ECBOT 10 Year T-Note Future December 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 |
123-110 |
123-275 |
0-165 |
0.4% |
123-280 |
High |
124-010 |
124-160 |
0-150 |
0.4% |
125-035 |
Low |
122-300 |
123-255 |
0-275 |
0.7% |
123-060 |
Close |
123-290 |
124-140 |
0-170 |
0.4% |
123-125 |
Range |
1-030 |
0-225 |
-0-125 |
-35.7% |
1-295 |
ATR |
0-273 |
0-270 |
-0-003 |
-1.3% |
0-000 |
Volume |
899,810 |
1,149,897 |
250,087 |
27.8% |
4,654,025 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-113 |
126-032 |
124-264 |
|
R3 |
125-208 |
125-127 |
124-202 |
|
R2 |
124-303 |
124-303 |
124-181 |
|
R1 |
124-222 |
124-222 |
124-161 |
124-262 |
PP |
124-078 |
124-078 |
124-078 |
124-099 |
S1 |
123-317 |
123-317 |
124-119 |
124-038 |
S2 |
123-173 |
123-173 |
124-099 |
|
S3 |
122-268 |
123-092 |
124-078 |
|
S4 |
122-043 |
122-187 |
124-016 |
|
|
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 |
1.7% |
0-284 |
0.7% |
69% |
False |
False |
1,075,146 |
10 |
125-270 |
122-300 |
2-290 |
2.3% |
0-292 |
0.7% |
52% |
False |
False |
1,142,128 |
20 |
126-030 |
122-300 |
3-050 |
2.5% |
0-286 |
0.7% |
48% |
False |
False |
722,124 |
40 |
126-030 |
121-110 |
4-240 |
3.8% |
0-231 |
0.6% |
65% |
False |
False |
364,345 |
60 |
126-030 |
118-220 |
7-130 |
6.0% |
0-204 |
0.5% |
78% |
False |
False |
243,033 |
80 |
126-030 |
117-140 |
8-210 |
7.0% |
0-163 |
0.4% |
81% |
False |
False |
182,282 |
100 |
126-030 |
113-050 |
12-300 |
10.4% |
0-142 |
0.4% |
87% |
False |
False |
145,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-156 |
2.618 |
126-109 |
1.618 |
125-204 |
1.000 |
125-065 |
0.618 |
124-299 |
HIGH |
124-160 |
0.618 |
124-074 |
0.500 |
124-048 |
0.382 |
124-021 |
LOW |
123-255 |
0.618 |
123-116 |
1.000 |
123-030 |
1.618 |
122-211 |
2.618 |
121-306 |
4.250 |
120-259 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
124-109 |
124-063 |
PP |
124-078 |
123-307 |
S1 |
124-048 |
123-230 |
|