ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-045 |
126-035 |
-0-010 |
0.0% |
125-075 |
| High |
126-135 |
126-080 |
-0-055 |
-0.1% |
126-155 |
| Low |
125-100 |
125-185 |
0-085 |
0.2% |
125-070 |
| Close |
126-015 |
126-025 |
0-010 |
0.0% |
126-025 |
| Range |
1-035 |
0-215 |
-0-140 |
-39.4% |
1-085 |
| ATR |
0-252 |
0-249 |
-0-003 |
-1.0% |
0-000 |
| Volume |
1,477,798 |
1,209,047 |
-268,751 |
-18.2% |
5,862,862 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-315 |
127-225 |
126-143 |
|
| R3 |
127-100 |
127-010 |
126-084 |
|
| R2 |
126-205 |
126-205 |
126-064 |
|
| R1 |
126-115 |
126-115 |
126-045 |
126-052 |
| PP |
125-310 |
125-310 |
125-310 |
125-279 |
| S1 |
125-220 |
125-220 |
126-005 |
125-158 |
| S2 |
125-095 |
125-095 |
125-306 |
|
| S3 |
124-200 |
125-005 |
125-286 |
|
| S4 |
123-305 |
124-110 |
125-227 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-232 |
129-053 |
126-248 |
|
| R3 |
128-147 |
127-288 |
126-136 |
|
| R2 |
127-062 |
127-062 |
126-099 |
|
| R1 |
126-203 |
126-203 |
126-062 |
126-292 |
| PP |
125-297 |
125-297 |
125-297 |
126-021 |
| S1 |
125-118 |
125-118 |
125-308 |
125-208 |
| S2 |
124-212 |
124-212 |
125-271 |
|
| S3 |
123-127 |
124-033 |
125-234 |
|
| S4 |
122-042 |
122-268 |
125-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-155 |
125-070 |
1-085 |
1.0% |
0-237 |
0.6% |
68% |
False |
False |
1,172,572 |
| 10 |
126-155 |
124-010 |
2-145 |
1.9% |
0-231 |
0.6% |
83% |
False |
False |
1,160,800 |
| 20 |
126-155 |
122-300 |
3-175 |
2.8% |
0-262 |
0.7% |
89% |
False |
False |
1,159,586 |
| 40 |
126-155 |
122-300 |
3-175 |
2.8% |
0-252 |
0.6% |
89% |
False |
False |
748,338 |
| 60 |
126-155 |
120-170 |
5-305 |
4.7% |
0-224 |
0.6% |
93% |
False |
False |
499,653 |
| 80 |
126-155 |
118-220 |
7-255 |
6.2% |
0-193 |
0.5% |
95% |
False |
False |
374,778 |
| 100 |
126-155 |
116-070 |
10-085 |
8.1% |
0-162 |
0.4% |
96% |
False |
False |
299,827 |
| 120 |
126-155 |
113-050 |
13-105 |
10.6% |
0-144 |
0.4% |
97% |
False |
False |
249,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-034 |
|
2.618 |
128-003 |
|
1.618 |
127-108 |
|
1.000 |
126-295 |
|
0.618 |
126-213 |
|
HIGH |
126-080 |
|
0.618 |
125-318 |
|
0.500 |
125-292 |
|
0.382 |
125-267 |
|
LOW |
125-185 |
|
0.618 |
125-052 |
|
1.000 |
124-290 |
|
1.618 |
124-157 |
|
2.618 |
123-262 |
|
4.250 |
122-231 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-008 |
126-003 |
| PP |
125-310 |
125-302 |
| S1 |
125-292 |
125-280 |
|