ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-160 |
126-160 |
0-000 |
0.0% |
125-220 |
High |
126-230 |
127-020 |
0-110 |
0.3% |
127-020 |
Low |
126-160 |
126-160 |
0-000 |
0.0% |
125-220 |
Close |
126-190 |
126-250 |
0-060 |
0.1% |
126-250 |
Range |
0-070 |
0-180 |
0-110 |
157.1% |
1-120 |
ATR |
0-160 |
0-161 |
0-001 |
0.9% |
0-000 |
Volume |
143 |
182 |
39 |
27.3% |
540 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-150 |
128-060 |
127-029 |
|
R3 |
127-290 |
127-200 |
126-300 |
|
R2 |
127-110 |
127-110 |
126-283 |
|
R1 |
127-020 |
127-020 |
126-266 |
127-065 |
PP |
126-250 |
126-250 |
126-250 |
126-272 |
S1 |
126-160 |
126-160 |
126-234 |
126-205 |
S2 |
126-070 |
126-070 |
126-217 |
|
S3 |
125-210 |
125-300 |
126-200 |
|
S4 |
125-030 |
125-120 |
126-151 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-203 |
130-027 |
127-172 |
|
R3 |
129-083 |
128-227 |
127-051 |
|
R2 |
127-283 |
127-283 |
127-011 |
|
R1 |
127-107 |
127-107 |
126-290 |
127-195 |
PP |
126-163 |
126-163 |
126-163 |
126-208 |
S1 |
125-307 |
125-307 |
126-210 |
126-075 |
S2 |
125-043 |
125-043 |
126-169 |
|
S3 |
123-243 |
124-187 |
126-129 |
|
S4 |
122-123 |
123-067 |
126-008 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-020 |
125-220 |
1-120 |
1.1% |
0-134 |
0.3% |
80% |
True |
False |
108 |
10 |
127-020 |
124-220 |
2-120 |
1.9% |
0-151 |
0.4% |
88% |
True |
False |
258 |
20 |
127-020 |
122-100 |
4-240 |
3.7% |
0-143 |
0.4% |
94% |
True |
False |
150 |
40 |
127-020 |
122-100 |
4-240 |
3.7% |
0-092 |
0.2% |
94% |
True |
False |
84 |
60 |
127-020 |
120-070 |
6-270 |
5.4% |
0-065 |
0.2% |
96% |
True |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-145 |
2.618 |
128-171 |
1.618 |
127-311 |
1.000 |
127-200 |
0.618 |
127-131 |
HIGH |
127-020 |
0.618 |
126-271 |
0.500 |
126-250 |
0.382 |
126-229 |
LOW |
126-160 |
0.618 |
126-049 |
1.000 |
125-300 |
1.618 |
125-189 |
2.618 |
125-009 |
4.250 |
124-035 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-250 |
126-227 |
PP |
126-250 |
126-203 |
S1 |
126-250 |
126-180 |
|