ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
125-160 |
124-275 |
-0-205 |
-0.5% |
125-035 |
High |
125-225 |
125-275 |
0-050 |
0.1% |
126-210 |
Low |
124-195 |
124-255 |
0-060 |
0.2% |
124-195 |
Close |
125-000 |
125-265 |
0-265 |
0.7% |
125-000 |
Range |
1-030 |
1-020 |
-0-010 |
-2.9% |
2-015 |
ATR |
0-257 |
0-263 |
0-006 |
2.3% |
0-000 |
Volume |
90,169 |
94,834 |
4,665 |
5.2% |
1,985,566 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-218 |
128-102 |
126-132 |
|
R3 |
127-198 |
127-082 |
126-038 |
|
R2 |
126-178 |
126-178 |
126-007 |
|
R1 |
126-062 |
126-062 |
125-296 |
126-120 |
PP |
125-158 |
125-158 |
125-158 |
125-188 |
S1 |
125-042 |
125-042 |
125-234 |
125-100 |
S2 |
124-138 |
124-138 |
125-203 |
|
S3 |
123-118 |
124-022 |
125-172 |
|
S4 |
122-098 |
123-002 |
125-078 |
|
|
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% |
0-279 |
0.7% |
60% |
False |
False |
178,258 |
10 |
126-280 |
124-195 |
2-085 |
1.8% |
0-308 |
0.8% |
54% |
False |
False |
887,660 |
20 |
126-280 |
124-095 |
2-185 |
2.0% |
0-260 |
0.6% |
59% |
False |
False |
967,992 |
40 |
126-280 |
121-145 |
5-135 |
4.3% |
0-238 |
0.6% |
81% |
False |
False |
1,004,147 |
60 |
126-280 |
119-235 |
7-045 |
5.7% |
0-227 |
0.6% |
85% |
False |
False |
1,007,988 |
80 |
126-280 |
118-000 |
8-280 |
7.1% |
0-244 |
0.6% |
88% |
False |
False |
926,968 |
100 |
126-280 |
115-000 |
11-280 |
9.4% |
0-247 |
0.6% |
91% |
False |
False |
742,649 |
120 |
126-280 |
113-150 |
13-130 |
10.7% |
0-221 |
0.5% |
92% |
False |
False |
619,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-120 |
2.618 |
128-205 |
1.618 |
127-185 |
1.000 |
126-295 |
0.618 |
126-165 |
HIGH |
125-275 |
0.618 |
125-145 |
0.500 |
125-105 |
0.382 |
125-065 |
LOW |
124-255 |
0.618 |
124-045 |
1.000 |
123-235 |
1.618 |
123-025 |
2.618 |
122-005 |
4.250 |
120-090 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
125-212 |
125-205 |
PP |
125-158 |
125-145 |
S1 |
125-105 |
125-085 |
|