ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
124-085 |
124-270 |
0-185 |
0.5% |
124-275 |
High |
125-010 |
125-160 |
0-150 |
0.4% |
126-015 |
Low |
124-000 |
124-270 |
0-270 |
0.7% |
124-075 |
Close |
124-300 |
125-145 |
0-165 |
0.4% |
124-135 |
Range |
1-010 |
0-210 |
-0-120 |
-36.4% |
1-260 |
ATR |
0-268 |
0-263 |
-0-004 |
-1.5% |
0-000 |
Volume |
10,642 |
8,287 |
-2,355 |
-22.1% |
189,766 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-075 |
127-000 |
125-260 |
|
R3 |
126-185 |
126-110 |
125-203 |
|
R2 |
125-295 |
125-295 |
125-184 |
|
R1 |
125-220 |
125-220 |
125-164 |
125-258 |
PP |
125-085 |
125-085 |
125-085 |
125-104 |
S1 |
125-010 |
125-010 |
125-126 |
125-048 |
S2 |
124-195 |
124-195 |
125-106 |
|
S3 |
123-305 |
124-120 |
125-087 |
|
S4 |
123-095 |
123-230 |
125-030 |
|
|
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% |
0-265 |
0.7% |
71% |
False |
False |
22,772 |
10 |
126-210 |
124-000 |
2-210 |
2.1% |
0-272 |
0.7% |
55% |
False |
False |
100,515 |
20 |
126-280 |
124-000 |
2-280 |
2.3% |
0-275 |
0.7% |
51% |
False |
False |
703,121 |
40 |
126-280 |
122-065 |
4-215 |
3.7% |
0-239 |
0.6% |
70% |
False |
False |
863,026 |
60 |
126-280 |
119-240 |
7-040 |
5.7% |
0-231 |
0.6% |
80% |
False |
False |
929,898 |
80 |
126-280 |
118-260 |
8-020 |
6.4% |
0-241 |
0.6% |
82% |
False |
False |
925,872 |
100 |
126-280 |
115-000 |
11-280 |
9.5% |
0-252 |
0.6% |
88% |
False |
False |
743,707 |
120 |
126-280 |
113-150 |
13-130 |
10.7% |
0-229 |
0.6% |
89% |
False |
False |
619,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-092 |
2.618 |
127-070 |
1.618 |
126-180 |
1.000 |
126-050 |
0.618 |
125-290 |
HIGH |
125-160 |
0.618 |
125-080 |
0.500 |
125-055 |
0.382 |
125-030 |
LOW |
124-270 |
0.618 |
124-140 |
1.000 |
124-060 |
1.618 |
123-250 |
2.618 |
123-040 |
4.250 |
122-018 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
125-115 |
125-070 |
PP |
125-085 |
124-315 |
S1 |
125-055 |
124-240 |
|