ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
125-210 |
125-150 |
-0-060 |
-0.1% |
124-220 |
High |
125-220 |
125-190 |
-0-030 |
-0.1% |
125-270 |
Low |
124-250 |
125-100 |
0-170 |
0.4% |
124-220 |
Close |
125-150 |
125-160 |
0-010 |
0.0% |
125-160 |
Range |
0-290 |
0-090 |
-0-200 |
-69.0% |
1-050 |
ATR |
0-174 |
0-168 |
-0-006 |
-3.4% |
0-000 |
Volume |
117 |
344 |
227 |
194.0% |
2,046 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-100 |
126-060 |
125-210 |
|
R3 |
126-010 |
125-290 |
125-185 |
|
R2 |
125-240 |
125-240 |
125-176 |
|
R1 |
125-200 |
125-200 |
125-168 |
125-220 |
PP |
125-150 |
125-150 |
125-150 |
125-160 |
S1 |
125-110 |
125-110 |
125-152 |
125-130 |
S2 |
125-060 |
125-060 |
125-144 |
|
S3 |
124-290 |
125-020 |
125-135 |
|
S4 |
124-200 |
124-250 |
125-110 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-260 |
128-100 |
126-044 |
|
R3 |
127-210 |
127-050 |
125-262 |
|
R2 |
126-160 |
126-160 |
125-228 |
|
R1 |
126-000 |
126-000 |
125-194 |
126-080 |
PP |
125-110 |
125-110 |
125-110 |
125-150 |
S1 |
124-270 |
124-270 |
125-126 |
125-030 |
S2 |
124-060 |
124-060 |
125-092 |
|
S3 |
123-010 |
123-220 |
125-058 |
|
S4 |
121-280 |
122-170 |
124-276 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-270 |
124-220 |
1-050 |
0.9% |
0-168 |
0.4% |
70% |
False |
False |
409 |
10 |
125-270 |
123-090 |
2-180 |
2.0% |
0-185 |
0.5% |
87% |
False |
False |
244 |
20 |
125-270 |
122-100 |
3-170 |
2.8% |
0-141 |
0.4% |
90% |
False |
False |
141 |
40 |
125-270 |
122-100 |
3-170 |
2.8% |
0-076 |
0.2% |
90% |
False |
False |
71 |
60 |
125-270 |
119-060 |
6-210 |
5.3% |
0-056 |
0.1% |
95% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-252 |
2.618 |
126-106 |
1.618 |
126-016 |
1.000 |
125-280 |
0.618 |
125-246 |
HIGH |
125-190 |
0.618 |
125-156 |
0.500 |
125-145 |
0.382 |
125-134 |
LOW |
125-100 |
0.618 |
125-044 |
1.000 |
125-010 |
1.618 |
124-274 |
2.618 |
124-184 |
4.250 |
124-038 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
125-155 |
125-135 |
PP |
125-150 |
125-110 |
S1 |
125-145 |
125-085 |
|