ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-140 |
126-215 |
0-075 |
0.2% |
125-075 |
| High |
126-260 |
127-150 |
0-210 |
0.5% |
126-155 |
| Low |
126-140 |
126-195 |
0-055 |
0.1% |
125-070 |
| Close |
126-205 |
127-030 |
0-145 |
0.4% |
126-025 |
| Range |
0-120 |
0-275 |
0-155 |
129.2% |
1-085 |
| ATR |
0-233 |
0-236 |
0-003 |
1.3% |
0-000 |
| Volume |
1,075,561 |
1,262,626 |
187,065 |
17.4% |
5,862,862 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-203 |
129-072 |
127-181 |
|
| R3 |
128-248 |
128-117 |
127-106 |
|
| R2 |
127-293 |
127-293 |
127-080 |
|
| R1 |
127-162 |
127-162 |
127-055 |
127-228 |
| PP |
127-018 |
127-018 |
127-018 |
127-051 |
| S1 |
126-207 |
126-207 |
127-005 |
126-272 |
| S2 |
126-063 |
126-063 |
126-300 |
|
| S3 |
125-108 |
125-252 |
126-274 |
|
| S4 |
124-153 |
124-297 |
126-199 |
|
|
| 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 |
127-150 |
125-100 |
2-050 |
1.7% |
0-217 |
0.5% |
83% |
True |
False |
1,154,984 |
| 10 |
127-150 |
125-050 |
2-100 |
1.8% |
0-214 |
0.5% |
84% |
True |
False |
1,123,172 |
| 20 |
127-150 |
122-300 |
4-170 |
3.6% |
0-237 |
0.6% |
92% |
True |
False |
1,139,420 |
| 40 |
127-150 |
122-300 |
4-170 |
3.6% |
0-248 |
0.6% |
92% |
True |
False |
824,780 |
| 60 |
127-150 |
120-170 |
6-300 |
5.5% |
0-226 |
0.6% |
95% |
True |
False |
551,106 |
| 80 |
127-150 |
118-220 |
8-250 |
6.9% |
0-199 |
0.5% |
96% |
True |
False |
413,379 |
| 100 |
127-150 |
117-140 |
10-010 |
7.9% |
0-167 |
0.4% |
96% |
True |
False |
330,708 |
| 120 |
127-150 |
113-050 |
14-100 |
11.3% |
0-148 |
0.4% |
97% |
True |
False |
275,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-039 |
|
2.618 |
129-230 |
|
1.618 |
128-275 |
|
1.000 |
128-105 |
|
0.618 |
128-000 |
|
HIGH |
127-150 |
|
0.618 |
127-045 |
|
0.500 |
127-012 |
|
0.382 |
126-300 |
|
LOW |
126-195 |
|
0.618 |
126-025 |
|
1.000 |
125-240 |
|
1.618 |
125-070 |
|
2.618 |
124-115 |
|
4.250 |
122-306 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-024 |
127-001 |
| PP |
127-018 |
126-292 |
| S1 |
127-012 |
126-262 |
|