ECBOT 10 Year T-Note Future March 2011
| 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 |
125-000 |
125-000 |
0-000 |
0.0% |
122-170 |
| High |
125-120 |
125-110 |
-0-010 |
0.0% |
123-240 |
| Low |
124-280 |
124-280 |
0-000 |
0.0% |
122-100 |
| Close |
124-290 |
124-300 |
0-010 |
0.0% |
123-140 |
| Range |
0-160 |
0-150 |
-0-010 |
-6.3% |
1-140 |
| ATR |
0-168 |
0-167 |
-0-001 |
-0.8% |
0-000 |
| Volume |
74 |
43 |
-31 |
-41.9% |
19 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-147 |
126-053 |
125-062 |
|
| R3 |
125-317 |
125-223 |
125-021 |
|
| R2 |
125-167 |
125-167 |
125-008 |
|
| R1 |
125-073 |
125-073 |
124-314 |
125-045 |
| PP |
125-017 |
125-017 |
125-017 |
125-002 |
| S1 |
124-243 |
124-243 |
124-286 |
124-215 |
| S2 |
124-187 |
124-187 |
124-272 |
|
| S3 |
124-037 |
124-093 |
124-259 |
|
| S4 |
123-207 |
123-263 |
124-218 |
|
|
| 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 |
123-090 |
2-030 |
1.7% |
0-178 |
0.4% |
79% |
False |
False |
27 |
| 10 |
125-120 |
122-100 |
3-020 |
2.5% |
0-131 |
0.3% |
86% |
False |
False |
15 |
| 20 |
125-120 |
122-100 |
3-020 |
2.5% |
0-100 |
0.3% |
86% |
False |
False |
26 |
| 40 |
125-120 |
121-050 |
4-070 |
3.4% |
0-056 |
0.1% |
90% |
False |
False |
14 |
| 60 |
125-120 |
119-060 |
6-060 |
5.0% |
0-041 |
0.1% |
93% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-108 |
|
2.618 |
126-183 |
|
1.618 |
126-033 |
|
1.000 |
125-260 |
|
0.618 |
125-203 |
|
HIGH |
125-110 |
|
0.618 |
125-053 |
|
0.500 |
125-035 |
|
0.382 |
125-017 |
|
LOW |
124-280 |
|
0.618 |
124-187 |
|
1.000 |
124-130 |
|
1.618 |
124-037 |
|
2.618 |
123-207 |
|
4.250 |
122-282 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-035 |
124-258 |
| PP |
125-017 |
124-217 |
| S1 |
124-318 |
124-175 |
|