ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
123-140 |
123-150 |
0-010 |
0.0% |
122-170 |
High |
123-140 |
123-210 |
0-070 |
0.2% |
123-240 |
Low |
123-140 |
123-090 |
-0-050 |
-0.1% |
122-100 |
Close |
123-140 |
123-230 |
0-090 |
0.2% |
123-140 |
Range |
0-000 |
0-120 |
0-120 |
|
1-140 |
ATR |
0-144 |
0-142 |
-0-002 |
-1.2% |
0-000 |
Volume |
7 |
7 |
0 |
0.0% |
19 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-217 |
124-183 |
123-296 |
|
R3 |
124-097 |
124-063 |
123-263 |
|
R2 |
123-297 |
123-297 |
123-252 |
|
R1 |
123-263 |
123-263 |
123-241 |
123-280 |
PP |
123-177 |
123-177 |
123-177 |
123-185 |
S1 |
123-143 |
123-143 |
123-219 |
123-160 |
S2 |
123-057 |
123-057 |
123-208 |
|
S3 |
122-257 |
123-023 |
123-197 |
|
S4 |
122-137 |
122-223 |
123-164 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-153 |
126-287 |
124-073 |
|
R3 |
126-013 |
125-147 |
123-266 |
|
R2 |
124-193 |
124-193 |
123-224 |
|
R1 |
124-007 |
124-007 |
123-182 |
124-100 |
PP |
123-053 |
123-053 |
123-053 |
123-100 |
S1 |
122-187 |
122-187 |
123-098 |
122-280 |
S2 |
121-233 |
121-233 |
123-056 |
|
S3 |
120-093 |
121-047 |
123-014 |
|
S4 |
118-273 |
119-227 |
122-207 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-080 |
2.618 |
124-204 |
1.618 |
124-084 |
1.000 |
124-010 |
0.618 |
123-284 |
HIGH |
123-210 |
0.618 |
123-164 |
0.500 |
123-150 |
0.382 |
123-136 |
LOW |
123-090 |
0.618 |
123-016 |
1.000 |
122-290 |
1.618 |
122-216 |
2.618 |
122-096 |
4.250 |
121-220 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
123-203 |
123-190 |
PP |
123-177 |
123-150 |
S1 |
123-150 |
123-110 |
|