ECBOT 10 Year T-Note Future March 2011
| 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 |
123-230 |
125-000 |
1-090 |
1.0% |
122-170 |
| High |
125-050 |
125-120 |
0-070 |
0.2% |
123-240 |
| Low |
123-230 |
124-280 |
1-050 |
0.9% |
122-100 |
| Close |
124-230 |
124-290 |
0-060 |
0.2% |
123-140 |
| Range |
1-140 |
0-160 |
-0-300 |
-65.2% |
1-140 |
| ATR |
0-165 |
0-168 |
0-003 |
2.0% |
0-000 |
| Volume |
6 |
74 |
68 |
1,133.3% |
19 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-177 |
126-073 |
125-058 |
|
| R3 |
126-017 |
125-233 |
125-014 |
|
| R2 |
125-177 |
125-177 |
124-319 |
|
| R1 |
125-073 |
125-073 |
124-305 |
125-045 |
| PP |
125-017 |
125-017 |
125-017 |
125-002 |
| S1 |
124-233 |
124-233 |
124-275 |
124-205 |
| S2 |
124-177 |
124-177 |
124-261 |
|
| S3 |
124-017 |
124-073 |
124-246 |
|
| S4 |
123-177 |
123-233 |
124-202 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-153 |
126-287 |
124-073 |
|
| R3 |
126-013 |
125-147 |
123-266 |
|
| R2 |
124-193 |
124-193 |
123-224 |
|
| R1 |
124-007 |
124-007 |
123-182 |
124-100 |
| PP |
123-053 |
123-053 |
123-053 |
123-100 |
| S1 |
122-187 |
122-187 |
123-098 |
122-280 |
| S2 |
121-233 |
121-233 |
123-056 |
|
| S3 |
120-093 |
121-047 |
123-014 |
|
| S4 |
118-273 |
119-227 |
122-207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-120 |
123-010 |
2-110 |
1.9% |
0-184 |
0.5% |
80% |
True |
False |
19 |
| 10 |
125-120 |
122-100 |
3-020 |
2.5% |
0-126 |
0.3% |
85% |
True |
False |
44 |
| 20 |
125-120 |
122-100 |
3-020 |
2.5% |
0-094 |
0.2% |
85% |
True |
False |
24 |
| 40 |
125-120 |
120-240 |
4-200 |
3.7% |
0-052 |
0.1% |
90% |
True |
False |
13 |
| 60 |
125-120 |
118-310 |
6-130 |
5.1% |
0-041 |
0.1% |
93% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-160 |
|
2.618 |
126-219 |
|
1.618 |
126-059 |
|
1.000 |
125-280 |
|
0.618 |
125-219 |
|
HIGH |
125-120 |
|
0.618 |
125-059 |
|
0.500 |
125-040 |
|
0.382 |
125-021 |
|
LOW |
124-280 |
|
0.618 |
124-181 |
|
1.000 |
124-120 |
|
1.618 |
124-021 |
|
2.618 |
123-181 |
|
4.250 |
122-240 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-040 |
124-228 |
| PP |
125-017 |
124-167 |
| S1 |
124-313 |
124-105 |
|