ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 20-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-240 |
126-300 |
0-060 |
0.1% |
127-090 |
High |
127-060 |
127-070 |
0-010 |
0.0% |
127-220 |
Low |
126-125 |
126-215 |
0-090 |
0.2% |
126-020 |
Close |
127-010 |
127-015 |
0-005 |
0.0% |
126-075 |
Range |
0-255 |
0-175 |
-0-080 |
-31.4% |
1-200 |
ATR |
0-229 |
0-225 |
-0-004 |
-1.7% |
0-000 |
Volume |
1,137,058 |
923,187 |
-213,871 |
-18.8% |
4,906,384 |
|
Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-198 |
128-122 |
127-111 |
|
R3 |
128-023 |
127-267 |
127-063 |
|
R2 |
127-168 |
127-168 |
127-047 |
|
R1 |
127-092 |
127-092 |
127-031 |
127-130 |
PP |
126-313 |
126-313 |
126-313 |
127-012 |
S1 |
126-237 |
126-237 |
126-319 |
126-275 |
S2 |
126-138 |
126-138 |
126-303 |
|
S3 |
125-283 |
126-062 |
126-287 |
|
S4 |
125-108 |
125-207 |
126-239 |
|
|
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% |
0-244 |
0.6% |
81% |
False |
False |
1,158,151 |
10 |
127-220 |
126-020 |
1-200 |
1.3% |
0-208 |
0.5% |
61% |
False |
False |
1,009,285 |
20 |
127-220 |
125-050 |
2-170 |
2.0% |
0-211 |
0.5% |
75% |
False |
False |
1,066,228 |
40 |
127-220 |
122-300 |
4-240 |
3.7% |
0-250 |
0.6% |
87% |
False |
False |
1,064,089 |
60 |
127-220 |
121-120 |
6-100 |
5.0% |
0-232 |
0.6% |
90% |
False |
False |
719,085 |
80 |
127-220 |
120-170 |
7-050 |
5.6% |
0-214 |
0.5% |
91% |
False |
False |
539,532 |
100 |
127-220 |
118-100 |
9-120 |
7.4% |
0-183 |
0.5% |
93% |
False |
False |
431,634 |
120 |
127-220 |
114-240 |
12-300 |
10.2% |
0-165 |
0.4% |
95% |
False |
False |
359,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-174 |
2.618 |
128-208 |
1.618 |
128-033 |
1.000 |
127-245 |
0.618 |
127-178 |
HIGH |
127-070 |
0.618 |
127-003 |
0.500 |
126-302 |
0.382 |
126-282 |
LOW |
126-215 |
0.618 |
126-107 |
1.000 |
126-040 |
1.618 |
125-252 |
2.618 |
125-077 |
4.250 |
124-111 |
|
|
Fisher Pivots for day following 20-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
127-004 |
126-302 |
PP |
126-313 |
126-270 |
S1 |
126-302 |
126-238 |
|