ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
124-130 |
124-290 |
0-160 |
0.4% |
123-240 |
| High |
124-250 |
125-140 |
0-210 |
0.5% |
124-280 |
| Low |
124-120 |
124-240 |
0-120 |
0.3% |
123-150 |
| Close |
124-240 |
125-120 |
0-200 |
0.5% |
124-240 |
| Range |
0-130 |
0-220 |
0-090 |
69.2% |
1-130 |
| ATR |
0-181 |
0-184 |
0-003 |
1.5% |
0-000 |
| Volume |
14,471 |
13,424 |
-1,047 |
-7.2% |
64,691 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-080 |
127-000 |
125-241 |
|
| R3 |
126-180 |
126-100 |
125-180 |
|
| R2 |
125-280 |
125-280 |
125-160 |
|
| R1 |
125-200 |
125-200 |
125-140 |
125-240 |
| PP |
125-060 |
125-060 |
125-060 |
125-080 |
| S1 |
124-300 |
124-300 |
125-100 |
125-020 |
| S2 |
124-160 |
124-160 |
125-080 |
|
| S3 |
123-260 |
124-080 |
125-060 |
|
| S4 |
123-040 |
123-180 |
124-319 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-187 |
128-023 |
125-168 |
|
| R3 |
127-057 |
126-213 |
125-044 |
|
| R2 |
125-247 |
125-247 |
125-002 |
|
| R1 |
125-083 |
125-083 |
124-281 |
125-165 |
| PP |
124-117 |
124-117 |
124-117 |
124-158 |
| S1 |
123-273 |
123-273 |
124-199 |
124-035 |
| S2 |
122-307 |
122-307 |
124-158 |
|
| S3 |
121-177 |
122-143 |
124-116 |
|
| S4 |
120-047 |
121-013 |
123-312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-140 |
123-150 |
1-310 |
1.6% |
0-186 |
0.5% |
97% |
True |
False |
13,159 |
| 10 |
125-140 |
122-160 |
2-300 |
2.3% |
0-189 |
0.5% |
98% |
True |
False |
11,122 |
| 20 |
125-140 |
121-110 |
4-030 |
3.3% |
0-176 |
0.4% |
98% |
True |
False |
6,566 |
| 40 |
125-140 |
118-220 |
6-240 |
5.4% |
0-163 |
0.4% |
99% |
True |
False |
3,487 |
| 60 |
125-140 |
117-140 |
8-000 |
6.4% |
0-122 |
0.3% |
99% |
True |
False |
2,335 |
| 80 |
125-140 |
113-050 |
12-090 |
9.8% |
0-106 |
0.3% |
99% |
True |
False |
1,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-115 |
|
2.618 |
127-076 |
|
1.618 |
126-176 |
|
1.000 |
126-040 |
|
0.618 |
125-276 |
|
HIGH |
125-140 |
|
0.618 |
125-056 |
|
0.500 |
125-030 |
|
0.382 |
125-004 |
|
LOW |
124-240 |
|
0.618 |
124-104 |
|
1.000 |
124-020 |
|
1.618 |
123-204 |
|
2.618 |
122-304 |
|
4.250 |
121-265 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-090 |
125-070 |
| PP |
125-060 |
125-020 |
| S1 |
125-030 |
124-290 |
|