ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
123-280 |
124-055 |
0-095 |
0.2% |
123-110 |
High |
124-115 |
124-150 |
0-035 |
0.1% |
124-210 |
Low |
123-165 |
124-010 |
0-165 |
0.4% |
122-300 |
Close |
124-045 |
124-130 |
0-085 |
0.2% |
124-045 |
Range |
0-270 |
0-140 |
-0-130 |
-48.1% |
1-230 |
ATR |
0-266 |
0-257 |
-0-009 |
-3.4% |
0-000 |
Volume |
1,132,590 |
826,261 |
-306,329 |
-27.0% |
5,841,811 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-197 |
125-143 |
124-207 |
|
R3 |
125-057 |
125-003 |
124-168 |
|
R2 |
124-237 |
124-237 |
124-156 |
|
R1 |
124-183 |
124-183 |
124-143 |
124-210 |
PP |
124-097 |
124-097 |
124-097 |
124-110 |
S1 |
124-043 |
124-043 |
124-117 |
124-070 |
S2 |
123-277 |
123-277 |
124-104 |
|
S3 |
123-137 |
123-223 |
124-092 |
|
S4 |
122-317 |
123-083 |
124-053 |
|
|
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 |
123-165 |
1-045 |
0.9% |
0-223 |
0.6% |
78% |
False |
False |
1,153,652 |
10 |
125-035 |
122-300 |
2-055 |
1.7% |
0-267 |
0.7% |
68% |
False |
False |
1,132,209 |
20 |
126-030 |
122-300 |
3-050 |
2.5% |
0-286 |
0.7% |
47% |
False |
False |
939,425 |
40 |
126-030 |
121-110 |
4-240 |
3.8% |
0-236 |
0.6% |
64% |
False |
False |
479,593 |
60 |
126-030 |
120-050 |
5-300 |
4.8% |
0-210 |
0.5% |
72% |
False |
False |
320,003 |
80 |
126-030 |
117-140 |
8-210 |
7.0% |
0-170 |
0.4% |
81% |
False |
False |
240,010 |
100 |
126-030 |
114-240 |
11-110 |
9.1% |
0-150 |
0.4% |
85% |
False |
False |
192,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-105 |
2.618 |
125-197 |
1.618 |
125-057 |
1.000 |
124-290 |
0.618 |
124-237 |
HIGH |
124-150 |
0.618 |
124-097 |
0.500 |
124-080 |
0.382 |
124-063 |
LOW |
124-010 |
0.618 |
123-243 |
1.000 |
123-190 |
1.618 |
123-103 |
2.618 |
122-283 |
4.250 |
122-055 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
124-113 |
124-087 |
PP |
124-097 |
124-043 |
S1 |
124-080 |
124-000 |
|