ECBOT 10 Year T-Note Future December 2010
| 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 |
124-055 |
124-135 |
0-080 |
0.2% |
123-110 |
| High |
124-150 |
125-150 |
1-000 |
0.8% |
124-210 |
| Low |
124-010 |
124-090 |
0-080 |
0.2% |
122-300 |
| Close |
124-130 |
125-120 |
0-310 |
0.8% |
124-045 |
| Range |
0-140 |
1-060 |
0-240 |
171.4% |
1-230 |
| ATR |
0-257 |
0-266 |
0-009 |
3.4% |
0-000 |
| Volume |
826,261 |
1,371,539 |
545,278 |
66.0% |
5,841,811 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-193 |
128-057 |
126-009 |
|
| R3 |
127-133 |
126-317 |
125-224 |
|
| R2 |
126-073 |
126-073 |
125-190 |
|
| R1 |
125-257 |
125-257 |
125-155 |
126-005 |
| PP |
125-013 |
125-013 |
125-013 |
125-048 |
| S1 |
124-197 |
124-197 |
125-085 |
124-265 |
| S2 |
123-273 |
123-273 |
125-050 |
|
| S3 |
122-213 |
123-137 |
125-016 |
|
| S4 |
121-153 |
122-077 |
124-231 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-022 |
128-103 |
125-028 |
|
| R3 |
127-112 |
126-193 |
124-196 |
|
| R2 |
125-202 |
125-202 |
124-146 |
|
| R1 |
124-283 |
124-283 |
124-095 |
125-082 |
| PP |
123-292 |
123-292 |
123-292 |
124-031 |
| S1 |
123-053 |
123-053 |
123-315 |
123-172 |
| S2 |
122-062 |
122-062 |
123-264 |
|
| S3 |
120-152 |
121-143 |
123-214 |
|
| S4 |
118-242 |
119-233 |
123-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-150 |
123-165 |
1-305 |
1.6% |
0-254 |
0.6% |
95% |
True |
False |
1,197,980 |
| 10 |
125-150 |
122-300 |
2-170 |
2.0% |
0-269 |
0.7% |
96% |
True |
False |
1,136,563 |
| 20 |
126-030 |
122-300 |
3-050 |
2.5% |
0-296 |
0.7% |
77% |
False |
False |
1,004,342 |
| 40 |
126-030 |
121-110 |
4-240 |
3.8% |
0-243 |
0.6% |
85% |
False |
False |
513,868 |
| 60 |
126-030 |
120-170 |
5-180 |
4.4% |
0-214 |
0.5% |
87% |
False |
False |
342,859 |
| 80 |
126-030 |
117-140 |
8-210 |
6.9% |
0-174 |
0.4% |
92% |
False |
False |
257,153 |
| 100 |
126-030 |
114-240 |
11-110 |
9.0% |
0-154 |
0.4% |
94% |
False |
False |
205,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-165 |
|
2.618 |
128-185 |
|
1.618 |
127-125 |
|
1.000 |
126-210 |
|
0.618 |
126-065 |
|
HIGH |
125-150 |
|
0.618 |
125-005 |
|
0.500 |
124-280 |
|
0.382 |
124-235 |
|
LOW |
124-090 |
|
0.618 |
123-175 |
|
1.000 |
123-030 |
|
1.618 |
122-115 |
|
2.618 |
121-055 |
|
4.250 |
119-075 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-067 |
125-026 |
| PP |
125-013 |
124-252 |
| S1 |
124-280 |
124-158 |
|