ECBOT 5 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
120-000 |
120-172 |
0-172 |
0.4% |
119-040 |
High |
120-182 |
120-235 |
0-053 |
0.1% |
120-040 |
Low |
119-307 |
120-140 |
0-153 |
0.4% |
118-297 |
Close |
120-172 |
120-160 |
-0-012 |
0.0% |
119-292 |
Range |
0-195 |
0-095 |
-0-100 |
-51.3% |
1-063 |
ATR |
0-151 |
0-147 |
-0-004 |
-2.6% |
0-000 |
Volume |
467,952 |
477,666 |
9,714 |
2.1% |
2,054,452 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-143 |
121-087 |
120-212 |
|
R3 |
121-048 |
120-312 |
120-186 |
|
R2 |
120-273 |
120-273 |
120-177 |
|
R1 |
120-217 |
120-217 |
120-169 |
120-198 |
PP |
120-178 |
120-178 |
120-178 |
120-169 |
S1 |
120-122 |
120-122 |
120-151 |
120-102 |
S2 |
120-083 |
120-083 |
120-143 |
|
S3 |
119-308 |
120-027 |
120-134 |
|
S4 |
119-213 |
119-252 |
120-108 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-079 |
122-248 |
120-183 |
|
R3 |
122-016 |
121-185 |
120-077 |
|
R2 |
120-273 |
120-273 |
120-042 |
|
R1 |
120-122 |
120-122 |
120-007 |
120-198 |
PP |
119-210 |
119-210 |
119-210 |
119-247 |
S1 |
119-059 |
119-059 |
119-257 |
119-134 |
S2 |
118-147 |
118-147 |
119-222 |
|
S3 |
117-084 |
117-316 |
119-187 |
|
S4 |
116-021 |
116-253 |
119-081 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-319 |
2.618 |
121-164 |
1.618 |
121-069 |
1.000 |
121-010 |
0.618 |
120-294 |
HIGH |
120-235 |
0.618 |
120-199 |
0.500 |
120-188 |
0.382 |
120-176 |
LOW |
120-140 |
0.618 |
120-081 |
1.000 |
120-045 |
1.618 |
119-306 |
2.618 |
119-211 |
4.250 |
119-056 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
120-188 |
120-134 |
PP |
120-178 |
120-109 |
S1 |
120-169 |
120-084 |
|