ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
124-275 |
125-260 |
0-305 |
0.8% |
125-035 |
High |
125-275 |
126-015 |
0-060 |
0.1% |
126-210 |
Low |
124-255 |
125-095 |
0-160 |
0.4% |
124-195 |
Close |
125-265 |
125-135 |
-0-130 |
-0.3% |
125-000 |
Range |
1-020 |
0-240 |
-0-100 |
-29.4% |
2-015 |
ATR |
0-263 |
0-261 |
-0-002 |
-0.6% |
0-000 |
Volume |
94,834 |
35,459 |
-59,375 |
-62.6% |
1,985,566 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-268 |
127-122 |
125-267 |
|
R3 |
127-028 |
126-202 |
125-201 |
|
R2 |
126-108 |
126-108 |
125-179 |
|
R1 |
125-282 |
125-282 |
125-157 |
125-235 |
PP |
125-188 |
125-188 |
125-188 |
125-165 |
S1 |
125-042 |
125-042 |
125-113 |
124-315 |
S2 |
124-268 |
124-268 |
125-091 |
|
S3 |
124-028 |
124-122 |
125-069 |
|
S4 |
123-108 |
123-202 |
125-003 |
|
|
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 |
126-160 |
124-195 |
1-285 |
1.5% |
0-292 |
0.7% |
43% |
False |
False |
96,827 |
10 |
126-280 |
124-195 |
2-085 |
1.8% |
0-298 |
0.7% |
36% |
False |
False |
743,068 |
20 |
126-280 |
124-195 |
2-085 |
1.8% |
0-257 |
0.6% |
36% |
False |
False |
910,319 |
40 |
126-280 |
121-145 |
5-135 |
4.3% |
0-237 |
0.6% |
73% |
False |
False |
985,092 |
60 |
126-280 |
119-240 |
7-040 |
5.7% |
0-228 |
0.6% |
80% |
False |
False |
992,275 |
80 |
126-280 |
118-080 |
8-200 |
6.9% |
0-244 |
0.6% |
83% |
False |
False |
927,096 |
100 |
126-280 |
115-000 |
11-280 |
9.5% |
0-247 |
0.6% |
88% |
False |
False |
742,992 |
120 |
126-280 |
113-150 |
13-130 |
10.7% |
0-223 |
0.6% |
89% |
False |
False |
619,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-075 |
2.618 |
128-003 |
1.618 |
127-083 |
1.000 |
126-255 |
0.618 |
126-163 |
HIGH |
126-015 |
0.618 |
125-243 |
0.500 |
125-215 |
0.382 |
125-187 |
LOW |
125-095 |
0.618 |
124-267 |
1.000 |
124-175 |
1.618 |
124-027 |
2.618 |
123-107 |
4.250 |
122-035 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
125-215 |
125-125 |
PP |
125-188 |
125-115 |
S1 |
125-162 |
125-105 |
|