ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
123-250 |
125-000 |
1-070 |
1.0% |
124-160 |
| High |
123-250 |
125-000 |
1-070 |
1.0% |
124-160 |
| Low |
123-210 |
125-000 |
1-110 |
1.1% |
123-280 |
| Close |
124-020 |
124-290 |
0-270 |
0.7% |
123-280 |
| Range |
0-040 |
0-000 |
-0-040 |
-100.0% |
0-200 |
| ATR |
0-122 |
0-134 |
0-013 |
10.5% |
0-000 |
| Volume |
1 |
2 |
1 |
100.0% |
5 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-310 |
124-300 |
124-290 |
|
| R3 |
124-310 |
124-300 |
124-290 |
|
| R2 |
124-310 |
124-310 |
124-290 |
|
| R1 |
124-300 |
124-300 |
124-290 |
124-305 |
| PP |
124-310 |
124-310 |
124-310 |
124-312 |
| S1 |
124-300 |
124-300 |
124-290 |
124-305 |
| S2 |
124-310 |
124-310 |
124-290 |
|
| S3 |
124-310 |
124-300 |
124-290 |
|
| S4 |
124-310 |
124-300 |
124-290 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-307 |
125-173 |
124-070 |
|
| R3 |
125-107 |
124-293 |
124-015 |
|
| R2 |
124-227 |
124-227 |
123-317 |
|
| R1 |
124-093 |
124-093 |
123-298 |
124-060 |
| PP |
124-027 |
124-027 |
124-027 |
124-010 |
| S1 |
123-213 |
123-213 |
123-262 |
123-180 |
| S2 |
123-147 |
123-147 |
123-243 |
|
| S3 |
122-267 |
123-013 |
123-225 |
|
| S4 |
122-067 |
122-133 |
123-170 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-000 |
|
2.618 |
125-000 |
|
1.618 |
125-000 |
|
1.000 |
125-000 |
|
0.618 |
125-000 |
|
HIGH |
125-000 |
|
0.618 |
125-000 |
|
0.500 |
125-000 |
|
0.382 |
125-000 |
|
LOW |
125-000 |
|
0.618 |
125-000 |
|
1.000 |
125-000 |
|
1.618 |
125-000 |
|
2.618 |
125-000 |
|
4.250 |
125-000 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-000 |
124-228 |
| PP |
124-310 |
124-167 |
| S1 |
124-300 |
124-105 |
|