ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-305 |
126-170 |
-0-135 |
-0.3% |
126-085 |
High |
127-015 |
126-225 |
-0-110 |
-0.3% |
127-070 |
Low |
126-150 |
126-095 |
-0-055 |
-0.1% |
126-085 |
Close |
126-205 |
126-135 |
-0-070 |
-0.2% |
126-135 |
Range |
0-185 |
0-130 |
-0-055 |
-29.7% |
0-305 |
ATR |
0-222 |
0-215 |
-0-007 |
-3.0% |
0-000 |
Volume |
997,495 |
779,926 |
-217,569 |
-21.8% |
4,666,953 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-222 |
127-148 |
126-206 |
|
R3 |
127-092 |
127-018 |
126-171 |
|
R2 |
126-282 |
126-282 |
126-159 |
|
R1 |
126-208 |
126-208 |
126-147 |
126-180 |
PP |
126-152 |
126-152 |
126-152 |
126-138 |
S1 |
126-078 |
126-078 |
126-123 |
126-050 |
S2 |
126-022 |
126-022 |
126-111 |
|
S3 |
125-212 |
125-268 |
126-099 |
|
S4 |
125-082 |
125-138 |
126-064 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-158 |
128-292 |
126-303 |
|
R3 |
128-173 |
127-307 |
126-219 |
|
R2 |
127-188 |
127-188 |
126-191 |
|
R1 |
127-002 |
127-002 |
126-163 |
127-095 |
PP |
126-203 |
126-203 |
126-203 |
126-250 |
S1 |
126-017 |
126-017 |
126-107 |
126-110 |
S2 |
125-218 |
125-218 |
126-079 |
|
S3 |
124-233 |
125-032 |
126-051 |
|
S4 |
123-248 |
124-047 |
125-287 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-070 |
126-085 |
0-305 |
0.8% |
0-193 |
0.5% |
16% |
False |
False |
933,390 |
10 |
127-220 |
126-020 |
1-200 |
1.3% |
0-200 |
0.5% |
22% |
False |
False |
957,333 |
20 |
127-220 |
125-070 |
2-150 |
2.0% |
0-205 |
0.5% |
49% |
False |
False |
1,041,060 |
40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-245 |
0.6% |
73% |
False |
False |
1,087,173 |
60 |
127-220 |
122-140 |
5-080 |
4.2% |
0-231 |
0.6% |
76% |
False |
False |
748,646 |
80 |
127-220 |
120-170 |
7-050 |
5.7% |
0-214 |
0.5% |
82% |
False |
False |
561,748 |
100 |
127-220 |
118-100 |
9-120 |
7.4% |
0-186 |
0.5% |
87% |
False |
False |
449,407 |
120 |
127-220 |
115-250 |
11-290 |
9.4% |
0-167 |
0.4% |
89% |
False |
False |
374,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-138 |
2.618 |
127-245 |
1.618 |
127-115 |
1.000 |
127-035 |
0.618 |
126-305 |
HIGH |
126-225 |
0.618 |
126-175 |
0.500 |
126-160 |
0.382 |
126-145 |
LOW |
126-095 |
0.618 |
126-015 |
1.000 |
125-285 |
1.618 |
125-205 |
2.618 |
125-075 |
4.250 |
124-182 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-160 |
126-242 |
PP |
126-152 |
126-207 |
S1 |
126-143 |
126-171 |
|