ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
125-140 |
125-170 |
0-030 |
0.1% |
123-110 |
| High |
125-305 |
126-025 |
0-040 |
0.1% |
124-210 |
| Low |
125-140 |
125-110 |
-0-030 |
-0.1% |
122-300 |
| Close |
125-180 |
125-185 |
0-005 |
0.0% |
124-045 |
| Range |
0-165 |
0-235 |
0-070 |
42.4% |
1-230 |
| ATR |
0-260 |
0-258 |
-0-002 |
-0.7% |
0-000 |
| Volume |
1,266,555 |
1,147,377 |
-119,178 |
-9.4% |
5,841,811 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-278 |
127-147 |
125-314 |
|
| R3 |
127-043 |
126-232 |
125-250 |
|
| R2 |
126-128 |
126-128 |
125-228 |
|
| R1 |
125-317 |
125-317 |
125-207 |
126-062 |
| PP |
125-213 |
125-213 |
125-213 |
125-246 |
| S1 |
125-082 |
125-082 |
125-163 |
125-148 |
| S2 |
124-298 |
124-298 |
125-142 |
|
| S3 |
124-063 |
124-167 |
125-120 |
|
| S4 |
123-148 |
123-252 |
125-056 |
|
|
| 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 |
126-025 |
123-165 |
2-180 |
2.0% |
0-238 |
0.6% |
80% |
True |
False |
1,148,864 |
| 10 |
126-025 |
122-300 |
3-045 |
2.5% |
0-248 |
0.6% |
84% |
True |
False |
1,144,687 |
| 20 |
126-025 |
122-300 |
3-045 |
2.5% |
0-282 |
0.7% |
84% |
True |
False |
1,103,525 |
| 40 |
126-030 |
121-280 |
4-070 |
3.4% |
0-244 |
0.6% |
88% |
False |
False |
574,172 |
| 60 |
126-030 |
120-170 |
5-180 |
4.4% |
0-215 |
0.5% |
91% |
False |
False |
383,089 |
| 80 |
126-030 |
118-100 |
7-250 |
6.2% |
0-179 |
0.4% |
93% |
False |
False |
287,327 |
| 100 |
126-030 |
115-090 |
10-260 |
8.6% |
0-158 |
0.4% |
95% |
False |
False |
229,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-064 |
|
2.618 |
128-000 |
|
1.618 |
127-085 |
|
1.000 |
126-260 |
|
0.618 |
126-170 |
|
HIGH |
126-025 |
|
0.618 |
125-255 |
|
0.500 |
125-228 |
|
0.382 |
125-200 |
|
LOW |
125-110 |
|
0.618 |
124-285 |
|
1.000 |
124-195 |
|
1.618 |
124-050 |
|
2.618 |
123-135 |
|
4.250 |
122-071 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-228 |
125-142 |
| PP |
125-213 |
125-100 |
| S1 |
125-199 |
125-058 |
|