ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
125-255 |
125-160 |
-0-095 |
-0.2% |
125-035 |
High |
125-295 |
125-225 |
-0-070 |
-0.2% |
126-210 |
Low |
125-135 |
124-195 |
-0-260 |
-0.6% |
124-195 |
Close |
125-160 |
125-000 |
-0-160 |
-0.4% |
125-000 |
Range |
0-160 |
1-030 |
0-190 |
118.8% |
2-015 |
ATR |
0-250 |
0-257 |
0-007 |
2.9% |
0-000 |
Volume |
74,483 |
90,169 |
15,686 |
21.1% |
1,985,566 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-123 |
127-252 |
125-192 |
|
R3 |
127-093 |
126-222 |
125-096 |
|
R2 |
126-063 |
126-063 |
125-064 |
|
R1 |
125-192 |
125-192 |
125-032 |
125-112 |
PP |
125-033 |
125-033 |
125-033 |
124-314 |
S1 |
124-162 |
124-162 |
124-288 |
124-082 |
S2 |
124-003 |
124-003 |
124-256 |
|
S3 |
122-293 |
123-132 |
124-224 |
|
S4 |
121-263 |
122-102 |
124-128 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-180 |
130-105 |
126-040 |
|
R3 |
129-165 |
128-090 |
125-180 |
|
R2 |
127-150 |
127-150 |
125-120 |
|
R1 |
126-075 |
126-075 |
125-060 |
125-265 |
PP |
125-135 |
125-135 |
125-135 |
125-070 |
S1 |
124-060 |
124-060 |
124-260 |
123-250 |
S2 |
123-120 |
123-120 |
124-200 |
|
S3 |
121-105 |
122-045 |
124-140 |
|
S4 |
119-090 |
120-030 |
123-280 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-210 |
124-195 |
2-015 |
1.6% |
0-297 |
0.7% |
19% |
False |
True |
397,113 |
10 |
126-280 |
124-195 |
2-085 |
1.8% |
0-290 |
0.7% |
17% |
False |
True |
953,468 |
20 |
126-280 |
124-095 |
2-185 |
2.1% |
0-248 |
0.6% |
27% |
False |
False |
991,738 |
40 |
126-280 |
121-145 |
5-135 |
4.3% |
0-233 |
0.6% |
65% |
False |
False |
1,018,646 |
60 |
126-280 |
119-235 |
7-045 |
5.7% |
0-226 |
0.6% |
74% |
False |
False |
1,025,829 |
80 |
126-280 |
117-140 |
9-140 |
7.6% |
0-243 |
0.6% |
80% |
False |
False |
925,945 |
100 |
126-280 |
114-260 |
12-020 |
9.7% |
0-244 |
0.6% |
84% |
False |
False |
741,711 |
120 |
126-280 |
113-150 |
13-130 |
10.7% |
0-219 |
0.5% |
86% |
False |
False |
618,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-112 |
2.618 |
128-181 |
1.618 |
127-151 |
1.000 |
126-255 |
0.618 |
126-121 |
HIGH |
125-225 |
0.618 |
125-091 |
0.500 |
125-050 |
0.382 |
125-009 |
LOW |
124-195 |
0.618 |
123-299 |
1.000 |
123-165 |
1.618 |
122-269 |
2.618 |
121-239 |
4.250 |
119-308 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
125-050 |
125-178 |
PP |
125-033 |
125-118 |
S1 |
125-017 |
125-059 |
|