ECBOT 10 Year T-Note Future March 2011
| 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 |
125-040 |
124-240 |
-0-120 |
-0.3% |
124-160 |
| High |
125-040 |
124-240 |
-0-120 |
-0.3% |
124-160 |
| Low |
125-020 |
124-240 |
-0-100 |
-0.2% |
123-280 |
| Close |
124-140 |
124-240 |
0-100 |
0.3% |
123-280 |
| Range |
0-020 |
0-000 |
-0-020 |
-100.0% |
0-200 |
| ATR |
0-130 |
0-128 |
-0-002 |
-1.6% |
0-000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
5 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-240 |
124-240 |
124-240 |
|
| R3 |
124-240 |
124-240 |
124-240 |
|
| R2 |
124-240 |
124-240 |
124-240 |
|
| R1 |
124-240 |
124-240 |
124-240 |
124-240 |
| PP |
124-240 |
124-240 |
124-240 |
124-240 |
| S1 |
124-240 |
124-240 |
124-240 |
124-240 |
| S2 |
124-240 |
124-240 |
124-240 |
|
| S3 |
124-240 |
124-240 |
124-240 |
|
| S4 |
124-240 |
124-240 |
124-240 |
|
|
| 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 |
124-240 |
|
2.618 |
124-240 |
|
1.618 |
124-240 |
|
1.000 |
124-240 |
|
0.618 |
124-240 |
|
HIGH |
124-240 |
|
0.618 |
124-240 |
|
0.500 |
124-240 |
|
0.382 |
124-240 |
|
LOW |
124-240 |
|
0.618 |
124-240 |
|
1.000 |
124-240 |
|
1.618 |
124-240 |
|
2.618 |
124-240 |
|
4.250 |
124-240 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-240 |
124-300 |
| PP |
124-240 |
124-280 |
| S1 |
124-240 |
124-260 |
|