ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
125-000 |
124-150 |
-0-170 |
-0.4% |
123-250 |
High |
125-000 |
124-150 |
-0-170 |
-0.4% |
125-040 |
Low |
125-000 |
124-150 |
-0-170 |
-0.4% |
123-210 |
Close |
124-310 |
124-050 |
-0-260 |
-0.7% |
123-220 |
Range |
|
|
|
|
|
ATR |
0-139 |
0-141 |
0-001 |
1.1% |
0-000 |
Volume |
3 |
1 |
-2 |
-66.7% |
13 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-117 |
124-083 |
124-050 |
|
R3 |
124-117 |
124-083 |
124-050 |
|
R2 |
124-117 |
124-117 |
124-050 |
|
R1 |
124-083 |
124-083 |
124-050 |
124-100 |
PP |
124-117 |
124-117 |
124-117 |
124-125 |
S1 |
124-083 |
124-083 |
124-050 |
124-100 |
S2 |
124-117 |
124-117 |
124-050 |
|
S3 |
124-117 |
124-083 |
124-050 |
|
S4 |
124-117 |
124-083 |
124-050 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-180 |
127-190 |
124-158 |
|
R3 |
127-030 |
126-040 |
124-029 |
|
R2 |
125-200 |
125-200 |
123-306 |
|
R1 |
124-210 |
124-210 |
123-263 |
124-130 |
PP |
124-050 |
124-050 |
124-050 |
124-010 |
S1 |
123-060 |
123-060 |
123-177 |
122-300 |
S2 |
122-220 |
122-220 |
123-134 |
|
S3 |
121-070 |
121-230 |
123-091 |
|
S4 |
119-240 |
120-080 |
122-282 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-150 |
2.618 |
124-150 |
1.618 |
124-150 |
1.000 |
124-150 |
0.618 |
124-150 |
HIGH |
124-150 |
0.618 |
124-150 |
0.500 |
124-150 |
0.382 |
124-150 |
LOW |
124-150 |
0.618 |
124-150 |
1.000 |
124-150 |
1.618 |
124-150 |
2.618 |
124-150 |
4.250 |
124-150 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
124-150 |
124-235 |
PP |
124-117 |
124-173 |
S1 |
124-083 |
124-112 |
|