ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
125-090 |
124-270 |
-0-140 |
-0.3% |
123-240 |
| High |
125-090 |
125-070 |
-0-020 |
0.0% |
124-280 |
| Low |
124-230 |
124-220 |
-0-010 |
0.0% |
123-150 |
| Close |
124-270 |
124-240 |
-0-030 |
-0.1% |
124-240 |
| Range |
0-180 |
0-170 |
-0-010 |
-5.6% |
1-130 |
| ATR |
0-186 |
0-185 |
-0-001 |
-0.6% |
0-000 |
| Volume |
22,071 |
53,132 |
31,061 |
140.7% |
64,691 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-153 |
126-047 |
125-014 |
|
| R3 |
125-303 |
125-197 |
124-287 |
|
| R2 |
125-133 |
125-133 |
124-271 |
|
| R1 |
125-027 |
125-027 |
124-256 |
124-315 |
| PP |
124-283 |
124-283 |
124-283 |
124-268 |
| S1 |
124-177 |
124-177 |
124-224 |
124-145 |
| S2 |
124-113 |
124-113 |
124-209 |
|
| S3 |
123-263 |
124-007 |
124-193 |
|
| S4 |
123-093 |
123-157 |
124-146 |
|
|
| 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 |
124-120 |
1-020 |
0.9% |
0-170 |
0.4% |
35% |
False |
False |
23,741 |
| 10 |
125-140 |
122-210 |
2-250 |
2.2% |
0-180 |
0.5% |
75% |
False |
False |
18,177 |
| 20 |
125-140 |
121-110 |
4-030 |
3.3% |
0-178 |
0.4% |
83% |
False |
False |
10,204 |
| 40 |
125-140 |
119-250 |
5-210 |
4.5% |
0-167 |
0.4% |
88% |
False |
False |
5,366 |
| 60 |
125-140 |
117-140 |
8-000 |
6.4% |
0-128 |
0.3% |
91% |
False |
False |
3,588 |
| 80 |
125-140 |
114-090 |
11-050 |
8.9% |
0-110 |
0.3% |
94% |
False |
False |
2,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-152 |
|
2.618 |
126-195 |
|
1.618 |
126-025 |
|
1.000 |
125-240 |
|
0.618 |
125-175 |
|
HIGH |
125-070 |
|
0.618 |
125-005 |
|
0.500 |
124-305 |
|
0.382 |
124-285 |
|
LOW |
124-220 |
|
0.618 |
124-115 |
|
1.000 |
124-050 |
|
1.618 |
123-265 |
|
2.618 |
123-095 |
|
4.250 |
122-138 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-305 |
125-020 |
| PP |
124-283 |
124-307 |
| S1 |
124-262 |
124-273 |
|