ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
124-060 |
123-150 |
-0-230 |
-0.6% |
124-200 |
High |
124-060 |
123-150 |
-0-230 |
-0.6% |
125-000 |
Low |
123-280 |
123-050 |
-0-230 |
-0.6% |
123-000 |
Close |
123-240 |
122-300 |
-0-260 |
-0.7% |
123-120 |
Range |
0-100 |
0-100 |
0-000 |
0.0% |
2-000 |
ATR |
0-153 |
0-156 |
0-003 |
1.7% |
0-000 |
Volume |
10 |
330 |
320 |
3,200.0% |
18 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-040 |
123-270 |
123-035 |
|
R3 |
123-260 |
123-170 |
123-008 |
|
R2 |
123-160 |
123-160 |
122-318 |
|
R1 |
123-070 |
123-070 |
122-309 |
123-065 |
PP |
123-060 |
123-060 |
123-060 |
123-058 |
S1 |
122-290 |
122-290 |
122-291 |
122-285 |
S2 |
122-280 |
122-280 |
122-282 |
|
S3 |
122-180 |
122-190 |
122-272 |
|
S4 |
122-080 |
122-090 |
122-245 |
|
|
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 |
124-255 |
2.618 |
124-092 |
1.618 |
123-312 |
1.000 |
123-250 |
0.618 |
123-212 |
HIGH |
123-150 |
0.618 |
123-112 |
0.500 |
123-100 |
0.382 |
123-088 |
LOW |
123-050 |
0.618 |
122-308 |
1.000 |
122-270 |
1.618 |
122-208 |
2.618 |
122-108 |
4.250 |
121-265 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
123-100 |
123-215 |
PP |
123-060 |
123-137 |
S1 |
123-020 |
123-058 |
|