ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
127-070 |
127-090 |
0-020 |
0.0% |
126-060 |
| High |
127-210 |
127-145 |
-0-065 |
-0.2% |
127-210 |
| Low |
126-255 |
127-090 |
0-155 |
0.4% |
126-055 |
| Close |
127-100 |
127-140 |
0-040 |
0.1% |
127-100 |
| Range |
0-275 |
0-055 |
-0-220 |
-80.0% |
1-155 |
| ATR |
0-231 |
0-219 |
-0-013 |
-5.4% |
0-000 |
| Volume |
1,314,521 |
100,555 |
-1,213,966 |
-92.4% |
5,385,016 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-290 |
127-270 |
127-170 |
|
| R3 |
127-235 |
127-215 |
127-155 |
|
| R2 |
127-180 |
127-180 |
127-150 |
|
| R1 |
127-160 |
127-160 |
127-145 |
127-170 |
| PP |
127-125 |
127-125 |
127-125 |
127-130 |
| S1 |
127-105 |
127-105 |
127-135 |
127-115 |
| S2 |
127-070 |
127-070 |
127-130 |
|
| S3 |
127-015 |
127-050 |
127-125 |
|
| S4 |
126-280 |
126-315 |
127-110 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-160 |
130-285 |
128-041 |
|
| R3 |
130-005 |
129-130 |
127-231 |
|
| R2 |
128-170 |
128-170 |
127-187 |
|
| R1 |
127-295 |
127-295 |
127-144 |
128-072 |
| PP |
127-015 |
127-015 |
127-015 |
127-064 |
| S1 |
126-140 |
126-140 |
127-056 |
126-238 |
| S2 |
125-180 |
125-180 |
127-013 |
|
| S3 |
124-025 |
124-305 |
126-289 |
|
| S4 |
122-190 |
123-150 |
126-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-210 |
126-140 |
1-070 |
1.0% |
0-169 |
0.4% |
82% |
False |
False |
947,135 |
| 10 |
127-210 |
125-100 |
2-110 |
1.8% |
0-189 |
0.5% |
91% |
False |
False |
1,054,501 |
| 20 |
127-210 |
123-165 |
4-045 |
3.2% |
0-212 |
0.5% |
95% |
False |
False |
1,101,778 |
| 40 |
127-210 |
122-300 |
4-230 |
3.7% |
0-249 |
0.6% |
95% |
False |
False |
883,539 |
| 60 |
127-210 |
121-110 |
6-100 |
5.0% |
0-223 |
0.5% |
97% |
False |
False |
591,033 |
| 80 |
127-210 |
118-220 |
8-310 |
7.0% |
0-203 |
0.5% |
98% |
False |
False |
443,347 |
| 100 |
127-210 |
117-140 |
10-070 |
8.0% |
0-172 |
0.4% |
98% |
False |
False |
354,682 |
| 120 |
127-210 |
113-050 |
14-160 |
11.4% |
0-152 |
0.4% |
98% |
False |
False |
295,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-059 |
|
2.618 |
127-289 |
|
1.618 |
127-234 |
|
1.000 |
127-200 |
|
0.618 |
127-179 |
|
HIGH |
127-145 |
|
0.618 |
127-124 |
|
0.500 |
127-118 |
|
0.382 |
127-111 |
|
LOW |
127-090 |
|
0.618 |
127-056 |
|
1.000 |
127-035 |
|
1.618 |
127-001 |
|
2.618 |
126-266 |
|
4.250 |
126-176 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-132 |
127-118 |
| PP |
127-125 |
127-095 |
| S1 |
127-118 |
127-072 |
|