ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
123-220 |
123-190 |
-0-030 |
-0.1% |
123-290 |
High |
123-220 |
123-190 |
-0-030 |
-0.1% |
124-060 |
Low |
123-130 |
123-010 |
-0-120 |
-0.3% |
122-230 |
Close |
123-160 |
123-070 |
-0-090 |
-0.2% |
122-220 |
Range |
0-090 |
0-180 |
0-090 |
100.0% |
1-150 |
ATR |
0-147 |
0-149 |
0-002 |
1.6% |
0-000 |
Volume |
3 |
2 |
-1 |
-33.3% |
351 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-310 |
124-210 |
123-169 |
|
R3 |
124-130 |
124-030 |
123-120 |
|
R2 |
123-270 |
123-270 |
123-103 |
|
R1 |
123-170 |
123-170 |
123-086 |
123-130 |
PP |
123-090 |
123-090 |
123-090 |
123-070 |
S1 |
122-310 |
122-310 |
123-054 |
122-270 |
S2 |
122-230 |
122-230 |
123-037 |
|
S3 |
122-050 |
122-130 |
123-020 |
|
S4 |
121-190 |
121-270 |
122-291 |
|
|
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 |
125-315 |
2.618 |
125-021 |
1.618 |
124-161 |
1.000 |
124-050 |
0.618 |
123-301 |
HIGH |
123-190 |
0.618 |
123-121 |
0.500 |
123-100 |
0.382 |
123-079 |
LOW |
123-010 |
0.618 |
122-219 |
1.000 |
122-150 |
1.618 |
122-039 |
2.618 |
121-179 |
4.250 |
120-205 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
123-100 |
123-125 |
PP |
123-090 |
123-107 |
S1 |
123-080 |
123-088 |
|