ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
123-310 |
123-290 |
-0-020 |
-0.1% |
124-200 |
High |
123-310 |
123-290 |
-0-020 |
-0.1% |
125-000 |
Low |
123-230 |
123-000 |
-0-230 |
-0.6% |
123-000 |
Close |
123-290 |
123-120 |
-0-170 |
-0.4% |
123-120 |
Range |
0-080 |
0-290 |
0-210 |
262.5% |
2-000 |
ATR |
0-141 |
0-151 |
0-011 |
7.6% |
0-000 |
Volume |
9 |
2 |
-7 |
-77.8% |
18 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-047 |
125-213 |
123-280 |
|
R3 |
125-077 |
124-243 |
123-200 |
|
R2 |
124-107 |
124-107 |
123-173 |
|
R1 |
123-273 |
123-273 |
123-147 |
123-205 |
PP |
123-137 |
123-137 |
123-137 |
123-102 |
S1 |
122-303 |
122-303 |
123-093 |
122-235 |
S2 |
122-167 |
122-167 |
123-067 |
|
S3 |
121-197 |
122-013 |
123-040 |
|
S4 |
120-227 |
121-043 |
122-280 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-253 |
128-187 |
124-152 |
|
R3 |
127-253 |
126-187 |
123-296 |
|
R2 |
125-253 |
125-253 |
123-237 |
|
R1 |
124-187 |
124-187 |
123-179 |
124-060 |
PP |
123-253 |
123-253 |
123-253 |
123-190 |
S1 |
122-187 |
122-187 |
123-061 |
122-060 |
S2 |
121-253 |
121-253 |
123-003 |
|
S3 |
119-253 |
120-187 |
122-264 |
|
S4 |
117-253 |
118-187 |
122-088 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-242 |
2.618 |
126-089 |
1.618 |
125-119 |
1.000 |
124-260 |
0.618 |
124-149 |
HIGH |
123-290 |
0.618 |
123-179 |
0.500 |
123-145 |
0.382 |
123-111 |
LOW |
123-000 |
0.618 |
122-141 |
1.000 |
122-030 |
1.618 |
121-171 |
2.618 |
120-201 |
4.250 |
119-048 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
123-145 |
123-235 |
PP |
123-137 |
123-197 |
S1 |
123-128 |
123-158 |
|