ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
125-000 |
124-280 |
-0-040 |
-0.1% |
123-150 |
| High |
125-110 |
124-310 |
-0-120 |
-0.3% |
125-120 |
| Low |
124-280 |
124-190 |
-0-090 |
-0.2% |
123-090 |
| Close |
124-300 |
124-190 |
-0-110 |
-0.3% |
124-190 |
| Range |
0-150 |
0-120 |
-0-030 |
-20.0% |
2-030 |
| ATR |
0-167 |
0-163 |
-0-003 |
-2.0% |
0-000 |
| Volume |
43 |
272 |
229 |
532.6% |
402 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-270 |
125-190 |
124-256 |
|
| R3 |
125-150 |
125-070 |
124-223 |
|
| R2 |
125-030 |
125-030 |
124-212 |
|
| R1 |
124-270 |
124-270 |
124-201 |
124-250 |
| PP |
124-230 |
124-230 |
124-230 |
124-220 |
| S1 |
124-150 |
124-150 |
124-179 |
124-130 |
| S2 |
124-110 |
124-110 |
124-168 |
|
| S3 |
123-310 |
124-030 |
124-157 |
|
| S4 |
123-190 |
123-230 |
124-124 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-223 |
129-237 |
125-238 |
|
| R3 |
128-193 |
127-207 |
125-054 |
|
| R2 |
126-163 |
126-163 |
124-313 |
|
| R1 |
125-177 |
125-177 |
124-251 |
126-010 |
| PP |
124-133 |
124-133 |
124-133 |
124-210 |
| S1 |
123-147 |
123-147 |
124-129 |
123-300 |
| S2 |
122-103 |
122-103 |
124-067 |
|
| S3 |
120-073 |
121-117 |
124-006 |
|
| S4 |
118-043 |
119-087 |
123-142 |
|
|
| 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% |
0-202 |
0.5% |
63% |
False |
False |
80 |
| 10 |
125-120 |
122-100 |
3-020 |
2.5% |
0-135 |
0.3% |
74% |
False |
False |
42 |
| 20 |
125-120 |
122-100 |
3-020 |
2.5% |
0-106 |
0.3% |
74% |
False |
False |
39 |
| 40 |
125-120 |
121-110 |
4-010 |
3.2% |
0-059 |
0.1% |
81% |
False |
False |
20 |
| 60 |
125-120 |
119-060 |
6-060 |
5.0% |
0-042 |
0.1% |
87% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-180 |
|
2.618 |
125-304 |
|
1.618 |
125-184 |
|
1.000 |
125-110 |
|
0.618 |
125-064 |
|
HIGH |
124-310 |
|
0.618 |
124-264 |
|
0.500 |
124-250 |
|
0.382 |
124-236 |
|
LOW |
124-190 |
|
0.618 |
124-116 |
|
1.000 |
124-070 |
|
1.618 |
123-316 |
|
2.618 |
123-196 |
|
4.250 |
123-000 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-250 |
124-315 |
| PP |
124-230 |
124-273 |
| S1 |
124-210 |
124-232 |
|