ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-170 |
126-140 |
-0-030 |
-0.1% |
126-085 |
High |
126-225 |
126-305 |
0-080 |
0.2% |
127-070 |
Low |
126-095 |
126-090 |
-0-005 |
0.0% |
126-085 |
Close |
126-135 |
126-135 |
0-000 |
0.0% |
126-135 |
Range |
0-130 |
0-215 |
0-085 |
65.4% |
0-305 |
ATR |
0-215 |
0-215 |
0-000 |
0.0% |
0-000 |
Volume |
779,926 |
918,010 |
138,084 |
17.7% |
4,666,953 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-182 |
128-053 |
126-253 |
|
R3 |
127-287 |
127-158 |
126-194 |
|
R2 |
127-072 |
127-072 |
126-174 |
|
R1 |
126-263 |
126-263 |
126-155 |
126-220 |
PP |
126-177 |
126-177 |
126-177 |
126-155 |
S1 |
126-048 |
126-048 |
126-115 |
126-005 |
S2 |
125-282 |
125-282 |
126-096 |
|
S3 |
125-067 |
125-153 |
126-076 |
|
S4 |
124-172 |
124-258 |
126-017 |
|
|
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 |
126-090 |
0-300 |
0.7% |
0-192 |
0.5% |
15% |
False |
True |
951,135 |
10 |
127-220 |
126-020 |
1-200 |
1.3% |
0-216 |
0.5% |
22% |
False |
False |
1,039,079 |
20 |
127-220 |
125-100 |
2-120 |
1.9% |
0-202 |
0.5% |
47% |
False |
False |
1,046,790 |
40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-239 |
0.6% |
73% |
False |
False |
1,092,405 |
60 |
127-220 |
122-160 |
5-060 |
4.1% |
0-231 |
0.6% |
76% |
False |
False |
763,915 |
80 |
127-220 |
120-170 |
7-050 |
5.7% |
0-214 |
0.5% |
82% |
False |
False |
573,218 |
100 |
127-220 |
118-220 |
9-000 |
7.1% |
0-189 |
0.5% |
86% |
False |
False |
458,587 |
120 |
127-220 |
116-070 |
11-150 |
9.1% |
0-166 |
0.4% |
89% |
False |
False |
382,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-259 |
2.618 |
128-228 |
1.618 |
128-013 |
1.000 |
127-200 |
0.618 |
127-118 |
HIGH |
126-305 |
0.618 |
126-223 |
0.500 |
126-198 |
0.382 |
126-172 |
LOW |
126-090 |
0.618 |
125-277 |
1.000 |
125-195 |
1.618 |
125-062 |
2.618 |
124-167 |
4.250 |
123-136 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-198 |
126-212 |
PP |
126-177 |
126-187 |
S1 |
126-156 |
126-161 |
|