ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
125-215 |
125-035 |
-0-180 |
-0.4% |
126-085 |
High |
125-245 |
126-000 |
0-075 |
0.2% |
127-070 |
Low |
125-015 |
125-020 |
0-005 |
0.0% |
126-085 |
Close |
125-070 |
125-275 |
0-205 |
0.5% |
126-135 |
Range |
0-230 |
0-300 |
0-070 |
30.4% |
0-305 |
ATR |
0-219 |
0-225 |
0-006 |
2.6% |
0-000 |
Volume |
1,295,841 |
1,167,012 |
-128,829 |
-9.9% |
4,666,953 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-145 |
128-030 |
126-120 |
|
R3 |
127-165 |
127-050 |
126-038 |
|
R2 |
126-185 |
126-185 |
126-010 |
|
R1 |
126-070 |
126-070 |
125-302 |
126-128 |
PP |
125-205 |
125-205 |
125-205 |
125-234 |
S1 |
125-090 |
125-090 |
125-248 |
125-148 |
S2 |
124-225 |
124-225 |
125-220 |
|
S3 |
123-245 |
124-110 |
125-192 |
|
S4 |
122-265 |
123-130 |
125-110 |
|
|
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 |
126-305 |
125-015 |
1-290 |
1.5% |
0-227 |
0.6% |
43% |
False |
False |
1,094,789 |
10 |
127-070 |
125-015 |
2-055 |
1.7% |
0-230 |
0.6% |
37% |
False |
False |
1,100,274 |
20 |
127-220 |
125-015 |
2-205 |
2.1% |
0-206 |
0.5% |
31% |
False |
False |
1,043,071 |
40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-233 |
0.6% |
62% |
False |
False |
1,110,101 |
60 |
127-220 |
122-210 |
5-010 |
4.0% |
0-236 |
0.6% |
64% |
False |
False |
826,692 |
80 |
127-220 |
120-170 |
7-050 |
5.7% |
0-219 |
0.5% |
74% |
False |
False |
620,396 |
100 |
127-220 |
118-220 |
9-000 |
7.2% |
0-193 |
0.5% |
80% |
False |
False |
496,346 |
120 |
127-220 |
116-070 |
11-150 |
9.1% |
0-168 |
0.4% |
84% |
False |
False |
413,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-315 |
2.618 |
128-145 |
1.618 |
127-165 |
1.000 |
126-300 |
0.618 |
126-185 |
HIGH |
126-000 |
0.618 |
125-205 |
0.500 |
125-170 |
0.382 |
125-135 |
LOW |
125-020 |
0.618 |
124-155 |
1.000 |
124-040 |
1.618 |
123-175 |
2.618 |
122-195 |
4.250 |
121-025 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
125-240 |
125-262 |
PP |
125-205 |
125-250 |
S1 |
125-170 |
125-238 |
|