ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
127-090 |
127-120 |
0-030 |
0.1% |
126-060 |
| High |
127-145 |
127-220 |
0-075 |
0.2% |
127-210 |
| Low |
127-090 |
126-310 |
-0-100 |
-0.2% |
126-055 |
| Close |
127-140 |
127-025 |
-0-115 |
-0.3% |
127-100 |
| Range |
0-055 |
0-230 |
0-175 |
318.2% |
1-155 |
| ATR |
0-219 |
0-220 |
0-001 |
0.4% |
0-000 |
| Volume |
100,555 |
889,025 |
788,470 |
784.1% |
5,385,016 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-128 |
128-307 |
127-152 |
|
| R3 |
128-218 |
128-077 |
127-088 |
|
| R2 |
127-308 |
127-308 |
127-067 |
|
| R1 |
127-167 |
127-167 |
127-046 |
127-122 |
| PP |
127-078 |
127-078 |
127-078 |
127-056 |
| S1 |
126-257 |
126-257 |
127-004 |
126-212 |
| S2 |
126-168 |
126-168 |
126-303 |
|
| S3 |
125-258 |
126-027 |
126-282 |
|
| S4 |
125-028 |
125-117 |
126-218 |
|
|
| 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 |
127-220 |
126-195 |
1-025 |
0.8% |
0-191 |
0.5% |
43% |
True |
False |
909,828 |
| 10 |
127-220 |
125-100 |
2-120 |
1.9% |
0-188 |
0.5% |
74% |
True |
False |
1,016,304 |
| 20 |
127-220 |
123-165 |
4-055 |
3.3% |
0-213 |
0.5% |
85% |
True |
False |
1,088,735 |
| 40 |
127-220 |
122-300 |
4-240 |
3.7% |
0-249 |
0.6% |
87% |
True |
False |
905,429 |
| 60 |
127-220 |
121-110 |
6-110 |
5.0% |
0-225 |
0.6% |
90% |
True |
False |
605,808 |
| 80 |
127-220 |
118-220 |
9-000 |
7.1% |
0-206 |
0.5% |
93% |
True |
False |
454,458 |
| 100 |
127-220 |
117-140 |
10-080 |
8.1% |
0-173 |
0.4% |
94% |
True |
False |
363,573 |
| 120 |
127-220 |
113-050 |
14-170 |
11.4% |
0-153 |
0.4% |
96% |
True |
False |
302,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-238 |
|
2.618 |
129-182 |
|
1.618 |
128-272 |
|
1.000 |
128-130 |
|
0.618 |
128-042 |
|
HIGH |
127-220 |
|
0.618 |
127-132 |
|
0.500 |
127-105 |
|
0.382 |
127-078 |
|
LOW |
126-310 |
|
0.618 |
126-168 |
|
1.000 |
126-080 |
|
1.618 |
125-258 |
|
2.618 |
125-028 |
|
4.250 |
123-292 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-105 |
127-078 |
| PP |
127-078 |
127-060 |
| S1 |
127-052 |
127-042 |
|