ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
125-140 |
124-205 |
-0-255 |
-0.6% |
124-275 |
High |
125-210 |
124-290 |
-0-240 |
-0.6% |
126-015 |
Low |
124-200 |
124-075 |
-0-125 |
-0.3% |
124-075 |
Close |
124-210 |
124-135 |
-0-075 |
-0.2% |
124-135 |
Range |
1-010 |
0-215 |
-0-115 |
-34.8% |
1-260 |
ATR |
0-266 |
0-263 |
-0-004 |
-1.4% |
0-000 |
Volume |
36,123 |
23,350 |
-12,773 |
-35.4% |
189,766 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-172 |
126-048 |
124-253 |
|
R3 |
125-277 |
125-153 |
124-194 |
|
R2 |
125-062 |
125-062 |
124-174 |
|
R1 |
124-258 |
124-258 |
124-155 |
124-212 |
PP |
124-167 |
124-167 |
124-167 |
124-144 |
S1 |
124-043 |
124-043 |
124-115 |
123-318 |
S2 |
123-272 |
123-272 |
124-096 |
|
S3 |
123-057 |
123-148 |
124-076 |
|
S4 |
122-162 |
122-253 |
124-017 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-108 |
129-062 |
125-134 |
|
R3 |
128-168 |
127-122 |
124-294 |
|
R2 |
126-228 |
126-228 |
124-241 |
|
R1 |
125-182 |
125-182 |
124-188 |
125-075 |
PP |
124-288 |
124-288 |
124-288 |
124-235 |
S1 |
123-242 |
123-242 |
124-082 |
123-135 |
S2 |
123-028 |
123-028 |
124-029 |
|
S3 |
121-088 |
121-302 |
123-296 |
|
S4 |
119-148 |
120-042 |
123-136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-015 |
124-075 |
1-260 |
1.5% |
0-295 |
0.7% |
10% |
False |
True |
55,987 |
10 |
126-210 |
124-075 |
2-135 |
1.9% |
0-304 |
0.8% |
8% |
False |
True |
408,810 |
20 |
126-280 |
124-075 |
2-205 |
2.1% |
0-266 |
0.7% |
7% |
False |
True |
791,497 |
40 |
126-280 |
122-065 |
4-215 |
3.8% |
0-236 |
0.6% |
47% |
False |
False |
926,779 |
60 |
126-280 |
119-240 |
7-040 |
5.7% |
0-229 |
0.6% |
66% |
False |
False |
962,809 |
80 |
126-280 |
118-260 |
8-020 |
6.5% |
0-243 |
0.6% |
70% |
False |
False |
927,351 |
100 |
126-280 |
115-000 |
11-280 |
9.5% |
0-250 |
0.6% |
79% |
False |
False |
743,565 |
120 |
126-280 |
113-150 |
13-130 |
10.8% |
0-228 |
0.6% |
82% |
False |
False |
619,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-244 |
2.618 |
126-213 |
1.618 |
125-318 |
1.000 |
125-185 |
0.618 |
125-103 |
HIGH |
124-290 |
0.618 |
124-208 |
0.500 |
124-182 |
0.382 |
124-157 |
LOW |
124-075 |
0.618 |
123-262 |
1.000 |
123-180 |
1.618 |
123-047 |
2.618 |
122-152 |
4.250 |
121-121 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
124-182 |
125-045 |
PP |
124-167 |
124-288 |
S1 |
124-151 |
124-212 |
|