ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
123-290 |
123-290 |
0-000 |
0.0% |
124-200 |
High |
123-290 |
124-030 |
0-060 |
0.2% |
125-000 |
Low |
123-000 |
123-290 |
0-290 |
0.7% |
123-000 |
Close |
123-120 |
124-060 |
0-260 |
0.7% |
123-120 |
Range |
0-290 |
0-060 |
-0-230 |
-79.3% |
2-000 |
ATR |
0-151 |
0-157 |
0-006 |
3.7% |
0-000 |
Volume |
2 |
7 |
5 |
250.0% |
18 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-200 |
124-190 |
124-093 |
|
R3 |
124-140 |
124-130 |
124-076 |
|
R2 |
124-080 |
124-080 |
124-071 |
|
R1 |
124-070 |
124-070 |
124-066 |
124-075 |
PP |
124-020 |
124-020 |
124-020 |
124-022 |
S1 |
124-010 |
124-010 |
124-054 |
124-015 |
S2 |
123-280 |
123-280 |
124-049 |
|
S3 |
123-220 |
123-270 |
124-044 |
|
S4 |
123-160 |
123-210 |
124-027 |
|
|
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 |
124-285 |
2.618 |
124-187 |
1.618 |
124-127 |
1.000 |
124-090 |
0.618 |
124-067 |
HIGH |
124-030 |
0.618 |
124-007 |
0.500 |
124-000 |
0.382 |
123-313 |
LOW |
123-290 |
0.618 |
123-253 |
1.000 |
123-230 |
1.618 |
123-193 |
2.618 |
123-133 |
4.250 |
123-035 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
124-040 |
123-312 |
PP |
124-020 |
123-243 |
S1 |
124-000 |
123-175 |
|