ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
126-150 |
126-015 |
-0-135 |
-0.3% |
125-185 |
| High |
126-280 |
126-110 |
-0-170 |
-0.4% |
126-080 |
| Low |
125-260 |
125-280 |
0-020 |
0.0% |
125-065 |
| Close |
125-295 |
126-070 |
0-095 |
0.2% |
125-170 |
| Range |
1-020 |
0-150 |
-0-190 |
-55.9% |
1-015 |
| ATR |
0-231 |
0-225 |
-0-006 |
-2.5% |
0-000 |
| Volume |
1,823,856 |
1,578,195 |
-245,661 |
-13.5% |
5,293,179 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-177 |
127-113 |
126-152 |
|
| R3 |
127-027 |
126-283 |
126-111 |
|
| R2 |
126-197 |
126-197 |
126-098 |
|
| R1 |
126-133 |
126-133 |
126-084 |
126-165 |
| PP |
126-047 |
126-047 |
126-047 |
126-062 |
| S1 |
125-303 |
125-303 |
126-056 |
126-015 |
| S2 |
125-217 |
125-217 |
126-042 |
|
| S3 |
125-067 |
125-153 |
126-029 |
|
| S4 |
124-237 |
125-003 |
125-308 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-257 |
128-068 |
126-034 |
|
| R3 |
127-242 |
127-053 |
125-262 |
|
| R2 |
126-227 |
126-227 |
125-231 |
|
| R1 |
126-038 |
126-038 |
125-201 |
125-285 |
| PP |
125-212 |
125-212 |
125-212 |
125-175 |
| S1 |
125-023 |
125-023 |
125-139 |
124-270 |
| S2 |
124-197 |
124-197 |
125-109 |
|
| S3 |
123-182 |
124-008 |
125-078 |
|
| S4 |
122-167 |
122-313 |
124-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-280 |
125-095 |
1-185 |
1.3% |
0-249 |
0.6% |
58% |
False |
False |
1,315,828 |
| 10 |
126-280 |
125-065 |
1-215 |
1.3% |
0-228 |
0.6% |
61% |
False |
False |
1,174,183 |
| 20 |
126-280 |
123-065 |
3-215 |
2.9% |
0-216 |
0.5% |
82% |
False |
False |
1,125,799 |
| 40 |
126-280 |
121-145 |
5-135 |
4.3% |
0-212 |
0.5% |
88% |
False |
False |
1,085,448 |
| 60 |
126-280 |
118-260 |
8-020 |
6.4% |
0-222 |
0.6% |
92% |
False |
False |
1,072,886 |
| 80 |
126-280 |
116-260 |
10-020 |
8.0% |
0-250 |
0.6% |
93% |
False |
False |
878,095 |
| 100 |
126-280 |
113-300 |
12-300 |
10.3% |
0-232 |
0.6% |
95% |
False |
False |
702,749 |
| 120 |
126-280 |
113-150 |
13-130 |
10.6% |
0-204 |
0.5% |
95% |
False |
False |
585,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-108 |
|
2.618 |
127-183 |
|
1.618 |
127-033 |
|
1.000 |
126-260 |
|
0.618 |
126-203 |
|
HIGH |
126-110 |
|
0.618 |
126-053 |
|
0.500 |
126-035 |
|
0.382 |
126-017 |
|
LOW |
125-280 |
|
0.618 |
125-187 |
|
1.000 |
125-130 |
|
1.618 |
125-037 |
|
2.618 |
124-207 |
|
4.250 |
123-282 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-058 |
126-095 |
| PP |
126-047 |
126-087 |
| S1 |
126-035 |
126-078 |
|