ECBOT 5 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 |
119-275 |
120-105 |
0-150 |
0.4% |
120-102 |
High |
120-132 |
120-255 |
0-123 |
0.3% |
120-317 |
Low |
119-267 |
120-102 |
0-155 |
0.4% |
119-290 |
Close |
120-125 |
120-242 |
0-117 |
0.3% |
120-002 |
Range |
0-185 |
0-153 |
-0-032 |
-17.3% |
1-027 |
ATR |
0-161 |
0-160 |
-0-001 |
-0.3% |
0-000 |
Volume |
5,080 |
3,427 |
-1,653 |
-32.5% |
98,515 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-019 |
121-283 |
121-006 |
|
R3 |
121-186 |
121-130 |
120-284 |
|
R2 |
121-033 |
121-033 |
120-270 |
|
R1 |
120-297 |
120-297 |
120-256 |
121-005 |
PP |
120-200 |
120-200 |
120-200 |
120-214 |
S1 |
120-144 |
120-144 |
120-228 |
120-172 |
S2 |
120-047 |
120-047 |
120-214 |
|
S3 |
119-214 |
119-311 |
120-200 |
|
S4 |
119-061 |
119-158 |
120-158 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-177 |
122-277 |
120-193 |
|
R3 |
122-150 |
121-250 |
120-097 |
|
R2 |
121-123 |
121-123 |
120-066 |
|
R1 |
120-223 |
120-223 |
120-034 |
120-160 |
PP |
120-096 |
120-096 |
120-096 |
120-065 |
S1 |
119-196 |
119-196 |
119-290 |
119-132 |
S2 |
119-069 |
119-069 |
119-258 |
|
S3 |
118-042 |
118-169 |
119-227 |
|
S4 |
117-015 |
117-142 |
119-131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-317 |
119-267 |
1-050 |
1.0% |
0-158 |
0.4% |
80% |
False |
False |
14,988 |
10 |
121-037 |
119-267 |
1-090 |
1.1% |
0-154 |
0.4% |
72% |
False |
False |
50,779 |
20 |
121-070 |
119-267 |
1-123 |
1.1% |
0-163 |
0.4% |
67% |
False |
False |
272,237 |
40 |
121-070 |
118-212 |
2-178 |
2.1% |
0-147 |
0.4% |
82% |
False |
False |
358,589 |
60 |
121-070 |
116-235 |
4-155 |
3.7% |
0-141 |
0.4% |
90% |
False |
False |
394,344 |
80 |
121-070 |
116-020 |
5-050 |
4.3% |
0-148 |
0.4% |
91% |
False |
False |
394,550 |
100 |
121-070 |
113-240 |
7-150 |
6.2% |
0-142 |
0.4% |
94% |
False |
False |
317,304 |
120 |
121-070 |
112-250 |
8-140 |
7.0% |
0-120 |
0.3% |
95% |
False |
False |
264,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-265 |
2.618 |
122-016 |
1.618 |
121-183 |
1.000 |
121-088 |
0.618 |
121-030 |
HIGH |
120-255 |
0.618 |
120-197 |
0.500 |
120-178 |
0.382 |
120-160 |
LOW |
120-102 |
0.618 |
120-007 |
1.000 |
119-269 |
1.618 |
119-174 |
2.618 |
119-021 |
4.250 |
118-092 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
120-221 |
120-195 |
PP |
120-200 |
120-148 |
S1 |
120-178 |
120-101 |
|