ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
125-010 |
124-210 |
-0-120 |
-0.3% |
124-290 |
| High |
125-120 |
124-300 |
-0-140 |
-0.3% |
125-140 |
| Low |
124-190 |
124-140 |
-0-050 |
-0.1% |
124-120 |
| Close |
124-210 |
124-250 |
0-040 |
0.1% |
124-210 |
| Range |
0-250 |
0-160 |
-0-090 |
-36.0% |
1-020 |
| ATR |
0-197 |
0-194 |
-0-003 |
-1.3% |
0-000 |
| Volume |
101,680 |
73,211 |
-28,469 |
-28.0% |
285,752 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-070 |
126-000 |
125-018 |
|
| R3 |
125-230 |
125-160 |
124-294 |
|
| R2 |
125-070 |
125-070 |
124-279 |
|
| R1 |
125-000 |
125-000 |
124-265 |
125-035 |
| PP |
124-230 |
124-230 |
124-230 |
124-248 |
| S1 |
124-160 |
124-160 |
124-235 |
124-195 |
| S2 |
124-070 |
124-070 |
124-221 |
|
| S3 |
123-230 |
124-000 |
124-206 |
|
| S4 |
123-070 |
123-160 |
124-162 |
|
|
| 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 |
125-120 |
124-120 |
1-000 |
0.8% |
0-210 |
0.5% |
41% |
False |
False |
69,107 |
| 10 |
125-140 |
123-150 |
1-310 |
1.6% |
0-198 |
0.5% |
67% |
False |
False |
41,133 |
| 20 |
125-140 |
121-110 |
4-030 |
3.3% |
0-190 |
0.5% |
84% |
False |
False |
23,394 |
| 40 |
125-140 |
120-170 |
4-290 |
3.9% |
0-173 |
0.4% |
87% |
False |
False |
12,117 |
| 60 |
125-140 |
117-140 |
8-000 |
6.4% |
0-134 |
0.3% |
92% |
False |
False |
8,091 |
| 80 |
125-140 |
114-240 |
10-220 |
8.6% |
0-119 |
0.3% |
94% |
False |
False |
6,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-020 |
|
2.618 |
126-079 |
|
1.618 |
125-239 |
|
1.000 |
125-140 |
|
0.618 |
125-079 |
|
HIGH |
124-300 |
|
0.618 |
124-239 |
|
0.500 |
124-220 |
|
0.382 |
124-201 |
|
LOW |
124-140 |
|
0.618 |
124-041 |
|
1.000 |
123-300 |
|
1.618 |
123-201 |
|
2.618 |
123-041 |
|
4.250 |
122-100 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-240 |
124-280 |
| PP |
124-230 |
124-270 |
| S1 |
124-220 |
124-260 |
|