ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
126-105 |
125-035 |
-1-070 |
-1.0% |
125-155 |
| High |
126-135 |
126-085 |
-0-050 |
-0.1% |
126-280 |
| Low |
125-025 |
124-295 |
-0-050 |
-0.1% |
125-025 |
| Close |
125-060 |
126-030 |
0-290 |
0.7% |
125-060 |
| Range |
1-110 |
1-110 |
0-000 |
0.0% |
1-255 |
| ATR |
0-240 |
0-254 |
0-014 |
5.7% |
0-000 |
| Volume |
1,912,776 |
1,189,106 |
-723,670 |
-37.8% |
7,549,115 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-253 |
129-092 |
126-266 |
|
| R3 |
128-143 |
127-302 |
126-148 |
|
| R2 |
127-033 |
127-033 |
126-109 |
|
| R1 |
126-192 |
126-192 |
126-069 |
126-272 |
| PP |
125-243 |
125-243 |
125-243 |
125-284 |
| S1 |
125-082 |
125-082 |
125-311 |
125-162 |
| S2 |
124-133 |
124-133 |
125-271 |
|
| S3 |
123-023 |
123-292 |
125-232 |
|
| S4 |
121-233 |
122-182 |
125-114 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-033 |
129-302 |
126-056 |
|
| R3 |
129-098 |
128-047 |
125-218 |
|
| R2 |
127-163 |
127-163 |
125-165 |
|
| R1 |
126-112 |
126-112 |
125-113 |
126-010 |
| PP |
125-228 |
125-228 |
125-228 |
125-178 |
| S1 |
124-177 |
124-177 |
125-007 |
124-075 |
| S2 |
123-293 |
123-293 |
124-275 |
|
| S3 |
122-038 |
122-242 |
124-222 |
|
| S4 |
120-103 |
120-307 |
124-064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-280 |
124-295 |
1-305 |
1.5% |
1-016 |
0.8% |
60% |
False |
True |
1,597,061 |
| 10 |
126-280 |
124-295 |
1-305 |
1.5% |
0-278 |
0.7% |
60% |
False |
True |
1,305,726 |
| 20 |
126-280 |
123-130 |
3-150 |
2.8% |
0-241 |
0.6% |
77% |
False |
False |
1,155,471 |
| 40 |
126-280 |
121-145 |
5-135 |
4.3% |
0-224 |
0.6% |
86% |
False |
False |
1,101,497 |
| 60 |
126-280 |
119-235 |
7-045 |
5.7% |
0-224 |
0.6% |
89% |
False |
False |
1,087,571 |
| 80 |
126-280 |
117-060 |
9-220 |
7.7% |
0-245 |
0.6% |
92% |
False |
False |
916,579 |
| 100 |
126-280 |
114-080 |
12-200 |
10.0% |
0-237 |
0.6% |
94% |
False |
False |
733,764 |
| 120 |
126-280 |
113-150 |
13-130 |
10.6% |
0-210 |
0.5% |
94% |
False |
False |
611,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-312 |
|
2.618 |
129-251 |
|
1.618 |
128-141 |
|
1.000 |
127-195 |
|
0.618 |
127-031 |
|
HIGH |
126-085 |
|
0.618 |
125-241 |
|
0.500 |
125-190 |
|
0.382 |
125-139 |
|
LOW |
124-295 |
|
0.618 |
124-029 |
|
1.000 |
123-185 |
|
1.618 |
122-239 |
|
2.618 |
121-129 |
|
4.250 |
119-068 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-297 |
125-305 |
| PP |
125-243 |
125-260 |
| S1 |
125-190 |
125-215 |
|