ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
124-110 |
124-240 |
0-130 |
0.3% |
122-270 |
| High |
124-260 |
124-280 |
0-020 |
0.1% |
123-250 |
| Low |
124-110 |
124-130 |
0-020 |
0.1% |
122-160 |
| Close |
124-250 |
124-160 |
-0-090 |
-0.2% |
123-230 |
| Range |
0-150 |
0-150 |
0-000 |
0.0% |
1-090 |
| ATR |
0-188 |
0-185 |
-0-003 |
-1.4% |
0-000 |
| Volume |
17,034 |
15,607 |
-1,427 |
-8.4% |
37,873 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-000 |
125-230 |
124-242 |
|
| R3 |
125-170 |
125-080 |
124-201 |
|
| R2 |
125-020 |
125-020 |
124-188 |
|
| R1 |
124-250 |
124-250 |
124-174 |
124-220 |
| PP |
124-190 |
124-190 |
124-190 |
124-175 |
| S1 |
124-100 |
124-100 |
124-146 |
124-070 |
| S2 |
124-040 |
124-040 |
124-132 |
|
| S3 |
123-210 |
123-270 |
124-119 |
|
| S4 |
123-060 |
123-120 |
124-078 |
|
|
| 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 |
124-280 |
122-300 |
1-300 |
1.6% |
0-190 |
0.5% |
81% |
True |
False |
12,614 |
| 10 |
124-280 |
122-140 |
2-140 |
2.0% |
0-181 |
0.5% |
85% |
True |
False |
8,998 |
| 20 |
124-280 |
121-110 |
3-170 |
2.8% |
0-176 |
0.4% |
89% |
True |
False |
5,325 |
| 40 |
124-280 |
118-220 |
6-060 |
5.0% |
0-158 |
0.4% |
94% |
True |
False |
2,794 |
| 60 |
124-280 |
117-140 |
7-140 |
6.0% |
0-118 |
0.3% |
95% |
True |
False |
1,870 |
| 80 |
124-280 |
113-050 |
11-230 |
9.4% |
0-101 |
0.3% |
97% |
True |
False |
1,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-278 |
|
2.618 |
126-033 |
|
1.618 |
125-203 |
|
1.000 |
125-110 |
|
0.618 |
125-053 |
|
HIGH |
124-280 |
|
0.618 |
124-223 |
|
0.500 |
124-205 |
|
0.382 |
124-187 |
|
LOW |
124-130 |
|
0.618 |
124-037 |
|
1.000 |
123-300 |
|
1.618 |
123-207 |
|
2.618 |
123-057 |
|
4.250 |
122-132 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-205 |
124-125 |
| PP |
124-190 |
124-090 |
| S1 |
124-175 |
124-055 |
|