ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-190 |
126-085 |
-0-105 |
-0.3% |
127-090 |
High |
127-030 |
126-305 |
-0-045 |
-0.1% |
127-220 |
Low |
126-020 |
126-085 |
0-065 |
0.2% |
126-020 |
Close |
126-075 |
126-285 |
0-210 |
0.5% |
126-075 |
Range |
1-010 |
0-220 |
-0-110 |
-33.3% |
1-200 |
ATR |
0-226 |
0-227 |
0-000 |
0.1% |
0-000 |
Volume |
1,641,767 |
829,287 |
-812,480 |
-49.5% |
4,906,384 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-245 |
128-165 |
127-086 |
|
R3 |
128-025 |
127-265 |
127-026 |
|
R2 |
127-125 |
127-125 |
127-005 |
|
R1 |
127-045 |
127-045 |
126-305 |
127-085 |
PP |
126-225 |
126-225 |
126-225 |
126-245 |
S1 |
126-145 |
126-145 |
126-265 |
126-185 |
S2 |
126-005 |
126-005 |
126-245 |
|
S3 |
125-105 |
125-245 |
126-224 |
|
S4 |
124-205 |
125-025 |
126-164 |
|
|
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% |
0-240 |
0.6% |
51% |
False |
False |
1,127,023 |
10 |
127-220 |
126-020 |
1-200 |
1.3% |
0-204 |
0.5% |
51% |
False |
False |
1,037,079 |
20 |
127-220 |
124-090 |
3-130 |
2.7% |
0-217 |
0.5% |
77% |
False |
False |
1,095,121 |
40 |
127-220 |
122-300 |
4-240 |
3.7% |
0-251 |
0.6% |
83% |
False |
False |
1,017,273 |
60 |
127-220 |
121-110 |
6-110 |
5.0% |
0-230 |
0.6% |
87% |
False |
False |
684,769 |
80 |
127-220 |
120-050 |
7-170 |
5.9% |
0-212 |
0.5% |
89% |
False |
False |
513,782 |
100 |
127-220 |
117-140 |
10-080 |
8.1% |
0-180 |
0.4% |
92% |
False |
False |
411,032 |
120 |
127-220 |
114-240 |
12-300 |
10.2% |
0-162 |
0.4% |
94% |
False |
False |
342,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-280 |
2.618 |
128-241 |
1.618 |
128-021 |
1.000 |
127-205 |
0.618 |
127-121 |
HIGH |
126-305 |
0.618 |
126-221 |
0.500 |
126-195 |
0.382 |
126-169 |
LOW |
126-085 |
0.618 |
125-269 |
1.000 |
125-185 |
1.618 |
125-049 |
2.618 |
124-149 |
4.250 |
123-110 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-255 |
126-262 |
PP |
126-225 |
126-238 |
S1 |
126-195 |
126-215 |
|