ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
124-205 |
124-085 |
-0-120 |
-0.3% |
124-275 |
| High |
124-290 |
125-010 |
0-040 |
0.1% |
126-015 |
| Low |
124-075 |
124-000 |
-0-075 |
-0.2% |
124-075 |
| Close |
124-135 |
124-300 |
0-165 |
0.4% |
124-135 |
| Range |
0-215 |
1-010 |
0-115 |
53.5% |
1-260 |
| ATR |
0-263 |
0-268 |
0-005 |
1.8% |
0-000 |
| Volume |
23,350 |
10,642 |
-12,708 |
-54.4% |
189,766 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-240 |
127-120 |
125-162 |
|
| R3 |
126-230 |
126-110 |
125-071 |
|
| R2 |
125-220 |
125-220 |
125-040 |
|
| R1 |
125-100 |
125-100 |
125-010 |
125-160 |
| PP |
124-210 |
124-210 |
124-210 |
124-240 |
| S1 |
124-090 |
124-090 |
124-270 |
124-150 |
| S2 |
123-200 |
123-200 |
124-240 |
|
| S3 |
122-190 |
123-080 |
124-209 |
|
| S4 |
121-180 |
122-070 |
124-118 |
|
|
| 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 |
124-000 |
2-015 |
1.6% |
0-291 |
0.7% |
46% |
False |
True |
40,081 |
| 10 |
126-210 |
124-000 |
2-210 |
2.1% |
0-294 |
0.7% |
35% |
False |
True |
218,597 |
| 20 |
126-280 |
124-000 |
2-280 |
2.3% |
0-276 |
0.7% |
33% |
False |
True |
751,413 |
| 40 |
126-280 |
122-065 |
4-215 |
3.7% |
0-238 |
0.6% |
59% |
False |
False |
891,251 |
| 60 |
126-280 |
119-240 |
7-040 |
5.7% |
0-230 |
0.6% |
73% |
False |
False |
948,567 |
| 80 |
126-280 |
118-260 |
8-020 |
6.5% |
0-244 |
0.6% |
76% |
False |
False |
927,068 |
| 100 |
126-280 |
115-000 |
11-280 |
9.5% |
0-252 |
0.6% |
84% |
False |
False |
743,650 |
| 120 |
126-280 |
113-150 |
13-130 |
10.7% |
0-229 |
0.6% |
86% |
False |
False |
619,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-132 |
|
2.618 |
127-234 |
|
1.618 |
126-224 |
|
1.000 |
126-020 |
|
0.618 |
125-214 |
|
HIGH |
125-010 |
|
0.618 |
124-204 |
|
0.500 |
124-165 |
|
0.382 |
124-126 |
|
LOW |
124-000 |
|
0.618 |
123-116 |
|
1.000 |
122-310 |
|
1.618 |
122-106 |
|
2.618 |
121-096 |
|
4.250 |
119-198 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-255 |
124-288 |
| PP |
124-210 |
124-277 |
| S1 |
124-165 |
124-265 |
|