ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
124-240 |
124-100 |
-0-140 |
-0.4% |
123-250 |
| High |
124-240 |
124-160 |
-0-080 |
-0.2% |
125-040 |
| Low |
124-240 |
124-100 |
-0-140 |
-0.4% |
123-210 |
| Close |
124-240 |
123-220 |
-1-020 |
-0.9% |
123-220 |
| Range |
0-000 |
0-060 |
0-060 |
|
1-150 |
| ATR |
0-128 |
0-129 |
0-001 |
0.7% |
0-000 |
| Volume |
3 |
3 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-233 |
124-127 |
123-253 |
|
| R3 |
124-173 |
124-067 |
123-236 |
|
| R2 |
124-113 |
124-113 |
123-231 |
|
| R1 |
124-007 |
124-007 |
123-226 |
124-030 |
| PP |
124-053 |
124-053 |
124-053 |
124-065 |
| S1 |
123-267 |
123-267 |
123-214 |
123-290 |
| S2 |
123-313 |
123-313 |
123-209 |
|
| S3 |
123-253 |
123-207 |
123-204 |
|
| S4 |
123-193 |
123-147 |
123-187 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-180 |
127-190 |
124-158 |
|
| R3 |
127-030 |
126-040 |
124-029 |
|
| R2 |
125-200 |
125-200 |
123-306 |
|
| R1 |
124-210 |
124-210 |
123-263 |
124-130 |
| PP |
124-050 |
124-050 |
124-050 |
124-010 |
| S1 |
123-060 |
123-060 |
123-177 |
122-300 |
| S2 |
122-220 |
122-220 |
123-134 |
|
| S3 |
121-070 |
121-230 |
123-091 |
|
| S4 |
119-240 |
120-080 |
122-282 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-095 |
|
2.618 |
124-317 |
|
1.618 |
124-257 |
|
1.000 |
124-220 |
|
0.618 |
124-197 |
|
HIGH |
124-160 |
|
0.618 |
124-137 |
|
0.500 |
124-130 |
|
0.382 |
124-123 |
|
LOW |
124-100 |
|
0.618 |
124-063 |
|
1.000 |
124-040 |
|
1.618 |
124-003 |
|
2.618 |
123-263 |
|
4.250 |
123-165 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-130 |
124-230 |
| PP |
124-053 |
124-120 |
| S1 |
123-297 |
124-010 |
|