ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
123-205 |
123-110 |
-0-095 |
-0.2% |
123-280 |
High |
123-290 |
124-010 |
0-040 |
0.1% |
125-035 |
Low |
123-060 |
122-300 |
-0-080 |
-0.2% |
123-060 |
Close |
123-125 |
123-290 |
0-165 |
0.4% |
123-125 |
Range |
0-230 |
1-030 |
0-120 |
52.2% |
1-295 |
ATR |
0-267 |
0-273 |
0-006 |
2.2% |
0-000 |
Volume |
993,334 |
899,810 |
-93,524 |
-9.4% |
4,654,025 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-290 |
126-160 |
124-162 |
|
R3 |
125-260 |
125-130 |
124-066 |
|
R2 |
124-230 |
124-230 |
124-034 |
|
R1 |
124-100 |
124-100 |
124-002 |
124-165 |
PP |
123-200 |
123-200 |
123-200 |
123-232 |
S1 |
123-070 |
123-070 |
123-258 |
123-135 |
S2 |
122-170 |
122-170 |
123-226 |
|
S3 |
121-140 |
122-040 |
123-194 |
|
S4 |
120-110 |
121-010 |
123-098 |
|
|
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 |
122-300 |
2-055 |
1.8% |
0-311 |
0.8% |
45% |
False |
True |
1,110,767 |
10 |
125-270 |
122-300 |
2-290 |
2.3% |
0-316 |
0.8% |
33% |
False |
True |
1,126,987 |
20 |
126-030 |
122-300 |
3-050 |
2.5% |
0-285 |
0.7% |
31% |
False |
True |
665,300 |
40 |
126-030 |
121-110 |
4-240 |
3.8% |
0-228 |
0.6% |
54% |
False |
False |
335,660 |
60 |
126-030 |
118-220 |
7-130 |
6.0% |
0-200 |
0.5% |
70% |
False |
False |
223,870 |
80 |
126-030 |
117-140 |
8-210 |
7.0% |
0-162 |
0.4% |
75% |
False |
False |
167,908 |
100 |
126-030 |
113-050 |
12-300 |
10.4% |
0-139 |
0.4% |
83% |
False |
False |
134,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-218 |
2.618 |
126-286 |
1.618 |
125-256 |
1.000 |
125-040 |
0.618 |
124-226 |
HIGH |
124-010 |
0.618 |
123-196 |
0.500 |
123-155 |
0.382 |
123-114 |
LOW |
122-300 |
0.618 |
122-084 |
1.000 |
121-270 |
1.618 |
121-054 |
2.618 |
120-024 |
4.250 |
118-092 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
123-245 |
123-282 |
PP |
123-200 |
123-273 |
S1 |
123-155 |
123-265 |
|