ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
123-010 |
123-240 |
0-230 |
0.6% |
122-270 |
| High |
123-250 |
123-290 |
0-040 |
0.1% |
123-250 |
| Low |
122-300 |
123-190 |
0-210 |
0.5% |
122-160 |
| Close |
123-230 |
123-210 |
-0-020 |
-0.1% |
123-230 |
| Range |
0-270 |
0-100 |
-0-170 |
-63.0% |
1-090 |
| ATR |
0-185 |
0-178 |
-0-006 |
-3.3% |
0-000 |
| Volume |
12,850 |
12,316 |
-534 |
-4.2% |
37,873 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-210 |
124-150 |
123-265 |
|
| R3 |
124-110 |
124-050 |
123-238 |
|
| R2 |
124-010 |
124-010 |
123-228 |
|
| R1 |
123-270 |
123-270 |
123-219 |
123-250 |
| PP |
123-230 |
123-230 |
123-230 |
123-220 |
| S1 |
123-170 |
123-170 |
123-201 |
123-150 |
| S2 |
123-130 |
123-130 |
123-192 |
|
| S3 |
123-030 |
123-070 |
123-182 |
|
| S4 |
122-250 |
122-290 |
123-155 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-057 |
126-233 |
124-136 |
|
| R3 |
125-287 |
125-143 |
124-023 |
|
| R2 |
124-197 |
124-197 |
123-305 |
|
| R1 |
124-053 |
124-053 |
123-268 |
124-125 |
| PP |
123-107 |
123-107 |
123-107 |
123-142 |
| S1 |
122-283 |
122-283 |
123-192 |
123-035 |
| S2 |
122-017 |
122-017 |
123-155 |
|
| S3 |
120-247 |
121-193 |
123-117 |
|
| S4 |
119-157 |
120-103 |
123-004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-290 |
122-160 |
1-130 |
1.1% |
0-192 |
0.5% |
82% |
True |
False |
9,085 |
| 10 |
123-290 |
121-110 |
2-180 |
2.1% |
0-181 |
0.5% |
90% |
True |
False |
5,654 |
| 20 |
123-290 |
120-170 |
3-120 |
2.7% |
0-178 |
0.4% |
93% |
True |
False |
3,502 |
| 40 |
123-290 |
118-220 |
5-070 |
4.2% |
0-143 |
0.4% |
95% |
True |
False |
1,847 |
| 60 |
123-290 |
117-090 |
6-200 |
5.4% |
0-109 |
0.3% |
96% |
True |
False |
1,239 |
| 80 |
123-290 |
113-050 |
10-240 |
8.7% |
0-094 |
0.2% |
98% |
True |
False |
931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-075 |
|
2.618 |
124-232 |
|
1.618 |
124-132 |
|
1.000 |
124-070 |
|
0.618 |
124-032 |
|
HIGH |
123-290 |
|
0.618 |
123-252 |
|
0.500 |
123-240 |
|
0.382 |
123-228 |
|
LOW |
123-190 |
|
0.618 |
123-128 |
|
1.000 |
123-090 |
|
1.618 |
123-028 |
|
2.618 |
122-248 |
|
4.250 |
122-085 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-240 |
123-170 |
| PP |
123-230 |
123-130 |
| S1 |
123-220 |
123-090 |
|