ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-300 |
126-305 |
0-005 |
0.0% |
127-090 |
High |
127-070 |
127-015 |
-0-055 |
-0.1% |
127-220 |
Low |
126-215 |
126-150 |
-0-065 |
-0.2% |
126-020 |
Close |
127-015 |
126-205 |
-0-130 |
-0.3% |
126-075 |
Range |
0-175 |
0-185 |
0-010 |
5.7% |
1-200 |
ATR |
0-225 |
0-222 |
-0-003 |
-1.3% |
0-000 |
Volume |
923,187 |
997,495 |
74,308 |
8.0% |
4,906,384 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-145 |
128-040 |
126-307 |
|
R3 |
127-280 |
127-175 |
126-256 |
|
R2 |
127-095 |
127-095 |
126-239 |
|
R1 |
126-310 |
126-310 |
126-222 |
126-270 |
PP |
126-230 |
126-230 |
126-230 |
126-210 |
S1 |
126-125 |
126-125 |
126-188 |
126-085 |
S2 |
126-045 |
126-045 |
126-171 |
|
S3 |
125-180 |
125-260 |
126-154 |
|
S4 |
124-315 |
125-075 |
126-103 |
|
|
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 |
127-070 |
126-020 |
1-050 |
0.9% |
0-233 |
0.6% |
50% |
False |
False |
1,105,758 |
10 |
127-220 |
126-020 |
1-200 |
1.3% |
0-214 |
0.5% |
36% |
False |
False |
1,010,793 |
20 |
127-220 |
125-050 |
2-170 |
2.0% |
0-208 |
0.5% |
59% |
False |
False |
1,058,734 |
40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-246 |
0.6% |
78% |
False |
False |
1,081,130 |
60 |
127-220 |
121-280 |
5-260 |
4.6% |
0-232 |
0.6% |
82% |
False |
False |
735,693 |
80 |
127-220 |
120-170 |
7-050 |
5.7% |
0-214 |
0.5% |
85% |
False |
False |
552,001 |
100 |
127-220 |
118-100 |
9-120 |
7.4% |
0-185 |
0.5% |
89% |
False |
False |
441,609 |
120 |
127-220 |
115-090 |
12-130 |
9.8% |
0-167 |
0.4% |
92% |
False |
False |
368,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-161 |
2.618 |
128-179 |
1.618 |
127-314 |
1.000 |
127-200 |
0.618 |
127-129 |
HIGH |
127-015 |
0.618 |
126-264 |
0.500 |
126-242 |
0.382 |
126-221 |
LOW |
126-150 |
0.618 |
126-036 |
1.000 |
125-285 |
1.618 |
125-171 |
2.618 |
124-306 |
4.250 |
124-004 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-242 |
126-258 |
PP |
126-230 |
126-240 |
S1 |
126-218 |
126-222 |
|