ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
124-220 |
125-070 |
0-170 |
0.4% |
123-150 |
| High |
125-120 |
125-270 |
0-150 |
0.4% |
125-120 |
| Low |
124-220 |
125-070 |
0-170 |
0.4% |
123-090 |
| Close |
125-120 |
125-280 |
0-160 |
0.4% |
124-190 |
| Range |
0-220 |
0-200 |
-0-020 |
-9.1% |
2-030 |
| ATR |
0-169 |
0-172 |
0-002 |
1.3% |
0-000 |
| Volume |
1,210 |
83 |
-1,127 |
-93.1% |
402 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-167 |
127-103 |
126-070 |
|
| R3 |
126-287 |
126-223 |
126-015 |
|
| R2 |
126-087 |
126-087 |
125-317 |
|
| R1 |
126-023 |
126-023 |
125-298 |
126-055 |
| PP |
125-207 |
125-207 |
125-207 |
125-222 |
| S1 |
125-143 |
125-143 |
125-262 |
125-175 |
| S2 |
125-007 |
125-007 |
125-243 |
|
| S3 |
124-127 |
124-263 |
125-225 |
|
| S4 |
123-247 |
124-063 |
125-170 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-223 |
129-237 |
125-238 |
|
| R3 |
128-193 |
127-207 |
125-054 |
|
| R2 |
126-163 |
126-163 |
124-313 |
|
| R1 |
125-177 |
125-177 |
124-251 |
126-010 |
| PP |
124-133 |
124-133 |
124-133 |
124-210 |
| S1 |
123-147 |
123-147 |
124-129 |
123-300 |
| S2 |
122-103 |
122-103 |
124-067 |
|
| S3 |
120-073 |
121-117 |
124-006 |
|
| S4 |
118-043 |
119-087 |
123-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-270 |
124-190 |
1-080 |
1.0% |
0-170 |
0.4% |
103% |
True |
False |
336 |
| 10 |
125-270 |
123-010 |
2-260 |
2.2% |
0-170 |
0.4% |
101% |
True |
False |
170 |
| 20 |
125-270 |
122-100 |
3-170 |
2.8% |
0-124 |
0.3% |
101% |
True |
False |
104 |
| 40 |
125-270 |
121-190 |
4-080 |
3.4% |
0-070 |
0.2% |
101% |
True |
False |
53 |
| 60 |
125-270 |
119-060 |
6-210 |
5.3% |
0-049 |
0.1% |
100% |
True |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-160 |
|
2.618 |
127-154 |
|
1.618 |
126-274 |
|
1.000 |
126-150 |
|
0.618 |
126-074 |
|
HIGH |
125-270 |
|
0.618 |
125-194 |
|
0.500 |
125-170 |
|
0.382 |
125-146 |
|
LOW |
125-070 |
|
0.618 |
124-266 |
|
1.000 |
124-190 |
|
1.618 |
124-066 |
|
2.618 |
123-186 |
|
4.250 |
122-180 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-243 |
125-210 |
| PP |
125-207 |
125-140 |
| S1 |
125-170 |
125-070 |
|