ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
122-310 |
122-170 |
-0-140 |
-0.4% |
123-290 |
High |
122-310 |
122-170 |
-0-140 |
-0.4% |
124-060 |
Low |
122-230 |
122-100 |
-0-130 |
-0.3% |
122-230 |
Close |
122-220 |
123-070 |
0-170 |
0.4% |
122-220 |
Range |
0-080 |
0-070 |
-0-010 |
-12.5% |
1-150 |
ATR |
0-150 |
0-148 |
-0-002 |
-1.4% |
0-000 |
Volume |
4 |
5 |
1 |
25.0% |
351 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-110 |
123-160 |
123-108 |
|
R3 |
123-040 |
123-090 |
123-089 |
|
R2 |
122-290 |
122-290 |
123-083 |
|
R1 |
123-020 |
123-020 |
123-076 |
122-315 |
PP |
122-220 |
122-220 |
122-220 |
122-208 |
S1 |
122-270 |
122-270 |
123-064 |
122-245 |
S2 |
122-150 |
122-150 |
123-057 |
|
S3 |
122-080 |
122-200 |
123-051 |
|
S4 |
122-010 |
122-130 |
123-032 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-193 |
126-197 |
123-158 |
|
R3 |
126-043 |
125-047 |
123-029 |
|
R2 |
124-213 |
124-213 |
122-306 |
|
R1 |
123-217 |
123-217 |
122-263 |
123-140 |
PP |
123-063 |
123-063 |
123-063 |
123-025 |
S1 |
122-067 |
122-067 |
122-177 |
121-310 |
S2 |
121-233 |
121-233 |
122-134 |
|
S3 |
120-083 |
120-237 |
122-091 |
|
S4 |
118-253 |
119-087 |
121-282 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-148 |
2.618 |
123-033 |
1.618 |
122-283 |
1.000 |
122-240 |
0.618 |
122-213 |
HIGH |
122-170 |
0.618 |
122-143 |
0.500 |
122-135 |
0.382 |
122-127 |
LOW |
122-100 |
0.618 |
122-057 |
1.000 |
122-030 |
1.618 |
121-307 |
2.618 |
121-237 |
4.250 |
121-122 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
122-305 |
123-035 |
PP |
122-220 |
123-000 |
S1 |
122-135 |
122-285 |
|