ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
124-270 |
125-010 |
0-060 |
0.2% |
124-290 |
| High |
125-090 |
125-120 |
0-030 |
0.1% |
125-140 |
| Low |
124-120 |
124-190 |
0-070 |
0.2% |
124-120 |
| Close |
125-020 |
124-210 |
-0-130 |
-0.3% |
124-210 |
| Range |
0-290 |
0-250 |
-0-040 |
-13.8% |
1-020 |
| ATR |
0-192 |
0-197 |
0-004 |
2.1% |
0-000 |
| Volume |
95,445 |
101,680 |
6,235 |
6.5% |
285,752 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-070 |
126-230 |
125-028 |
|
| R3 |
126-140 |
125-300 |
124-279 |
|
| R2 |
125-210 |
125-210 |
124-256 |
|
| R1 |
125-050 |
125-050 |
124-233 |
125-005 |
| PP |
124-280 |
124-280 |
124-280 |
124-258 |
| S1 |
124-120 |
124-120 |
124-187 |
124-075 |
| S2 |
124-030 |
124-030 |
124-164 |
|
| S3 |
123-100 |
123-190 |
124-141 |
|
| S4 |
122-170 |
122-260 |
124-072 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-003 |
127-127 |
125-077 |
|
| R3 |
126-303 |
126-107 |
124-304 |
|
| R2 |
125-283 |
125-283 |
124-272 |
|
| R1 |
125-087 |
125-087 |
124-241 |
125-015 |
| PP |
124-263 |
124-263 |
124-263 |
124-228 |
| S1 |
124-067 |
124-067 |
124-179 |
123-315 |
| S2 |
123-243 |
123-243 |
124-148 |
|
| S3 |
122-223 |
123-047 |
124-116 |
|
| S4 |
121-203 |
122-027 |
124-023 |
|
|
| 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% |
0-222 |
0.6% |
26% |
False |
False |
57,150 |
| 10 |
125-140 |
123-150 |
1-310 |
1.6% |
0-192 |
0.5% |
60% |
False |
False |
35,044 |
| 20 |
125-140 |
121-110 |
4-030 |
3.3% |
0-188 |
0.5% |
81% |
False |
False |
19,761 |
| 40 |
125-140 |
120-050 |
5-090 |
4.2% |
0-172 |
0.4% |
85% |
False |
False |
10,292 |
| 60 |
125-140 |
117-140 |
8-000 |
6.4% |
0-132 |
0.3% |
90% |
False |
False |
6,872 |
| 80 |
125-140 |
114-240 |
10-220 |
8.6% |
0-117 |
0.3% |
93% |
False |
False |
5,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-222 |
|
2.618 |
127-134 |
|
1.618 |
126-204 |
|
1.000 |
126-050 |
|
0.618 |
125-274 |
|
HIGH |
125-120 |
|
0.618 |
125-024 |
|
0.500 |
124-315 |
|
0.382 |
124-286 |
|
LOW |
124-190 |
|
0.618 |
124-036 |
|
1.000 |
123-260 |
|
1.618 |
123-106 |
|
2.618 |
122-176 |
|
4.250 |
121-088 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-315 |
124-280 |
| PP |
124-280 |
124-257 |
| S1 |
124-245 |
124-233 |
|