ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
124-130 |
123-205 |
-0-245 |
-0.6% |
123-280 |
High |
124-230 |
123-290 |
-0-260 |
-0.7% |
125-035 |
Low |
123-190 |
123-060 |
-0-130 |
-0.3% |
123-060 |
Close |
123-200 |
123-125 |
-0-075 |
-0.2% |
123-125 |
Range |
1-040 |
0-230 |
-0-130 |
-36.1% |
1-295 |
ATR |
0-270 |
0-267 |
-0-003 |
-1.1% |
0-000 |
Volume |
1,257,195 |
993,334 |
-263,861 |
-21.0% |
4,654,025 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-208 |
125-077 |
123-252 |
|
R3 |
124-298 |
124-167 |
123-188 |
|
R2 |
124-068 |
124-068 |
123-167 |
|
R1 |
123-257 |
123-257 |
123-146 |
123-208 |
PP |
123-158 |
123-158 |
123-158 |
123-134 |
S1 |
123-027 |
123-027 |
123-104 |
122-298 |
S2 |
122-248 |
122-248 |
123-083 |
|
S3 |
122-018 |
122-117 |
123-062 |
|
S4 |
121-108 |
121-207 |
122-318 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-212 |
128-143 |
124-143 |
|
R3 |
127-237 |
126-168 |
123-294 |
|
R2 |
125-262 |
125-262 |
123-238 |
|
R1 |
124-193 |
124-193 |
123-181 |
124-080 |
PP |
123-287 |
123-287 |
123-287 |
123-230 |
S1 |
122-218 |
122-218 |
123-069 |
122-105 |
S2 |
121-312 |
121-312 |
123-012 |
|
S3 |
120-017 |
120-243 |
122-276 |
|
S4 |
118-042 |
118-268 |
122-107 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-035 |
123-060 |
1-295 |
1.6% |
1-003 |
0.8% |
11% |
False |
True |
1,148,384 |
10 |
125-270 |
123-060 |
2-210 |
2.2% |
1-006 |
0.8% |
8% |
False |
True |
1,107,877 |
20 |
126-030 |
123-060 |
2-290 |
2.4% |
0-274 |
0.7% |
7% |
False |
True |
621,033 |
40 |
126-030 |
121-110 |
4-240 |
3.8% |
0-225 |
0.6% |
43% |
False |
False |
313,179 |
60 |
126-030 |
118-220 |
7-130 |
6.0% |
0-197 |
0.5% |
64% |
False |
False |
208,874 |
80 |
126-030 |
117-140 |
8-210 |
7.0% |
0-157 |
0.4% |
69% |
False |
False |
156,661 |
100 |
126-030 |
113-050 |
12-300 |
10.5% |
0-136 |
0.3% |
79% |
False |
False |
125,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-308 |
2.618 |
125-252 |
1.618 |
125-022 |
1.000 |
124-200 |
0.618 |
124-112 |
HIGH |
123-290 |
0.618 |
123-202 |
0.500 |
123-175 |
0.382 |
123-148 |
LOW |
123-060 |
0.618 |
122-238 |
1.000 |
122-150 |
1.618 |
122-008 |
2.618 |
121-098 |
4.250 |
120-042 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
123-175 |
124-048 |
PP |
123-158 |
123-287 |
S1 |
123-142 |
123-206 |
|