ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
124-280 |
124-130 |
-0-150 |
-0.4% |
123-310 |
High |
125-035 |
124-230 |
-0-125 |
-0.3% |
125-270 |
Low |
124-100 |
123-190 |
-0-230 |
-0.6% |
123-210 |
Close |
124-140 |
123-200 |
-0-260 |
-0.7% |
124-010 |
Range |
0-255 |
1-040 |
0-105 |
41.2% |
2-060 |
ATR |
0-263 |
0-270 |
0-007 |
2.6% |
0-000 |
Volume |
1,075,498 |
1,257,195 |
181,697 |
16.9% |
5,716,039 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-113 |
126-197 |
124-078 |
|
R3 |
126-073 |
125-157 |
123-299 |
|
R2 |
125-033 |
125-033 |
123-266 |
|
R1 |
124-117 |
124-117 |
123-233 |
124-055 |
PP |
123-313 |
123-313 |
123-313 |
123-282 |
S1 |
123-077 |
123-077 |
123-167 |
123-015 |
S2 |
122-273 |
122-273 |
123-134 |
|
S3 |
121-233 |
122-037 |
123-101 |
|
S4 |
120-193 |
120-317 |
123-002 |
|
|
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 |
125-035 |
123-190 |
1-165 |
1.2% |
0-309 |
0.8% |
2% |
False |
True |
1,261,711 |
10 |
125-270 |
123-190 |
2-080 |
1.8% |
0-318 |
0.8% |
1% |
False |
True |
1,062,363 |
20 |
126-030 |
123-190 |
2-160 |
2.0% |
0-270 |
0.7% |
1% |
False |
True |
572,147 |
40 |
126-030 |
121-110 |
4-240 |
3.8% |
0-223 |
0.6% |
48% |
False |
False |
288,375 |
60 |
126-030 |
118-220 |
7-130 |
6.0% |
0-193 |
0.5% |
67% |
False |
False |
192,318 |
80 |
126-030 |
117-140 |
8-210 |
7.0% |
0-155 |
0.4% |
71% |
False |
False |
144,244 |
100 |
126-030 |
113-050 |
12-300 |
10.5% |
0-134 |
0.3% |
81% |
False |
False |
115,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-160 |
2.618 |
127-212 |
1.618 |
126-172 |
1.000 |
125-270 |
0.618 |
125-132 |
HIGH |
124-230 |
0.618 |
124-092 |
0.500 |
124-050 |
0.382 |
124-008 |
LOW |
123-190 |
0.618 |
122-288 |
1.000 |
122-150 |
1.618 |
121-248 |
2.618 |
120-208 |
4.250 |
118-260 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
124-050 |
124-112 |
PP |
123-313 |
124-035 |
S1 |
123-257 |
123-278 |
|