ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-035 |
126-060 |
0-025 |
0.1% |
125-075 |
High |
126-080 |
126-175 |
0-095 |
0.2% |
126-155 |
Low |
125-185 |
126-055 |
0-190 |
0.5% |
125-070 |
Close |
126-025 |
126-150 |
0-125 |
0.3% |
126-025 |
Range |
0-215 |
0-120 |
-0-095 |
-44.2% |
1-085 |
ATR |
0-249 |
0-242 |
-0-007 |
-2.8% |
0-000 |
Volume |
1,209,047 |
749,892 |
-459,155 |
-38.0% |
5,862,862 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-167 |
127-118 |
126-216 |
|
R3 |
127-047 |
126-318 |
126-183 |
|
R2 |
126-247 |
126-247 |
126-172 |
|
R1 |
126-198 |
126-198 |
126-161 |
126-222 |
PP |
126-127 |
126-127 |
126-127 |
126-139 |
S1 |
126-078 |
126-078 |
126-139 |
126-102 |
S2 |
126-007 |
126-007 |
126-128 |
|
S3 |
125-207 |
125-278 |
126-117 |
|
S4 |
125-087 |
125-158 |
126-084 |
|
|
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 |
126-175 |
125-100 |
1-075 |
1.0% |
0-209 |
0.5% |
94% |
True |
False |
1,161,866 |
10 |
126-175 |
124-090 |
2-085 |
1.8% |
0-229 |
0.6% |
97% |
True |
False |
1,153,163 |
20 |
126-175 |
122-300 |
3-195 |
2.9% |
0-248 |
0.6% |
98% |
True |
False |
1,142,686 |
40 |
126-175 |
122-300 |
3-195 |
2.9% |
0-248 |
0.6% |
98% |
True |
False |
766,764 |
60 |
126-175 |
120-170 |
6-005 |
4.8% |
0-225 |
0.6% |
99% |
True |
False |
512,148 |
80 |
126-175 |
118-220 |
7-275 |
6.2% |
0-194 |
0.5% |
99% |
True |
False |
384,152 |
100 |
126-175 |
116-110 |
10-065 |
8.1% |
0-164 |
0.4% |
99% |
True |
False |
307,326 |
120 |
126-175 |
113-050 |
13-125 |
10.6% |
0-144 |
0.4% |
99% |
True |
False |
256,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-045 |
2.618 |
127-169 |
1.618 |
127-049 |
1.000 |
126-295 |
0.618 |
126-249 |
HIGH |
126-175 |
0.618 |
126-129 |
0.500 |
126-115 |
0.382 |
126-101 |
LOW |
126-055 |
0.618 |
125-301 |
1.000 |
125-255 |
1.618 |
125-181 |
2.618 |
125-061 |
4.250 |
124-185 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-138 |
126-092 |
PP |
126-127 |
126-035 |
S1 |
126-115 |
125-298 |
|