ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-140 |
126-100 |
-0-040 |
-0.1% |
126-085 |
High |
126-305 |
126-140 |
-0-165 |
-0.4% |
127-070 |
Low |
126-090 |
125-200 |
-0-210 |
-0.5% |
126-085 |
Close |
126-135 |
125-230 |
-0-225 |
-0.6% |
126-135 |
Range |
0-215 |
0-260 |
0-045 |
20.9% |
0-305 |
ATR |
0-215 |
0-219 |
0-003 |
1.5% |
0-000 |
Volume |
918,010 |
1,313,158 |
395,148 |
43.0% |
4,666,953 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-117 |
127-273 |
126-053 |
|
R3 |
127-177 |
127-013 |
125-302 |
|
R2 |
126-237 |
126-237 |
125-278 |
|
R1 |
126-073 |
126-073 |
125-254 |
126-025 |
PP |
125-297 |
125-297 |
125-297 |
125-272 |
S1 |
125-133 |
125-133 |
125-206 |
125-085 |
S2 |
125-037 |
125-037 |
125-182 |
|
S3 |
124-097 |
124-193 |
125-158 |
|
S4 |
123-157 |
123-253 |
125-087 |
|
|
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 |
125-200 |
1-190 |
1.3% |
0-193 |
0.5% |
6% |
False |
True |
986,355 |
10 |
127-090 |
125-200 |
1-210 |
1.3% |
0-219 |
0.5% |
6% |
False |
True |
1,081,492 |
20 |
127-220 |
125-100 |
2-120 |
1.9% |
0-204 |
0.5% |
17% |
False |
False |
1,048,898 |
40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-234 |
0.6% |
59% |
False |
False |
1,100,272 |
60 |
127-220 |
122-160 |
5-060 |
4.1% |
0-234 |
0.6% |
62% |
False |
False |
785,722 |
80 |
127-220 |
120-170 |
7-050 |
5.7% |
0-215 |
0.5% |
72% |
False |
False |
589,617 |
100 |
127-220 |
118-220 |
9-000 |
7.2% |
0-190 |
0.5% |
78% |
False |
False |
471,719 |
120 |
127-220 |
116-070 |
11-150 |
9.1% |
0-163 |
0.4% |
83% |
False |
False |
393,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-285 |
2.618 |
128-181 |
1.618 |
127-241 |
1.000 |
127-080 |
0.618 |
126-301 |
HIGH |
126-140 |
0.618 |
126-041 |
0.500 |
126-010 |
0.382 |
125-299 |
LOW |
125-200 |
0.618 |
125-039 |
1.000 |
124-260 |
1.618 |
124-099 |
2.618 |
123-159 |
4.250 |
122-055 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-010 |
126-092 |
PP |
125-297 |
126-032 |
S1 |
125-263 |
125-291 |
|