ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
125-200 |
125-210 |
0-010 |
0.0% |
123-150 |
| High |
125-240 |
125-220 |
-0-020 |
0.0% |
125-120 |
| Low |
125-200 |
124-250 |
-0-270 |
-0.7% |
123-090 |
| Close |
125-180 |
125-150 |
-0-030 |
-0.1% |
124-190 |
| Range |
0-040 |
0-290 |
0-250 |
625.0% |
2-030 |
| ATR |
0-165 |
0-174 |
0-009 |
5.4% |
0-000 |
| Volume |
292 |
117 |
-175 |
-59.9% |
402 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-010 |
127-210 |
125-310 |
|
| R3 |
127-040 |
126-240 |
125-230 |
|
| R2 |
126-070 |
126-070 |
125-203 |
|
| R1 |
125-270 |
125-270 |
125-177 |
125-185 |
| PP |
125-100 |
125-100 |
125-100 |
125-058 |
| S1 |
124-300 |
124-300 |
125-123 |
124-215 |
| S2 |
124-130 |
124-130 |
125-097 |
|
| S3 |
123-160 |
124-010 |
125-070 |
|
| S4 |
122-190 |
123-040 |
124-310 |
|
|
| 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 |
125-270 |
124-190 |
1-080 |
1.0% |
0-174 |
0.4% |
70% |
False |
False |
394 |
| 10 |
125-270 |
123-090 |
2-180 |
2.0% |
0-176 |
0.4% |
85% |
False |
False |
211 |
| 20 |
125-270 |
122-100 |
3-170 |
2.8% |
0-140 |
0.3% |
89% |
False |
False |
124 |
| 40 |
125-270 |
121-220 |
4-050 |
3.3% |
0-078 |
0.2% |
91% |
False |
False |
63 |
| 60 |
125-270 |
119-060 |
6-210 |
5.3% |
0-054 |
0.1% |
94% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-172 |
|
2.618 |
128-019 |
|
1.618 |
127-049 |
|
1.000 |
126-190 |
|
0.618 |
126-079 |
|
HIGH |
125-220 |
|
0.618 |
125-109 |
|
0.500 |
125-075 |
|
0.382 |
125-041 |
|
LOW |
124-250 |
|
0.618 |
124-071 |
|
1.000 |
123-280 |
|
1.618 |
123-101 |
|
2.618 |
122-131 |
|
4.250 |
120-298 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-125 |
125-133 |
| PP |
125-100 |
125-117 |
| S1 |
125-075 |
125-100 |
|