ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
123-290 |
124-060 |
0-090 |
0.2% |
124-200 |
| High |
124-030 |
124-060 |
0-030 |
0.1% |
125-000 |
| Low |
123-290 |
123-280 |
-0-010 |
0.0% |
123-000 |
| Close |
124-060 |
123-240 |
-0-140 |
-0.4% |
123-120 |
| Range |
0-060 |
0-100 |
0-040 |
66.7% |
2-000 |
| ATR |
0-157 |
0-153 |
-0-004 |
-2.6% |
0-000 |
| Volume |
7 |
10 |
3 |
42.9% |
18 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-280 |
124-200 |
123-295 |
|
| R3 |
124-180 |
124-100 |
123-268 |
|
| R2 |
124-080 |
124-080 |
123-258 |
|
| R1 |
124-000 |
124-000 |
123-249 |
123-310 |
| PP |
123-300 |
123-300 |
123-300 |
123-295 |
| S1 |
123-220 |
123-220 |
123-231 |
123-210 |
| S2 |
123-200 |
123-200 |
123-222 |
|
| S3 |
123-100 |
123-120 |
123-212 |
|
| S4 |
123-000 |
123-020 |
123-185 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-253 |
128-187 |
124-152 |
|
| R3 |
127-253 |
126-187 |
123-296 |
|
| R2 |
125-253 |
125-253 |
123-237 |
|
| R1 |
124-187 |
124-187 |
123-179 |
124-060 |
| PP |
123-253 |
123-253 |
123-253 |
123-190 |
| S1 |
122-187 |
122-187 |
123-061 |
122-060 |
| S2 |
121-253 |
121-253 |
123-003 |
|
| S3 |
119-253 |
120-187 |
122-264 |
|
| S4 |
117-253 |
118-187 |
122-088 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-165 |
|
2.618 |
125-002 |
|
1.618 |
124-222 |
|
1.000 |
124-160 |
|
0.618 |
124-122 |
|
HIGH |
124-060 |
|
0.618 |
124-022 |
|
0.500 |
124-010 |
|
0.382 |
123-318 |
|
LOW |
123-280 |
|
0.618 |
123-218 |
|
1.000 |
123-180 |
|
1.618 |
123-118 |
|
2.618 |
123-018 |
|
4.250 |
122-175 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-010 |
123-223 |
| PP |
123-300 |
123-207 |
| S1 |
123-270 |
123-190 |
|