ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-160 |
126-230 |
0-070 |
0.2% |
125-220 |
High |
127-020 |
126-290 |
-0-050 |
-0.1% |
127-020 |
Low |
126-160 |
126-230 |
0-070 |
0.2% |
125-220 |
Close |
126-250 |
126-290 |
0-040 |
0.1% |
126-250 |
Range |
0-180 |
0-060 |
-0-120 |
-66.7% |
1-120 |
ATR |
0-161 |
0-154 |
-0-007 |
-4.5% |
0-000 |
Volume |
182 |
168 |
-14 |
-7.7% |
540 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-130 |
127-110 |
127-003 |
|
R3 |
127-070 |
127-050 |
126-306 |
|
R2 |
127-010 |
127-010 |
126-301 |
|
R1 |
126-310 |
126-310 |
126-296 |
127-000 |
PP |
126-270 |
126-270 |
126-270 |
126-275 |
S1 |
126-250 |
126-250 |
126-284 |
126-260 |
S2 |
126-210 |
126-210 |
126-279 |
|
S3 |
126-150 |
126-190 |
126-274 |
|
S4 |
126-090 |
126-130 |
126-257 |
|
|
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 |
125-290 |
1-050 |
0.9% |
0-130 |
0.3% |
86% |
False |
False |
135 |
10 |
127-020 |
124-250 |
2-090 |
1.8% |
0-135 |
0.3% |
93% |
False |
False |
154 |
20 |
127-020 |
123-010 |
4-010 |
3.2% |
0-142 |
0.4% |
96% |
False |
False |
158 |
40 |
127-020 |
122-100 |
4-240 |
3.7% |
0-094 |
0.2% |
97% |
False |
False |
89 |
60 |
127-020 |
120-070 |
6-270 |
5.4% |
0-066 |
0.2% |
98% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-225 |
2.618 |
127-127 |
1.618 |
127-067 |
1.000 |
127-030 |
0.618 |
127-007 |
HIGH |
126-290 |
0.618 |
126-267 |
0.500 |
126-260 |
0.382 |
126-253 |
LOW |
126-230 |
0.618 |
126-193 |
1.000 |
126-170 |
1.618 |
126-133 |
2.618 |
126-073 |
4.250 |
125-295 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-280 |
126-277 |
PP |
126-270 |
126-263 |
S1 |
126-260 |
126-250 |
|