ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
124-180 |
123-280 |
-0-220 |
-0.6% |
123-310 |
High |
124-300 |
124-290 |
-0-010 |
0.0% |
125-270 |
Low |
123-210 |
123-250 |
0-040 |
0.1% |
123-210 |
Close |
124-010 |
124-270 |
0-260 |
0.7% |
124-010 |
Range |
1-090 |
1-040 |
-0-050 |
-12.2% |
2-060 |
ATR |
0-256 |
0-264 |
0-007 |
2.9% |
0-000 |
Volume |
1,087,896 |
1,327,998 |
240,102 |
22.1% |
5,716,039 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-283 |
127-157 |
125-148 |
|
R3 |
126-243 |
126-117 |
125-049 |
|
R2 |
125-203 |
125-203 |
125-016 |
|
R1 |
125-077 |
125-077 |
124-303 |
125-140 |
PP |
124-163 |
124-163 |
124-163 |
124-195 |
S1 |
124-037 |
124-037 |
124-237 |
124-100 |
S2 |
123-123 |
123-123 |
124-204 |
|
S3 |
122-083 |
122-317 |
124-171 |
|
S4 |
121-043 |
121-277 |
124-072 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-023 |
129-237 |
125-075 |
|
R3 |
128-283 |
127-177 |
124-202 |
|
R2 |
126-223 |
126-223 |
124-138 |
|
R1 |
125-117 |
125-117 |
124-074 |
126-010 |
PP |
124-163 |
124-163 |
124-163 |
124-270 |
S1 |
123-057 |
123-057 |
123-266 |
123-270 |
S2 |
122-103 |
122-103 |
123-202 |
|
S3 |
120-043 |
120-317 |
123-138 |
|
S4 |
117-303 |
118-257 |
122-265 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-270 |
123-210 |
2-060 |
1.8% |
0-300 |
0.8% |
54% |
False |
False |
1,209,109 |
10 |
126-030 |
123-210 |
2-140 |
2.0% |
1-004 |
0.8% |
49% |
False |
False |
872,120 |
20 |
126-030 |
123-150 |
2-200 |
2.1% |
0-261 |
0.7% |
52% |
False |
False |
456,627 |
40 |
126-030 |
120-170 |
5-180 |
4.5% |
0-220 |
0.5% |
78% |
False |
False |
230,064 |
60 |
126-030 |
118-220 |
7-130 |
5.9% |
0-182 |
0.5% |
83% |
False |
False |
153,440 |
80 |
126-030 |
117-090 |
8-260 |
7.1% |
0-147 |
0.4% |
86% |
False |
False |
115,086 |
100 |
126-030 |
113-050 |
12-300 |
10.4% |
0-127 |
0.3% |
90% |
False |
False |
92,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-220 |
2.618 |
127-272 |
1.618 |
126-232 |
1.000 |
126-010 |
0.618 |
125-192 |
HIGH |
124-290 |
0.618 |
124-152 |
0.500 |
124-110 |
0.382 |
124-068 |
LOW |
123-250 |
0.618 |
123-028 |
1.000 |
122-210 |
1.618 |
121-308 |
2.618 |
120-268 |
4.250 |
119-000 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
124-217 |
124-215 |
PP |
124-163 |
124-160 |
S1 |
124-110 |
124-105 |
|