ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-085 |
126-240 |
0-155 |
0.4% |
127-090 |
High |
126-305 |
127-060 |
0-075 |
0.2% |
127-220 |
Low |
126-085 |
126-125 |
0-040 |
0.1% |
126-020 |
Close |
126-285 |
127-010 |
0-045 |
0.1% |
126-075 |
Range |
0-220 |
0-255 |
0-035 |
15.9% |
1-200 |
ATR |
0-227 |
0-229 |
0-002 |
0.9% |
0-000 |
Volume |
829,287 |
1,137,058 |
307,771 |
37.1% |
4,906,384 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-083 |
128-302 |
127-150 |
|
R3 |
128-148 |
128-047 |
127-080 |
|
R2 |
127-213 |
127-213 |
127-057 |
|
R1 |
127-112 |
127-112 |
127-033 |
127-162 |
PP |
126-278 |
126-278 |
126-278 |
126-304 |
S1 |
126-177 |
126-177 |
126-307 |
126-228 |
S2 |
126-023 |
126-023 |
126-283 |
|
S3 |
125-088 |
125-242 |
126-260 |
|
S4 |
124-153 |
124-307 |
126-190 |
|
|
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 |
127-090 |
126-020 |
1-070 |
1.0% |
0-245 |
0.6% |
79% |
False |
False |
1,176,629 |
10 |
127-220 |
126-020 |
1-200 |
1.3% |
0-218 |
0.5% |
60% |
False |
False |
1,043,229 |
20 |
127-220 |
125-050 |
2-170 |
2.0% |
0-210 |
0.5% |
74% |
False |
False |
1,083,397 |
40 |
127-220 |
122-300 |
4-240 |
3.7% |
0-254 |
0.6% |
86% |
False |
False |
1,043,869 |
60 |
127-220 |
121-110 |
6-110 |
5.0% |
0-232 |
0.6% |
90% |
False |
False |
703,711 |
80 |
127-220 |
120-170 |
7-050 |
5.6% |
0-213 |
0.5% |
91% |
False |
False |
527,993 |
100 |
127-220 |
117-140 |
10-080 |
8.1% |
0-182 |
0.4% |
94% |
False |
False |
422,402 |
120 |
127-220 |
114-240 |
12-300 |
10.2% |
0-164 |
0.4% |
95% |
False |
False |
352,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-184 |
2.618 |
129-088 |
1.618 |
128-153 |
1.000 |
127-315 |
0.618 |
127-218 |
HIGH |
127-060 |
0.618 |
126-283 |
0.500 |
126-252 |
0.382 |
126-222 |
LOW |
126-125 |
0.618 |
125-287 |
1.000 |
125-190 |
1.618 |
125-032 |
2.618 |
124-097 |
4.250 |
123-001 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-304 |
126-287 |
PP |
126-278 |
126-243 |
S1 |
126-252 |
126-200 |
|