ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
124-290 |
125-090 |
0-120 |
0.3% |
123-240 |
| High |
125-140 |
125-090 |
-0-050 |
-0.1% |
124-280 |
| Low |
124-240 |
124-230 |
-0-010 |
0.0% |
123-150 |
| Close |
125-120 |
124-270 |
-0-170 |
-0.4% |
124-240 |
| Range |
0-220 |
0-180 |
-0-040 |
-18.2% |
1-130 |
| ATR |
0-184 |
0-186 |
0-002 |
1.0% |
0-000 |
| Volume |
13,424 |
22,071 |
8,647 |
64.4% |
64,691 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-203 |
126-097 |
125-049 |
|
| R3 |
126-023 |
125-237 |
125-000 |
|
| R2 |
125-163 |
125-163 |
124-303 |
|
| R1 |
125-057 |
125-057 |
124-286 |
125-020 |
| PP |
124-303 |
124-303 |
124-303 |
124-285 |
| S1 |
124-197 |
124-197 |
124-254 |
124-160 |
| S2 |
124-123 |
124-123 |
124-237 |
|
| S3 |
123-263 |
124-017 |
124-220 |
|
| S4 |
123-083 |
123-157 |
124-171 |
|
|
| 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 |
124-110 |
1-030 |
0.9% |
0-166 |
0.4% |
46% |
False |
False |
16,521 |
| 10 |
125-140 |
122-210 |
2-250 |
2.2% |
0-183 |
0.5% |
79% |
False |
False |
13,169 |
| 20 |
125-140 |
121-110 |
4-030 |
3.3% |
0-180 |
0.4% |
85% |
False |
False |
7,633 |
| 40 |
125-140 |
119-090 |
6-050 |
4.9% |
0-168 |
0.4% |
90% |
False |
False |
4,039 |
| 60 |
125-140 |
117-140 |
8-000 |
6.4% |
0-125 |
0.3% |
93% |
False |
False |
2,703 |
| 80 |
125-140 |
113-260 |
11-200 |
9.3% |
0-108 |
0.3% |
95% |
False |
False |
2,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-215 |
|
2.618 |
126-241 |
|
1.618 |
126-061 |
|
1.000 |
125-270 |
|
0.618 |
125-201 |
|
HIGH |
125-090 |
|
0.618 |
125-021 |
|
0.500 |
125-000 |
|
0.382 |
124-299 |
|
LOW |
124-230 |
|
0.618 |
124-119 |
|
1.000 |
124-050 |
|
1.618 |
123-259 |
|
2.618 |
123-079 |
|
4.250 |
122-105 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-000 |
124-290 |
| PP |
124-303 |
124-283 |
| S1 |
124-287 |
124-277 |
|