ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
126-160 |
125-255 |
-0-225 |
-0.6% |
125-155 |
High |
126-160 |
125-295 |
-0-185 |
-0.5% |
126-280 |
Low |
125-110 |
125-135 |
0-025 |
0.1% |
125-025 |
Close |
125-235 |
125-160 |
-0-075 |
-0.2% |
125-060 |
Range |
1-050 |
0-160 |
-0-210 |
-56.8% |
1-255 |
ATR |
0-257 |
0-250 |
-0-007 |
-2.7% |
0-000 |
Volume |
189,190 |
74,483 |
-114,707 |
-60.6% |
7,549,115 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-037 |
126-258 |
125-248 |
|
R3 |
126-197 |
126-098 |
125-204 |
|
R2 |
126-037 |
126-037 |
125-189 |
|
R1 |
125-258 |
125-258 |
125-175 |
125-228 |
PP |
125-197 |
125-197 |
125-197 |
125-181 |
S1 |
125-098 |
125-098 |
125-145 |
125-068 |
S2 |
125-037 |
125-037 |
125-131 |
|
S3 |
124-197 |
124-258 |
125-116 |
|
S4 |
124-037 |
124-098 |
125-072 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-033 |
129-302 |
126-056 |
|
R3 |
129-098 |
128-047 |
125-218 |
|
R2 |
127-163 |
127-163 |
125-165 |
|
R1 |
126-112 |
126-112 |
125-113 |
126-010 |
PP |
125-228 |
125-228 |
125-228 |
125-178 |
S1 |
124-177 |
124-177 |
125-007 |
124-075 |
S2 |
123-293 |
123-293 |
124-275 |
|
S3 |
122-038 |
122-242 |
124-222 |
|
S4 |
120-103 |
120-307 |
124-064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-210 |
124-295 |
1-235 |
1.4% |
0-313 |
0.8% |
33% |
False |
False |
761,634 |
10 |
126-280 |
124-295 |
1-305 |
1.6% |
0-281 |
0.7% |
30% |
False |
False |
1,038,731 |
20 |
126-280 |
123-250 |
3-030 |
2.5% |
0-244 |
0.6% |
56% |
False |
False |
1,048,683 |
40 |
126-280 |
121-145 |
5-135 |
4.3% |
0-227 |
0.6% |
75% |
False |
False |
1,044,722 |
60 |
126-280 |
119-235 |
7-045 |
5.7% |
0-226 |
0.6% |
81% |
False |
False |
1,041,648 |
80 |
126-280 |
117-140 |
9-140 |
7.5% |
0-240 |
0.6% |
85% |
False |
False |
924,903 |
100 |
126-280 |
114-260 |
12-020 |
9.6% |
0-242 |
0.6% |
89% |
False |
False |
740,815 |
120 |
126-280 |
113-150 |
13-130 |
10.7% |
0-216 |
0.5% |
90% |
False |
False |
617,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-015 |
2.618 |
127-074 |
1.618 |
126-234 |
1.000 |
126-135 |
0.618 |
126-074 |
HIGH |
125-295 |
0.618 |
125-234 |
0.500 |
125-215 |
0.382 |
125-196 |
LOW |
125-135 |
0.618 |
125-036 |
1.000 |
124-295 |
1.618 |
124-196 |
2.618 |
124-036 |
4.250 |
123-095 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
125-215 |
126-000 |
PP |
125-197 |
125-267 |
S1 |
125-178 |
125-213 |
|