ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
126-140 |
126-210 |
0-070 |
0.2% |
125-220 |
High |
126-220 |
126-210 |
-0-010 |
0.0% |
127-020 |
Low |
126-050 |
126-000 |
-0-050 |
-0.1% |
125-220 |
Close |
126-210 |
126-010 |
-0-200 |
-0.5% |
126-250 |
Range |
0-170 |
0-210 |
0-040 |
23.5% |
1-120 |
ATR |
0-157 |
0-161 |
0-004 |
2.4% |
0-000 |
Volume |
1,428 |
691 |
-737 |
-51.6% |
540 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-063 |
127-247 |
126-126 |
|
R3 |
127-173 |
127-037 |
126-068 |
|
R2 |
126-283 |
126-283 |
126-048 |
|
R1 |
126-147 |
126-147 |
126-029 |
126-110 |
PP |
126-073 |
126-073 |
126-073 |
126-055 |
S1 |
125-257 |
125-257 |
125-311 |
125-220 |
S2 |
125-183 |
125-183 |
125-292 |
|
S3 |
124-293 |
125-047 |
125-272 |
|
S4 |
124-083 |
124-157 |
125-214 |
|
|
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 |
126-000 |
1-020 |
0.8% |
0-160 |
0.4% |
3% |
False |
True |
567 |
10 |
127-020 |
125-100 |
1-240 |
1.4% |
0-138 |
0.3% |
41% |
False |
False |
353 |
20 |
127-020 |
123-090 |
3-250 |
3.0% |
0-157 |
0.4% |
73% |
False |
False |
282 |
40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-108 |
0.3% |
78% |
False |
False |
151 |
60 |
127-020 |
120-070 |
6-270 |
5.4% |
0-075 |
0.2% |
85% |
False |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-142 |
2.618 |
128-120 |
1.618 |
127-230 |
1.000 |
127-100 |
0.618 |
127-020 |
HIGH |
126-210 |
0.618 |
126-130 |
0.500 |
126-105 |
0.382 |
126-080 |
LOW |
126-000 |
0.618 |
125-190 |
1.000 |
125-110 |
1.618 |
124-300 |
2.618 |
124-090 |
4.250 |
123-068 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
126-105 |
126-170 |
PP |
126-073 |
126-117 |
S1 |
126-042 |
126-063 |
|