ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
123-200 |
124-110 |
0-230 |
0.6% |
122-270 |
| High |
124-110 |
124-260 |
0-150 |
0.4% |
123-250 |
| Low |
123-150 |
124-110 |
0-280 |
0.7% |
122-160 |
| Close |
124-040 |
124-250 |
0-210 |
0.5% |
123-230 |
| Range |
0-280 |
0-150 |
-0-130 |
-46.4% |
1-090 |
| ATR |
0-186 |
0-188 |
0-002 |
1.3% |
0-000 |
| Volume |
5,263 |
17,034 |
11,771 |
223.7% |
37,873 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-017 |
125-283 |
125-012 |
|
| R3 |
125-187 |
125-133 |
124-291 |
|
| R2 |
125-037 |
125-037 |
124-278 |
|
| R1 |
124-303 |
124-303 |
124-264 |
125-010 |
| PP |
124-207 |
124-207 |
124-207 |
124-220 |
| S1 |
124-153 |
124-153 |
124-236 |
124-180 |
| S2 |
124-057 |
124-057 |
124-222 |
|
| S3 |
123-227 |
124-003 |
124-209 |
|
| S4 |
123-077 |
123-173 |
124-168 |
|
|
| 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 |
124-260 |
122-210 |
2-050 |
1.7% |
0-190 |
0.5% |
99% |
True |
False |
12,613 |
| 10 |
124-260 |
121-280 |
2-300 |
2.4% |
0-188 |
0.5% |
99% |
True |
False |
7,709 |
| 20 |
124-260 |
121-110 |
3-150 |
2.8% |
0-176 |
0.4% |
99% |
True |
False |
4,603 |
| 40 |
124-260 |
118-220 |
6-040 |
4.9% |
0-154 |
0.4% |
99% |
True |
False |
2,404 |
| 60 |
124-260 |
117-140 |
7-120 |
5.9% |
0-116 |
0.3% |
100% |
True |
False |
1,610 |
| 80 |
124-260 |
113-050 |
11-210 |
9.3% |
0-099 |
0.2% |
100% |
True |
False |
1,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-258 |
|
2.618 |
126-013 |
|
1.618 |
125-183 |
|
1.000 |
125-090 |
|
0.618 |
125-033 |
|
HIGH |
124-260 |
|
0.618 |
124-203 |
|
0.500 |
124-185 |
|
0.382 |
124-167 |
|
LOW |
124-110 |
|
0.618 |
124-017 |
|
1.000 |
123-280 |
|
1.618 |
123-187 |
|
2.618 |
123-037 |
|
4.250 |
122-112 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-228 |
124-182 |
| PP |
124-207 |
124-113 |
| S1 |
124-185 |
124-045 |
|