP |
125-247 |
125-252 |
| S1 |
125-218 |
125-225 |
|