ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
125-260 |
125-140 |
-0-120 |
-0.3% |
125-035 |
High |
126-015 |
125-210 |
-0-125 |
-0.3% |
126-210 |
Low |
125-095 |
124-200 |
-0-215 |
-0.5% |
124-195 |
Close |
125-135 |
124-210 |
-0-245 |
-0.6% |
125-000 |
Range |
0-240 |
1-010 |
0-090 |
37.5% |
2-015 |
ATR |
0-261 |
0-266 |
0-005 |
1.9% |
0-000 |
Volume |
35,459 |
36,123 |
664 |
1.9% |
1,985,566 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-023 |
127-127 |
125-072 |
|
R3 |
127-013 |
126-117 |
124-301 |
|
R2 |
126-003 |
126-003 |
124-270 |
|
R1 |
125-107 |
125-107 |
124-240 |
125-050 |
PP |
124-313 |
124-313 |
124-313 |
124-285 |
S1 |
124-097 |
124-097 |
124-180 |
124-040 |
S2 |
123-303 |
123-303 |
124-150 |
|
S3 |
122-293 |
123-087 |
124-119 |
|
S4 |
121-283 |
122-077 |
124-028 |
|
|
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 |
126-015 |
124-195 |
1-140 |
1.2% |
0-284 |
0.7% |
3% |
False |
False |
66,213 |
10 |
126-210 |
124-195 |
2-015 |
1.6% |
0-298 |
0.7% |
2% |
False |
False |
564,295 |
20 |
126-280 |
124-195 |
2-085 |
1.8% |
0-264 |
0.7% |
2% |
False |
False |
847,299 |
40 |
126-280 |
121-300 |
4-300 |
4.0% |
0-239 |
0.6% |
55% |
False |
False |
958,931 |
60 |
126-280 |
119-240 |
7-040 |
5.7% |
0-229 |
0.6% |
69% |
False |
False |
978,575 |
80 |
126-280 |
118-080 |
8-200 |
6.9% |
0-244 |
0.6% |
74% |
False |
False |
927,259 |
100 |
126-280 |
115-000 |
11-280 |
9.5% |
0-248 |
0.6% |
81% |
False |
False |
743,339 |
120 |
126-280 |
113-150 |
13-130 |
10.8% |
0-226 |
0.6% |
83% |
False |
False |
619,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-012 |
2.618 |
128-114 |
1.618 |
127-104 |
1.000 |
126-220 |
0.618 |
126-094 |
HIGH |
125-210 |
0.618 |
125-084 |
0.500 |
125-045 |
0.382 |
125-006 |
LOW |
124-200 |
0.618 |
123-316 |
1.000 |
123-190 |
1.618 |
122-306 |
2.618 |
121-296 |
4.250 |
120-078 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
125-045 |
125-108 |
PP |
124-313 |
125-035 |
S1 |
124-262 |
124-282 |
|