ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
124-270 |
125-105 |
0-155 |
0.4% |
124-275 |
| High |
125-160 |
125-205 |
0-045 |
0.1% |
126-015 |
| Low |
124-270 |
125-020 |
0-070 |
0.2% |
124-075 |
| Close |
125-145 |
125-070 |
-0-075 |
-0.2% |
124-135 |
| Range |
0-210 |
0-185 |
-0-025 |
-11.9% |
1-260 |
| ATR |
0-263 |
0-258 |
-0-006 |
-2.1% |
0-000 |
| Volume |
8,287 |
11,959 |
3,672 |
44.3% |
189,766 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-013 |
126-227 |
125-172 |
|
| R3 |
126-148 |
126-042 |
125-121 |
|
| R2 |
125-283 |
125-283 |
125-104 |
|
| R1 |
125-177 |
125-177 |
125-087 |
125-138 |
| PP |
125-098 |
125-098 |
125-098 |
125-079 |
| S1 |
124-312 |
124-312 |
125-053 |
124-272 |
| S2 |
124-233 |
124-233 |
125-036 |
|
| S3 |
124-048 |
124-127 |
125-019 |
|
| S4 |
123-183 |
123-262 |
124-288 |
|
|
| 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 |
125-210 |
124-000 |
1-210 |
1.3% |
0-254 |
0.6% |
74% |
False |
False |
18,072 |
| 10 |
126-160 |
124-000 |
2-160 |
2.0% |
0-273 |
0.7% |
49% |
False |
False |
57,449 |
| 20 |
126-280 |
124-000 |
2-280 |
2.3% |
0-274 |
0.7% |
42% |
False |
False |
654,443 |
| 40 |
126-280 |
122-065 |
4-215 |
3.7% |
0-238 |
0.6% |
65% |
False |
False |
845,634 |
| 60 |
126-280 |
120-025 |
6-255 |
5.4% |
0-230 |
0.6% |
76% |
False |
False |
919,030 |
| 80 |
126-280 |
118-260 |
8-020 |
6.4% |
0-239 |
0.6% |
79% |
False |
False |
924,485 |
| 100 |
126-280 |
115-000 |
11-280 |
9.5% |
0-252 |
0.6% |
86% |
False |
False |
743,807 |
| 120 |
126-280 |
113-150 |
13-130 |
10.7% |
0-230 |
0.6% |
88% |
False |
False |
620,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-031 |
|
2.618 |
127-049 |
|
1.618 |
126-184 |
|
1.000 |
126-070 |
|
0.618 |
125-319 |
|
HIGH |
125-205 |
|
0.618 |
125-134 |
|
0.500 |
125-112 |
|
0.382 |
125-091 |
|
LOW |
125-020 |
|
0.618 |
124-226 |
|
1.000 |
124-155 |
|
1.618 |
124-041 |
|
2.618 |
123-176 |
|
4.250 |
122-194 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-112 |
125-028 |
| PP |
125-098 |
124-305 |
| S1 |
125-084 |
124-262 |
|