ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
124-150 |
123-310 |
-0-160 |
-0.4% |
123-250 |
High |
124-150 |
123-310 |
-0-160 |
-0.4% |
125-040 |
Low |
124-150 |
123-230 |
-0-240 |
-0.6% |
123-210 |
Close |
124-050 |
123-290 |
-0-080 |
-0.2% |
123-220 |
Range |
0-000 |
0-080 |
0-080 |
|
1-150 |
ATR |
0-141 |
0-141 |
0-000 |
0.0% |
0-000 |
Volume |
1 |
9 |
8 |
800.0% |
13 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-197 |
124-163 |
124-014 |
|
R3 |
124-117 |
124-083 |
123-312 |
|
R2 |
124-037 |
124-037 |
123-305 |
|
R1 |
124-003 |
124-003 |
123-297 |
123-300 |
PP |
123-277 |
123-277 |
123-277 |
123-265 |
S1 |
123-243 |
123-243 |
123-283 |
123-220 |
S2 |
123-197 |
123-197 |
123-275 |
|
S3 |
123-117 |
123-163 |
123-268 |
|
S4 |
123-037 |
123-083 |
123-246 |
|
|
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 |
125-010 |
2.618 |
124-199 |
1.618 |
124-119 |
1.000 |
124-070 |
0.618 |
124-039 |
HIGH |
123-310 |
0.618 |
123-279 |
0.500 |
123-270 |
0.382 |
123-261 |
LOW |
123-230 |
0.618 |
123-181 |
1.000 |
123-150 |
1.618 |
123-101 |
2.618 |
123-021 |
4.250 |
122-210 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
123-283 |
124-115 |
PP |
123-277 |
124-067 |
S1 |
123-270 |
124-018 |
|