ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
124-135 |
125-140 |
1-005 |
0.8% |
123-110 |
| High |
125-150 |
125-305 |
0-155 |
0.4% |
124-210 |
| Low |
124-090 |
125-140 |
1-050 |
0.9% |
122-300 |
| Close |
125-120 |
125-180 |
0-060 |
0.1% |
124-045 |
| Range |
1-060 |
0-165 |
-0-215 |
-56.6% |
1-230 |
| ATR |
0-266 |
0-260 |
-0-006 |
-2.2% |
0-000 |
| Volume |
1,371,539 |
1,266,555 |
-104,984 |
-7.7% |
5,841,811 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-063 |
126-287 |
125-271 |
|
| R3 |
126-218 |
126-122 |
125-225 |
|
| R2 |
126-053 |
126-053 |
125-210 |
|
| R1 |
125-277 |
125-277 |
125-195 |
126-005 |
| PP |
125-208 |
125-208 |
125-208 |
125-232 |
| S1 |
125-112 |
125-112 |
125-165 |
125-160 |
| S2 |
125-043 |
125-043 |
125-150 |
|
| S3 |
124-198 |
124-267 |
125-135 |
|
| S4 |
124-033 |
124-102 |
125-089 |
|
|
| 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 |
125-305 |
123-165 |
2-140 |
1.9% |
0-246 |
0.6% |
84% |
True |
False |
1,186,425 |
| 10 |
125-305 |
122-300 |
3-005 |
2.4% |
0-260 |
0.6% |
87% |
True |
False |
1,155,669 |
| 20 |
126-030 |
122-300 |
3-050 |
2.5% |
0-288 |
0.7% |
83% |
False |
False |
1,061,949 |
| 40 |
126-030 |
121-120 |
4-230 |
3.8% |
0-243 |
0.6% |
89% |
False |
False |
545,514 |
| 60 |
126-030 |
120-170 |
5-180 |
4.4% |
0-215 |
0.5% |
90% |
False |
False |
363,967 |
| 80 |
126-030 |
118-100 |
7-250 |
6.2% |
0-176 |
0.4% |
93% |
False |
False |
272,985 |
| 100 |
126-030 |
114-240 |
11-110 |
9.0% |
0-156 |
0.4% |
95% |
False |
False |
218,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-046 |
|
2.618 |
127-097 |
|
1.618 |
126-252 |
|
1.000 |
126-150 |
|
0.618 |
126-087 |
|
HIGH |
125-305 |
|
0.618 |
125-242 |
|
0.500 |
125-222 |
|
0.382 |
125-203 |
|
LOW |
125-140 |
|
0.618 |
125-038 |
|
1.000 |
124-295 |
|
1.618 |
124-193 |
|
2.618 |
124-028 |
|
4.250 |
123-079 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-222 |
125-119 |
| PP |
125-208 |
125-058 |
| S1 |
125-194 |
124-318 |
|