ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
125-135 |
124-280 |
-0-175 |
-0.4% |
124-085 |
| High |
125-170 |
125-130 |
-0-040 |
-0.1% |
125-205 |
| Low |
124-245 |
124-210 |
-0-035 |
-0.1% |
124-000 |
| Close |
125-000 |
125-075 |
0-075 |
0.2% |
125-075 |
| Range |
0-245 |
0-240 |
-0-005 |
-2.0% |
1-205 |
| ATR |
0-257 |
0-256 |
-0-001 |
-0.5% |
0-000 |
| Volume |
10,428 |
10,912 |
484 |
4.6% |
52,228 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-112 |
127-013 |
125-207 |
|
| R3 |
126-192 |
126-093 |
125-141 |
|
| R2 |
125-272 |
125-272 |
125-119 |
|
| R1 |
125-173 |
125-173 |
125-097 |
125-222 |
| PP |
125-032 |
125-032 |
125-032 |
125-056 |
| S1 |
124-253 |
124-253 |
125-053 |
124-302 |
| S2 |
124-112 |
124-112 |
125-031 |
|
| S3 |
123-192 |
124-013 |
125-009 |
|
| S4 |
122-272 |
123-093 |
124-263 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-282 |
129-063 |
126-044 |
|
| R3 |
128-077 |
127-178 |
125-219 |
|
| R2 |
126-192 |
126-192 |
125-171 |
|
| R1 |
125-293 |
125-293 |
125-123 |
126-082 |
| PP |
124-307 |
124-307 |
124-307 |
125-041 |
| S1 |
124-088 |
124-088 |
125-027 |
124-198 |
| S2 |
123-102 |
123-102 |
124-299 |
|
| S3 |
121-217 |
122-203 |
124-251 |
|
| S4 |
120-012 |
120-318 |
124-106 |
|
|
| 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% |
0-242 |
0.6% |
75% |
False |
False |
10,445 |
| 10 |
126-015 |
124-000 |
2-015 |
1.6% |
0-268 |
0.7% |
60% |
False |
False |
33,216 |
| 20 |
126-280 |
124-000 |
2-280 |
2.3% |
0-275 |
0.7% |
43% |
False |
False |
535,973 |
| 40 |
126-280 |
122-065 |
4-215 |
3.7% |
0-239 |
0.6% |
65% |
False |
False |
790,209 |
| 60 |
126-280 |
121-035 |
5-245 |
4.6% |
0-230 |
0.6% |
72% |
False |
False |
887,858 |
| 80 |
126-280 |
118-260 |
8-020 |
6.4% |
0-238 |
0.6% |
80% |
False |
False |
917,233 |
| 100 |
126-280 |
115-210 |
11-070 |
9.0% |
0-252 |
0.6% |
85% |
False |
False |
743,989 |
| 120 |
126-280 |
113-150 |
13-130 |
10.7% |
0-233 |
0.6% |
88% |
False |
False |
620,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-190 |
|
2.618 |
127-118 |
|
1.618 |
126-198 |
|
1.000 |
126-050 |
|
0.618 |
125-278 |
|
HIGH |
125-130 |
|
0.618 |
125-038 |
|
0.500 |
125-010 |
|
0.382 |
124-302 |
|
LOW |
124-210 |
|
0.618 |
124-062 |
|
1.000 |
123-290 |
|
1.618 |
123-142 |
|
2.618 |
122-222 |
|
4.250 |
121-150 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-053 |
125-066 |
| PP |
125-032 |
125-057 |
| S1 |
125-010 |
125-048 |
|