ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
127-005 |
127-075 |
0-070 |
0.2% |
126-060 |
High |
127-085 |
127-090 |
0-005 |
0.0% |
127-210 |
Low |
126-225 |
126-170 |
-0-055 |
-0.1% |
126-055 |
Close |
127-070 |
126-215 |
-0-175 |
-0.4% |
127-100 |
Range |
0-180 |
0-240 |
0-060 |
33.3% |
1-155 |
ATR |
0-217 |
0-218 |
0-002 |
0.8% |
0-000 |
Volume |
1,015,581 |
1,259,456 |
243,875 |
24.0% |
5,385,016 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-025 |
128-200 |
127-027 |
|
R3 |
128-105 |
127-280 |
126-281 |
|
R2 |
127-185 |
127-185 |
126-259 |
|
R1 |
127-040 |
127-040 |
126-237 |
126-312 |
PP |
126-265 |
126-265 |
126-265 |
126-241 |
S1 |
126-120 |
126-120 |
126-193 |
126-072 |
S2 |
126-025 |
126-025 |
126-171 |
|
S3 |
125-105 |
125-200 |
126-149 |
|
S4 |
124-185 |
124-280 |
126-083 |
|
|
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 |
126-170 |
1-050 |
0.9% |
0-196 |
0.5% |
12% |
False |
True |
915,827 |
10 |
127-220 |
125-185 |
2-035 |
1.7% |
0-183 |
0.5% |
52% |
False |
False |
985,868 |
20 |
127-220 |
123-165 |
4-055 |
3.3% |
0-210 |
0.5% |
76% |
False |
False |
1,069,511 |
40 |
127-220 |
122-300 |
4-240 |
3.7% |
0-251 |
0.6% |
79% |
False |
False |
960,425 |
60 |
127-220 |
121-110 |
6-110 |
5.0% |
0-226 |
0.6% |
84% |
False |
False |
643,684 |
80 |
127-220 |
119-250 |
7-290 |
6.2% |
0-209 |
0.5% |
87% |
False |
False |
482,896 |
100 |
127-220 |
117-140 |
10-080 |
8.1% |
0-177 |
0.4% |
90% |
False |
False |
386,323 |
120 |
127-220 |
114-090 |
13-130 |
10.6% |
0-157 |
0.4% |
92% |
False |
False |
321,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-150 |
2.618 |
129-078 |
1.618 |
128-158 |
1.000 |
128-010 |
0.618 |
127-238 |
HIGH |
127-090 |
0.618 |
126-318 |
0.500 |
126-290 |
0.382 |
126-262 |
LOW |
126-170 |
0.618 |
126-022 |
1.000 |
125-250 |
1.618 |
125-102 |
2.618 |
124-182 |
4.250 |
123-110 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-290 |
127-035 |
PP |
126-265 |
126-308 |
S1 |
126-240 |
126-262 |
|