ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
122-170 |
123-240 |
1-070 |
1.0% |
123-290 |
High |
122-170 |
123-240 |
1-070 |
1.0% |
124-060 |
Low |
122-100 |
123-240 |
1-140 |
1.2% |
122-230 |
Close |
123-070 |
123-240 |
0-170 |
0.4% |
122-220 |
Range |
0-070 |
0-000 |
-0-070 |
-100.0% |
1-150 |
ATR |
0-148 |
0-150 |
0-002 |
1.1% |
0-000 |
Volume |
5 |
2 |
-3 |
-60.0% |
351 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-240 |
123-240 |
123-240 |
|
R3 |
123-240 |
123-240 |
123-240 |
|
R2 |
123-240 |
123-240 |
123-240 |
|
R1 |
123-240 |
123-240 |
123-240 |
123-240 |
PP |
123-240 |
123-240 |
123-240 |
123-240 |
S1 |
123-240 |
123-240 |
123-240 |
123-240 |
S2 |
123-240 |
123-240 |
123-240 |
|
S3 |
123-240 |
123-240 |
123-240 |
|
S4 |
123-240 |
123-240 |
123-240 |
|
|
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 |
123-240 |
2.618 |
123-240 |
1.618 |
123-240 |
1.000 |
123-240 |
0.618 |
123-240 |
HIGH |
123-240 |
0.618 |
123-240 |
0.500 |
123-240 |
0.382 |
123-240 |
LOW |
123-240 |
0.618 |
123-240 |
1.000 |
123-240 |
1.618 |
123-240 |
2.618 |
123-240 |
4.250 |
123-240 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
123-240 |
123-163 |
PP |
123-240 |
123-087 |
S1 |
123-240 |
123-010 |
|