ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
123-150 |
122-310 |
-0-160 |
-0.4% |
123-290 |
| High |
123-150 |
122-310 |
-0-160 |
-0.4% |
124-060 |
| Low |
123-050 |
122-230 |
-0-140 |
-0.4% |
122-230 |
| Close |
122-300 |
122-220 |
-0-080 |
-0.2% |
122-220 |
| Range |
0-100 |
0-080 |
-0-020 |
-20.0% |
1-150 |
| ATR |
0-156 |
0-150 |
-0-005 |
-3.5% |
0-000 |
| Volume |
330 |
4 |
-326 |
-98.8% |
351 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-173 |
123-117 |
122-264 |
|
| R3 |
123-093 |
123-037 |
122-242 |
|
| R2 |
123-013 |
123-013 |
122-235 |
|
| R1 |
122-277 |
122-277 |
122-227 |
122-265 |
| PP |
122-253 |
122-253 |
122-253 |
122-248 |
| S1 |
122-197 |
122-197 |
122-213 |
122-185 |
| S2 |
122-173 |
122-173 |
122-205 |
|
| S3 |
122-093 |
122-117 |
122-198 |
|
| S4 |
122-013 |
122-037 |
122-176 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-193 |
126-197 |
123-158 |
|
| R3 |
126-043 |
125-047 |
123-029 |
|
| R2 |
124-213 |
124-213 |
122-306 |
|
| R1 |
123-217 |
123-217 |
122-263 |
123-140 |
| PP |
123-063 |
123-063 |
123-063 |
123-025 |
| S1 |
122-067 |
122-067 |
122-177 |
121-310 |
| S2 |
121-233 |
121-233 |
122-134 |
|
| S3 |
120-083 |
120-237 |
122-091 |
|
| S4 |
118-253 |
119-087 |
121-282 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-010 |
|
2.618 |
123-199 |
|
1.618 |
123-119 |
|
1.000 |
123-070 |
|
0.618 |
123-039 |
|
HIGH |
122-310 |
|
0.618 |
122-279 |
|
0.500 |
122-270 |
|
0.382 |
122-261 |
|
LOW |
122-230 |
|
0.618 |
122-181 |
|
1.000 |
122-150 |
|
1.618 |
122-101 |
|
2.618 |
122-021 |
|
4.250 |
121-210 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-270 |
123-145 |
| PP |
122-253 |
123-063 |
| S1 |
122-237 |
122-302 |
|