ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-060 |
126-140 |
0-080 |
0.2% |
125-075 |
High |
126-175 |
126-260 |
0-085 |
0.2% |
126-155 |
Low |
126-055 |
126-140 |
0-085 |
0.2% |
125-070 |
Close |
126-150 |
126-205 |
0-055 |
0.1% |
126-025 |
Range |
0-120 |
0-120 |
0-000 |
0.0% |
1-085 |
ATR |
0-242 |
0-233 |
-0-009 |
-3.6% |
0-000 |
Volume |
749,892 |
1,075,561 |
325,669 |
43.4% |
5,862,862 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-242 |
127-183 |
126-271 |
|
R3 |
127-122 |
127-063 |
126-238 |
|
R2 |
127-002 |
127-002 |
126-227 |
|
R1 |
126-263 |
126-263 |
126-216 |
126-292 |
PP |
126-202 |
126-202 |
126-202 |
126-216 |
S1 |
126-143 |
126-143 |
126-194 |
126-172 |
S2 |
126-082 |
126-082 |
126-183 |
|
S3 |
125-282 |
126-023 |
126-172 |
|
S4 |
125-162 |
125-223 |
126-139 |
|
|
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 |
126-260 |
125-100 |
1-160 |
1.2% |
0-185 |
0.5% |
89% |
True |
False |
1,122,780 |
10 |
126-260 |
125-050 |
1-210 |
1.3% |
0-203 |
0.5% |
90% |
True |
False |
1,123,565 |
20 |
126-260 |
122-300 |
3-280 |
3.1% |
0-236 |
0.6% |
96% |
True |
False |
1,130,064 |
40 |
126-260 |
122-300 |
3-280 |
3.1% |
0-248 |
0.6% |
96% |
True |
False |
793,345 |
60 |
126-260 |
120-170 |
6-090 |
5.0% |
0-225 |
0.6% |
97% |
True |
False |
530,064 |
80 |
126-260 |
118-220 |
8-040 |
6.4% |
0-196 |
0.5% |
98% |
True |
False |
397,596 |
100 |
126-260 |
117-090 |
9-170 |
7.5% |
0-165 |
0.4% |
98% |
True |
False |
318,082 |
120 |
126-260 |
113-050 |
13-210 |
10.8% |
0-146 |
0.4% |
99% |
True |
False |
265,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-130 |
2.618 |
127-254 |
1.618 |
127-134 |
1.000 |
127-060 |
0.618 |
127-014 |
HIGH |
126-260 |
0.618 |
126-214 |
0.500 |
126-200 |
0.382 |
126-186 |
LOW |
126-140 |
0.618 |
126-066 |
1.000 |
126-020 |
1.618 |
125-266 |
2.618 |
125-146 |
4.250 |
124-270 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-203 |
126-158 |
PP |
126-202 |
126-110 |
S1 |
126-200 |
126-062 |
|