ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
124-280 |
124-220 |
-0-060 |
-0.2% |
123-150 |
| High |
124-310 |
125-120 |
0-130 |
0.3% |
125-120 |
| Low |
124-190 |
124-220 |
0-030 |
0.1% |
123-090 |
| Close |
124-190 |
125-120 |
0-250 |
0.6% |
124-190 |
| Range |
0-120 |
0-220 |
0-100 |
83.3% |
2-030 |
| ATR |
0-163 |
0-169 |
0-006 |
3.8% |
0-000 |
| Volume |
272 |
1,210 |
938 |
344.9% |
402 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-067 |
126-313 |
125-241 |
|
| R3 |
126-167 |
126-093 |
125-180 |
|
| R2 |
125-267 |
125-267 |
125-160 |
|
| R1 |
125-193 |
125-193 |
125-140 |
125-230 |
| PP |
125-047 |
125-047 |
125-047 |
125-065 |
| S1 |
124-293 |
124-293 |
125-100 |
125-010 |
| S2 |
124-147 |
124-147 |
125-080 |
|
| S3 |
123-247 |
124-073 |
125-060 |
|
| S4 |
123-027 |
123-173 |
124-319 |
|
|
| 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 |
123-230 |
1-210 |
1.3% |
0-222 |
0.6% |
100% |
True |
False |
321 |
| 10 |
125-120 |
123-010 |
2-110 |
1.9% |
0-150 |
0.4% |
100% |
True |
False |
162 |
| 20 |
125-120 |
122-100 |
3-020 |
2.4% |
0-114 |
0.3% |
100% |
True |
False |
100 |
| 40 |
125-120 |
121-110 |
4-010 |
3.2% |
0-065 |
0.2% |
100% |
True |
False |
51 |
| 60 |
125-120 |
119-060 |
6-060 |
4.9% |
0-045 |
0.1% |
100% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-095 |
|
2.618 |
127-056 |
|
1.618 |
126-156 |
|
1.000 |
126-020 |
|
0.618 |
125-256 |
|
HIGH |
125-120 |
|
0.618 |
125-036 |
|
0.500 |
125-010 |
|
0.382 |
124-304 |
|
LOW |
124-220 |
|
0.618 |
124-084 |
|
1.000 |
124-000 |
|
1.618 |
123-184 |
|
2.618 |
122-284 |
|
4.250 |
121-245 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-083 |
125-078 |
| PP |
125-047 |
125-037 |
| S1 |
125-010 |
124-315 |
|