ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-020 |
126-160 |
0-140 |
0.3% |
124-220 |
| High |
126-270 |
126-230 |
-0-040 |
-0.1% |
125-270 |
| Low |
126-020 |
126-160 |
0-140 |
0.3% |
124-220 |
| Close |
126-170 |
126-190 |
0-020 |
0.0% |
125-160 |
| Range |
0-250 |
0-070 |
-0-180 |
-72.0% |
1-050 |
| ATR |
0-167 |
0-160 |
-0-007 |
-4.1% |
0-000 |
| Volume |
52 |
143 |
91 |
175.0% |
2,046 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-083 |
127-047 |
126-228 |
|
| R3 |
127-013 |
126-297 |
126-209 |
|
| R2 |
126-263 |
126-263 |
126-203 |
|
| R1 |
126-227 |
126-227 |
126-196 |
126-245 |
| PP |
126-193 |
126-193 |
126-193 |
126-202 |
| S1 |
126-157 |
126-157 |
126-184 |
126-175 |
| S2 |
126-123 |
126-123 |
126-177 |
|
| S3 |
126-053 |
126-087 |
126-171 |
|
| S4 |
125-303 |
126-017 |
126-152 |
|
|
| 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 |
126-270 |
125-100 |
1-170 |
1.2% |
0-116 |
0.3% |
84% |
False |
False |
140 |
| 10 |
126-270 |
124-190 |
2-080 |
1.8% |
0-145 |
0.4% |
89% |
False |
False |
267 |
| 20 |
126-270 |
122-100 |
4-170 |
3.6% |
0-138 |
0.3% |
94% |
False |
False |
141 |
| 40 |
126-270 |
122-100 |
4-170 |
3.6% |
0-088 |
0.2% |
94% |
False |
False |
80 |
| 60 |
126-270 |
120-070 |
6-200 |
5.2% |
0-062 |
0.2% |
96% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-208 |
|
2.618 |
127-093 |
|
1.618 |
127-023 |
|
1.000 |
126-300 |
|
0.618 |
126-273 |
|
HIGH |
126-230 |
|
0.618 |
126-203 |
|
0.500 |
126-195 |
|
0.382 |
126-187 |
|
LOW |
126-160 |
|
0.618 |
126-117 |
|
1.000 |
126-090 |
|
1.618 |
126-047 |
|
2.618 |
125-297 |
|
4.250 |
125-182 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-195 |
126-167 |
| PP |
126-193 |
126-143 |
| S1 |
126-192 |
126-120 |
|