ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
123-240 |
123-220 |
-0-020 |
-0.1% |
123-290 |
| High |
123-240 |
123-220 |
-0-020 |
-0.1% |
124-060 |
| Low |
123-240 |
123-130 |
-0-110 |
-0.3% |
122-230 |
| Close |
123-240 |
123-160 |
-0-080 |
-0.2% |
122-220 |
| Range |
0-000 |
0-090 |
0-090 |
|
1-150 |
| ATR |
0-150 |
0-147 |
-0-003 |
-1.9% |
0-000 |
| Volume |
2 |
3 |
1 |
50.0% |
351 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-120 |
124-070 |
123-210 |
|
| R3 |
124-030 |
123-300 |
123-185 |
|
| R2 |
123-260 |
123-260 |
123-176 |
|
| R1 |
123-210 |
123-210 |
123-168 |
123-190 |
| PP |
123-170 |
123-170 |
123-170 |
123-160 |
| S1 |
123-120 |
123-120 |
123-152 |
123-100 |
| S2 |
123-080 |
123-080 |
123-144 |
|
| S3 |
122-310 |
123-030 |
123-135 |
|
| S4 |
122-220 |
122-260 |
123-110 |
|
|
| 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 |
124-282 |
|
2.618 |
124-136 |
|
1.618 |
124-046 |
|
1.000 |
123-310 |
|
0.618 |
123-276 |
|
HIGH |
123-220 |
|
0.618 |
123-186 |
|
0.500 |
123-175 |
|
0.382 |
123-164 |
|
LOW |
123-130 |
|
0.618 |
123-074 |
|
1.000 |
123-040 |
|
1.618 |
122-304 |
|
2.618 |
122-214 |
|
4.250 |
122-068 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-175 |
123-110 |
| PP |
123-170 |
123-060 |
| S1 |
123-165 |
123-010 |
|