ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
125-035 |
125-275 |
0-240 |
0.6% |
126-140 |
High |
126-000 |
126-130 |
0-130 |
0.3% |
126-305 |
Low |
125-020 |
125-250 |
0-230 |
0.6% |
125-015 |
Close |
125-275 |
126-090 |
0-135 |
0.3% |
126-090 |
Range |
0-300 |
0-200 |
-0-100 |
-33.3% |
1-290 |
ATR |
0-225 |
0-223 |
-0-002 |
-0.8% |
0-000 |
Volume |
1,167,012 |
1,098,768 |
-68,244 |
-5.8% |
5,792,789 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-010 |
127-250 |
126-200 |
|
R3 |
127-130 |
127-050 |
126-145 |
|
R2 |
126-250 |
126-250 |
126-127 |
|
R1 |
126-170 |
126-170 |
126-108 |
126-210 |
PP |
126-050 |
126-050 |
126-050 |
126-070 |
S1 |
125-290 |
125-290 |
126-072 |
126-010 |
S2 |
125-170 |
125-170 |
126-053 |
|
S3 |
124-290 |
125-090 |
126-035 |
|
S4 |
124-090 |
124-210 |
125-300 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-260 |
130-305 |
127-106 |
|
R3 |
129-290 |
129-015 |
126-258 |
|
R2 |
128-000 |
128-000 |
126-202 |
|
R1 |
127-045 |
127-045 |
126-146 |
126-198 |
PP |
126-030 |
126-030 |
126-030 |
125-266 |
S1 |
125-075 |
125-075 |
126-034 |
124-228 |
S2 |
124-060 |
124-060 |
125-298 |
|
S3 |
122-090 |
123-105 |
125-242 |
|
S4 |
120-120 |
121-135 |
125-074 |
|
|
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% |
0-241 |
0.6% |
65% |
False |
False |
1,158,557 |
10 |
127-070 |
125-015 |
2-055 |
1.7% |
0-217 |
0.5% |
57% |
False |
False |
1,045,974 |
20 |
127-220 |
125-015 |
2-205 |
2.1% |
0-206 |
0.5% |
47% |
False |
False |
1,037,557 |
40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-234 |
0.6% |
70% |
False |
False |
1,098,571 |
60 |
127-220 |
122-300 |
4-240 |
3.8% |
0-236 |
0.6% |
70% |
False |
False |
844,744 |
80 |
127-220 |
120-170 |
7-050 |
5.7% |
0-219 |
0.5% |
80% |
False |
False |
634,129 |
100 |
127-220 |
118-220 |
9-000 |
7.1% |
0-195 |
0.5% |
84% |
False |
False |
507,334 |
120 |
127-220 |
116-070 |
11-150 |
9.1% |
0-170 |
0.4% |
88% |
False |
False |
422,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-020 |
2.618 |
128-014 |
1.618 |
127-134 |
1.000 |
127-010 |
0.618 |
126-254 |
HIGH |
126-130 |
0.618 |
126-054 |
0.500 |
126-030 |
0.382 |
126-006 |
LOW |
125-250 |
0.618 |
125-126 |
1.000 |
125-050 |
1.618 |
124-246 |
2.618 |
124-046 |
4.250 |
123-040 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-070 |
126-031 |
PP |
126-050 |
125-292 |
S1 |
126-030 |
125-232 |
|