ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
124-110 |
124-060 |
-0-050 |
-0.1% |
123-280 |
High |
124-210 |
124-155 |
-0-055 |
-0.1% |
125-035 |
Low |
124-005 |
123-200 |
-0-125 |
-0.3% |
123-060 |
Close |
124-060 |
123-290 |
-0-090 |
-0.2% |
123-125 |
Range |
0-205 |
0-275 |
0-070 |
34.1% |
1-295 |
ATR |
0-265 |
0-266 |
0-001 |
0.3% |
0-000 |
Volume |
1,324,331 |
1,335,183 |
10,852 |
0.8% |
4,654,025 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-187 |
126-033 |
124-121 |
|
R3 |
125-232 |
125-078 |
124-046 |
|
R2 |
124-277 |
124-277 |
124-020 |
|
R1 |
124-123 |
124-123 |
123-315 |
124-062 |
PP |
124-002 |
124-002 |
124-002 |
123-291 |
S1 |
123-168 |
123-168 |
123-265 |
123-108 |
S2 |
123-047 |
123-047 |
123-240 |
|
S3 |
122-092 |
122-213 |
123-214 |
|
S4 |
121-137 |
121-258 |
123-139 |
|
|
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 |
124-210 |
122-300 |
1-230 |
1.4% |
0-257 |
0.6% |
56% |
False |
False |
1,140,511 |
10 |
125-035 |
122-300 |
2-055 |
1.8% |
0-283 |
0.7% |
45% |
False |
False |
1,201,111 |
20 |
126-030 |
122-300 |
3-050 |
2.5% |
0-292 |
0.7% |
31% |
False |
False |
851,339 |
40 |
126-030 |
121-110 |
4-240 |
3.8% |
0-235 |
0.6% |
54% |
False |
False |
430,771 |
60 |
126-030 |
119-250 |
6-100 |
5.1% |
0-209 |
0.5% |
65% |
False |
False |
287,357 |
80 |
126-030 |
117-140 |
8-210 |
7.0% |
0-169 |
0.4% |
75% |
False |
False |
215,526 |
100 |
126-030 |
114-090 |
11-260 |
9.5% |
0-146 |
0.4% |
81% |
False |
False |
172,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-044 |
2.618 |
126-235 |
1.618 |
125-280 |
1.000 |
125-110 |
0.618 |
125-005 |
HIGH |
124-155 |
0.618 |
124-050 |
0.500 |
124-018 |
0.382 |
123-305 |
LOW |
123-200 |
0.618 |
123-030 |
1.000 |
122-245 |
1.618 |
122-075 |
2.618 |
121-120 |
4.250 |
119-311 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
124-018 |
124-045 |
PP |
124-002 |
124-020 |
S1 |
123-306 |
123-315 |
|