ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
124-060 |
123-280 |
-0-100 |
-0.3% |
123-110 |
High |
124-155 |
124-115 |
-0-040 |
-0.1% |
124-210 |
Low |
123-200 |
123-165 |
-0-035 |
-0.1% |
122-300 |
Close |
123-290 |
124-045 |
0-075 |
0.2% |
124-045 |
Range |
0-275 |
0-270 |
-0-005 |
-1.8% |
1-230 |
ATR |
0-266 |
0-266 |
0-000 |
0.1% |
0-000 |
Volume |
1,335,183 |
1,132,590 |
-202,593 |
-15.2% |
5,841,811 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-172 |
126-058 |
124-194 |
|
R3 |
125-222 |
125-108 |
124-119 |
|
R2 |
124-272 |
124-272 |
124-094 |
|
R1 |
124-158 |
124-158 |
124-070 |
124-215 |
PP |
124-002 |
124-002 |
124-002 |
124-030 |
S1 |
123-208 |
123-208 |
124-020 |
123-265 |
S2 |
123-052 |
123-052 |
123-316 |
|
S3 |
122-102 |
122-258 |
123-291 |
|
S4 |
121-152 |
121-308 |
123-216 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-022 |
128-103 |
125-028 |
|
R3 |
127-112 |
126-193 |
124-196 |
|
R2 |
125-202 |
125-202 |
124-146 |
|
R1 |
124-283 |
124-283 |
124-095 |
125-082 |
PP |
123-292 |
123-292 |
123-292 |
124-031 |
S1 |
123-053 |
123-053 |
123-315 |
123-172 |
S2 |
122-062 |
122-062 |
123-264 |
|
S3 |
120-152 |
121-143 |
123-214 |
|
S4 |
118-242 |
119-233 |
123-062 |
|
|
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% |
0-265 |
0.7% |
70% |
False |
False |
1,168,362 |
10 |
125-035 |
122-300 |
2-055 |
1.7% |
0-294 |
0.7% |
55% |
False |
False |
1,158,373 |
20 |
126-030 |
122-300 |
3-050 |
2.5% |
0-291 |
0.7% |
38% |
False |
False |
903,196 |
40 |
126-030 |
121-110 |
4-240 |
3.8% |
0-237 |
0.6% |
59% |
False |
False |
458,990 |
60 |
126-030 |
120-050 |
5-300 |
4.8% |
0-210 |
0.5% |
67% |
False |
False |
306,233 |
80 |
126-030 |
117-140 |
8-210 |
7.0% |
0-169 |
0.4% |
77% |
False |
False |
229,683 |
100 |
126-030 |
114-090 |
11-260 |
9.5% |
0-149 |
0.4% |
83% |
False |
False |
183,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-302 |
2.618 |
126-182 |
1.618 |
125-232 |
1.000 |
125-065 |
0.618 |
124-282 |
HIGH |
124-115 |
0.618 |
124-012 |
0.500 |
123-300 |
0.382 |
123-268 |
LOW |
123-165 |
0.618 |
122-318 |
1.000 |
122-215 |
1.618 |
122-048 |
2.618 |
121-098 |
4.250 |
119-298 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
124-023 |
124-039 |
PP |
124-002 |
124-033 |
S1 |
123-300 |
124-028 |
|