ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
125-105 |
125-135 |
0-030 |
0.1% |
124-275 |
High |
125-205 |
125-170 |
-0-035 |
-0.1% |
126-015 |
Low |
125-020 |
124-245 |
-0-095 |
-0.2% |
124-075 |
Close |
125-070 |
125-000 |
-0-070 |
-0.2% |
124-135 |
Range |
0-185 |
0-245 |
0-060 |
32.4% |
1-260 |
ATR |
0-258 |
0-257 |
-0-001 |
-0.4% |
0-000 |
Volume |
11,959 |
10,428 |
-1,531 |
-12.8% |
189,766 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-127 |
126-308 |
125-135 |
|
R3 |
126-202 |
126-063 |
125-067 |
|
R2 |
125-277 |
125-277 |
125-045 |
|
R1 |
125-138 |
125-138 |
125-022 |
125-085 |
PP |
125-032 |
125-032 |
125-032 |
125-005 |
S1 |
124-213 |
124-213 |
124-298 |
124-160 |
S2 |
124-107 |
124-107 |
124-275 |
|
S3 |
123-182 |
123-288 |
124-253 |
|
S4 |
122-257 |
123-043 |
124-185 |
|
|
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 |
125-205 |
124-000 |
1-205 |
1.3% |
0-237 |
0.6% |
61% |
False |
False |
12,933 |
10 |
126-015 |
124-000 |
2-015 |
1.6% |
0-260 |
0.7% |
49% |
False |
False |
39,573 |
20 |
126-280 |
124-000 |
2-280 |
2.3% |
0-278 |
0.7% |
35% |
False |
False |
607,201 |
40 |
126-280 |
122-065 |
4-215 |
3.7% |
0-239 |
0.6% |
60% |
False |
False |
819,215 |
60 |
126-280 |
120-245 |
6-035 |
4.9% |
0-230 |
0.6% |
69% |
False |
False |
903,791 |
80 |
126-280 |
118-260 |
8-020 |
6.5% |
0-240 |
0.6% |
77% |
False |
False |
922,206 |
100 |
126-280 |
115-110 |
11-170 |
9.2% |
0-253 |
0.6% |
84% |
False |
False |
743,901 |
120 |
126-280 |
113-150 |
13-130 |
10.7% |
0-232 |
0.6% |
86% |
False |
False |
620,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-251 |
2.618 |
127-171 |
1.618 |
126-246 |
1.000 |
126-095 |
0.618 |
126-001 |
HIGH |
125-170 |
0.618 |
125-076 |
0.500 |
125-048 |
0.382 |
125-019 |
LOW |
124-245 |
0.618 |
124-094 |
1.000 |
124-000 |
1.618 |
123-169 |
2.618 |
122-244 |
4.250 |
121-164 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
125-048 |
125-065 |
PP |
125-032 |
125-043 |
S1 |
125-016 |
125-022 |
|