ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
125-080 |
-0-130 |
-0.3% |
124-290 |
| High |
126-030 |
125-170 |
-0-180 |
-0.4% |
125-140 |
| Low |
125-000 |
125-020 |
0-020 |
0.1% |
124-120 |
| Close |
125-030 |
125-130 |
0-100 |
0.2% |
124-210 |
| Range |
1-030 |
0-150 |
-0-200 |
-57.1% |
1-020 |
| ATR |
0-216 |
0-211 |
-0-005 |
-2.2% |
0-000 |
| Volume |
315,854 |
538,196 |
222,342 |
70.4% |
285,752 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-237 |
126-173 |
125-212 |
|
| R3 |
126-087 |
126-023 |
125-171 |
|
| R2 |
125-257 |
125-257 |
125-158 |
|
| R1 |
125-193 |
125-193 |
125-144 |
125-225 |
| PP |
125-107 |
125-107 |
125-107 |
125-122 |
| S1 |
125-043 |
125-043 |
125-116 |
125-075 |
| S2 |
124-277 |
124-277 |
125-102 |
|
| S3 |
124-127 |
124-213 |
125-089 |
|
| S4 |
123-297 |
124-063 |
125-048 |
|
|
| 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 |
126-030 |
124-140 |
1-210 |
1.3% |
0-248 |
0.6% |
58% |
False |
False |
228,670 |
| 10 |
126-030 |
124-120 |
1-230 |
1.4% |
0-223 |
0.6% |
60% |
False |
False |
134,189 |
| 20 |
126-030 |
122-140 |
3-210 |
2.9% |
0-202 |
0.5% |
81% |
False |
False |
71,593 |
| 40 |
126-030 |
120-170 |
5-180 |
4.4% |
0-182 |
0.5% |
88% |
False |
False |
36,324 |
| 60 |
126-030 |
118-100 |
7-250 |
6.2% |
0-148 |
0.4% |
91% |
False |
False |
24,230 |
| 80 |
126-030 |
115-250 |
10-100 |
8.2% |
0-128 |
0.3% |
93% |
False |
False |
18,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-168 |
|
2.618 |
126-243 |
|
1.618 |
126-093 |
|
1.000 |
126-000 |
|
0.618 |
125-263 |
|
HIGH |
125-170 |
|
0.618 |
125-113 |
|
0.500 |
125-095 |
|
0.382 |
125-077 |
|
LOW |
125-020 |
|
0.618 |
124-247 |
|
1.000 |
124-190 |
|
1.618 |
124-097 |
|
2.618 |
123-267 |
|
4.250 |
123-022 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-118 |
125-155 |
| PP |
125-107 |
125-147 |
| S1 |
125-095 |
125-138 |
|