ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
127-075 |
126-190 |
-0-205 |
-0.5% |
127-090 |
High |
127-090 |
127-030 |
-0-060 |
-0.1% |
127-220 |
Low |
126-170 |
126-020 |
-0-150 |
-0.4% |
126-020 |
Close |
126-215 |
126-075 |
-0-140 |
-0.3% |
126-075 |
Range |
0-240 |
1-010 |
0-090 |
37.5% |
1-200 |
ATR |
0-218 |
0-226 |
0-008 |
3.6% |
0-000 |
Volume |
1,259,456 |
1,641,767 |
382,311 |
30.4% |
4,906,384 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-178 |
128-297 |
126-256 |
|
R3 |
128-168 |
127-287 |
126-166 |
|
R2 |
127-158 |
127-158 |
126-136 |
|
R1 |
126-277 |
126-277 |
126-105 |
126-212 |
PP |
126-148 |
126-148 |
126-148 |
126-116 |
S1 |
125-267 |
125-267 |
126-045 |
125-202 |
S2 |
125-138 |
125-138 |
126-014 |
|
S3 |
124-128 |
124-257 |
125-304 |
|
S4 |
123-118 |
123-247 |
125-214 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-172 |
130-163 |
127-041 |
|
R3 |
129-292 |
128-283 |
126-218 |
|
R2 |
128-092 |
128-092 |
126-170 |
|
R1 |
127-083 |
127-083 |
126-123 |
126-308 |
PP |
126-212 |
126-212 |
126-212 |
126-164 |
S1 |
125-203 |
125-203 |
126-027 |
125-108 |
S2 |
125-012 |
125-012 |
125-300 |
|
S3 |
123-132 |
124-003 |
125-252 |
|
S4 |
121-252 |
122-123 |
125-109 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-220 |
126-020 |
1-200 |
1.3% |
0-207 |
0.5% |
11% |
False |
True |
981,276 |
10 |
127-220 |
126-020 |
1-200 |
1.3% |
0-194 |
0.5% |
11% |
False |
True |
1,029,140 |
20 |
127-220 |
124-010 |
3-210 |
2.9% |
0-213 |
0.5% |
60% |
False |
False |
1,094,970 |
40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-252 |
0.6% |
69% |
False |
False |
999,083 |
60 |
127-220 |
121-110 |
6-110 |
5.0% |
0-229 |
0.6% |
77% |
False |
False |
670,983 |
80 |
127-220 |
120-050 |
7-170 |
6.0% |
0-211 |
0.5% |
81% |
False |
False |
503,417 |
100 |
127-220 |
117-140 |
10-080 |
8.1% |
0-178 |
0.4% |
86% |
False |
False |
402,740 |
120 |
127-220 |
114-090 |
13-130 |
10.6% |
0-160 |
0.4% |
89% |
False |
False |
335,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-152 |
2.618 |
129-254 |
1.618 |
128-244 |
1.000 |
128-040 |
0.618 |
127-234 |
HIGH |
127-030 |
0.618 |
126-224 |
0.500 |
126-185 |
0.382 |
126-146 |
LOW |
126-020 |
0.618 |
125-136 |
1.000 |
125-010 |
1.618 |
124-126 |
2.618 |
123-116 |
4.250 |
121-218 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-185 |
126-215 |
PP |
126-148 |
126-168 |
S1 |
126-112 |
126-122 |
|