ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
123-150 |
123-230 |
0-080 |
0.2% |
122-170 |
| High |
123-210 |
125-050 |
1-160 |
1.2% |
123-240 |
| Low |
123-090 |
123-230 |
0-140 |
0.4% |
122-100 |
| Close |
123-230 |
124-230 |
1-000 |
0.8% |
123-140 |
| Range |
0-120 |
1-140 |
1-020 |
283.3% |
1-140 |
| ATR |
0-142 |
0-165 |
0-023 |
16.0% |
0-000 |
| Volume |
7 |
6 |
-1 |
-14.3% |
19 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-270 |
128-070 |
125-163 |
|
| R3 |
127-130 |
126-250 |
125-036 |
|
| R2 |
125-310 |
125-310 |
124-314 |
|
| R1 |
125-110 |
125-110 |
124-272 |
125-210 |
| PP |
124-170 |
124-170 |
124-170 |
124-220 |
| S1 |
123-290 |
123-290 |
124-188 |
124-070 |
| S2 |
123-030 |
123-030 |
124-146 |
|
| S3 |
121-210 |
122-150 |
124-104 |
|
| S4 |
120-070 |
121-010 |
123-297 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-050 |
123-010 |
2-040 |
1.7% |
0-170 |
0.4% |
79% |
True |
False |
5 |
| 10 |
125-050 |
122-100 |
2-270 |
2.3% |
0-120 |
0.3% |
85% |
True |
False |
37 |
| 20 |
125-050 |
122-100 |
2-270 |
2.3% |
0-086 |
0.2% |
85% |
True |
False |
20 |
| 40 |
125-050 |
120-070 |
4-300 |
4.0% |
0-048 |
0.1% |
91% |
True |
False |
11 |
| 60 |
125-050 |
118-160 |
6-210 |
5.3% |
0-039 |
0.1% |
93% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-085 |
|
2.618 |
128-294 |
|
1.618 |
127-154 |
|
1.000 |
126-190 |
|
0.618 |
126-014 |
|
HIGH |
125-050 |
|
0.618 |
124-194 |
|
0.500 |
124-140 |
|
0.382 |
124-086 |
|
LOW |
123-230 |
|
0.618 |
122-266 |
|
1.000 |
122-090 |
|
1.618 |
121-126 |
|
2.618 |
119-306 |
|
4.250 |
117-195 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-200 |
124-177 |
| PP |
124-170 |
124-123 |
| S1 |
124-140 |
124-070 |
|