ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
125-150 |
125-220 |
0-070 |
0.2% |
124-220 |
High |
125-190 |
125-300 |
0-110 |
0.3% |
125-270 |
Low |
125-100 |
125-220 |
0-120 |
0.3% |
124-220 |
Close |
125-160 |
125-290 |
0-130 |
0.3% |
125-160 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
1-050 |
ATR |
0-168 |
0-166 |
-0-002 |
-1.2% |
0-000 |
Volume |
344 |
32 |
-312 |
-90.7% |
2,046 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-190 |
126-160 |
126-014 |
|
R3 |
126-110 |
126-080 |
125-312 |
|
R2 |
126-030 |
126-030 |
125-305 |
|
R1 |
126-000 |
126-000 |
125-297 |
126-015 |
PP |
125-270 |
125-270 |
125-270 |
125-278 |
S1 |
125-240 |
125-240 |
125-283 |
125-255 |
S2 |
125-190 |
125-190 |
125-275 |
|
S3 |
125-110 |
125-160 |
125-268 |
|
S4 |
125-030 |
125-080 |
125-246 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-260 |
128-100 |
126-044 |
|
R3 |
127-210 |
127-050 |
125-262 |
|
R2 |
126-160 |
126-160 |
125-228 |
|
R1 |
126-000 |
126-000 |
125-194 |
126-080 |
PP |
125-110 |
125-110 |
125-110 |
125-150 |
S1 |
124-270 |
124-270 |
125-126 |
125-030 |
S2 |
124-060 |
124-060 |
125-092 |
|
S3 |
123-010 |
123-220 |
125-058 |
|
S4 |
121-280 |
122-170 |
124-276 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-300 |
124-250 |
1-050 |
0.9% |
0-140 |
0.3% |
97% |
True |
False |
173 |
10 |
125-300 |
123-230 |
2-070 |
1.8% |
0-181 |
0.4% |
99% |
True |
False |
247 |
20 |
125-300 |
122-100 |
3-200 |
2.9% |
0-130 |
0.3% |
99% |
True |
False |
142 |
40 |
125-300 |
122-100 |
3-200 |
2.9% |
0-078 |
0.2% |
99% |
True |
False |
72 |
60 |
125-300 |
119-060 |
6-240 |
5.4% |
0-057 |
0.1% |
100% |
True |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-000 |
2.618 |
126-189 |
1.618 |
126-109 |
1.000 |
126-060 |
0.618 |
126-029 |
HIGH |
125-300 |
0.618 |
125-269 |
0.500 |
125-260 |
0.382 |
125-251 |
LOW |
125-220 |
0.618 |
125-171 |
1.000 |
125-140 |
1.618 |
125-091 |
2.618 |
125-011 |
4.250 |
124-200 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
125-280 |
125-232 |
PP |
125-270 |
125-173 |
S1 |
125-260 |
125-115 |
|