ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
125-275 |
126-110 |
0-155 |
0.4% |
124-055 |
High |
126-155 |
126-140 |
-0-015 |
0.0% |
126-025 |
Low |
125-235 |
126-025 |
0-110 |
0.3% |
124-010 |
Close |
126-140 |
126-050 |
-0-090 |
-0.2% |
125-070 |
Range |
0-240 |
0-115 |
-0-125 |
-52.1% |
2-015 |
ATR |
0-254 |
0-244 |
-0-010 |
-3.9% |
0-000 |
Volume |
1,270,991 |
1,101,603 |
-169,388 |
-13.3% |
5,745,138 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-097 |
127-028 |
126-113 |
|
R3 |
126-302 |
126-233 |
126-082 |
|
R2 |
126-187 |
126-187 |
126-071 |
|
R1 |
126-118 |
126-118 |
126-061 |
126-095 |
PP |
126-072 |
126-072 |
126-072 |
126-060 |
S1 |
126-003 |
126-003 |
126-039 |
125-300 |
S2 |
125-277 |
125-277 |
126-029 |
|
S3 |
125-162 |
125-208 |
126-018 |
|
S4 |
125-047 |
125-093 |
125-307 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-080 |
130-090 |
126-110 |
|
R3 |
129-065 |
128-075 |
125-250 |
|
R2 |
127-050 |
127-050 |
125-190 |
|
R1 |
126-060 |
126-060 |
125-130 |
126-215 |
PP |
125-035 |
125-035 |
125-035 |
125-112 |
S1 |
124-045 |
124-045 |
125-010 |
124-200 |
S2 |
123-020 |
123-020 |
124-270 |
|
S3 |
121-005 |
122-030 |
124-210 |
|
S4 |
118-310 |
120-015 |
124-030 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-155 |
125-050 |
1-105 |
1.1% |
0-211 |
0.5% |
75% |
False |
False |
1,091,360 |
10 |
126-155 |
123-165 |
2-310 |
2.4% |
0-228 |
0.6% |
89% |
False |
False |
1,138,892 |
20 |
126-155 |
122-300 |
3-175 |
2.8% |
0-262 |
0.6% |
91% |
False |
False |
1,164,513 |
40 |
126-155 |
122-210 |
3-265 |
3.0% |
0-246 |
0.6% |
91% |
False |
False |
681,633 |
60 |
126-155 |
120-170 |
5-305 |
4.7% |
0-219 |
0.5% |
94% |
False |
False |
454,877 |
80 |
126-155 |
118-220 |
7-255 |
6.2% |
0-186 |
0.5% |
96% |
False |
False |
341,193 |
100 |
126-155 |
116-070 |
10-085 |
8.1% |
0-157 |
0.4% |
97% |
False |
False |
272,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-309 |
2.618 |
127-121 |
1.618 |
127-006 |
1.000 |
126-255 |
0.618 |
126-211 |
HIGH |
126-140 |
0.618 |
126-096 |
0.500 |
126-082 |
0.382 |
126-069 |
LOW |
126-025 |
0.618 |
125-274 |
1.000 |
125-230 |
1.618 |
125-159 |
2.618 |
125-044 |
4.250 |
124-176 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
126-082 |
126-018 |
PP |
126-072 |
125-305 |
S1 |
126-061 |
125-272 |
|