ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-210 |
126-000 |
-0-210 |
-0.5% |
126-230 |
| High |
126-210 |
126-110 |
-0-100 |
-0.2% |
127-020 |
| Low |
126-000 |
125-130 |
-0-190 |
-0.5% |
125-130 |
| Close |
126-010 |
125-170 |
-0-160 |
-0.4% |
125-170 |
| Range |
0-210 |
0-300 |
0-090 |
42.9% |
1-210 |
| ATR |
0-161 |
0-171 |
0-010 |
6.2% |
0-000 |
| Volume |
691 |
3,183 |
2,492 |
360.6% |
5,837 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-183 |
127-317 |
126-015 |
|
| R3 |
127-203 |
127-017 |
125-252 |
|
| R2 |
126-223 |
126-223 |
125-225 |
|
| R1 |
126-037 |
126-037 |
125-198 |
125-300 |
| PP |
125-243 |
125-243 |
125-243 |
125-215 |
| S1 |
125-057 |
125-057 |
125-142 |
125-000 |
| S2 |
124-263 |
124-263 |
125-115 |
|
| S3 |
123-283 |
124-077 |
125-088 |
|
| S4 |
122-303 |
123-097 |
125-005 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-310 |
129-290 |
126-142 |
|
| R3 |
129-100 |
128-080 |
125-316 |
|
| R2 |
127-210 |
127-210 |
125-267 |
|
| R1 |
126-190 |
126-190 |
125-219 |
126-095 |
| PP |
126-000 |
126-000 |
126-000 |
125-272 |
| S1 |
124-300 |
124-300 |
125-121 |
124-205 |
| S2 |
124-110 |
124-110 |
125-073 |
|
| S3 |
122-220 |
123-090 |
125-024 |
|
| S4 |
121-010 |
121-200 |
124-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-020 |
125-130 |
1-210 |
1.3% |
0-184 |
0.5% |
8% |
False |
True |
1,167 |
| 10 |
127-020 |
125-130 |
1-210 |
1.3% |
0-159 |
0.4% |
8% |
False |
True |
637 |
| 20 |
127-020 |
123-090 |
3-250 |
3.0% |
0-172 |
0.4% |
60% |
False |
False |
441 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-115 |
0.3% |
68% |
False |
False |
230 |
| 60 |
127-020 |
120-070 |
6-270 |
5.5% |
0-080 |
0.2% |
78% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-105 |
|
2.618 |
128-255 |
|
1.618 |
127-275 |
|
1.000 |
127-090 |
|
0.618 |
126-295 |
|
HIGH |
126-110 |
|
0.618 |
125-315 |
|
0.500 |
125-280 |
|
0.382 |
125-245 |
|
LOW |
125-130 |
|
0.618 |
124-265 |
|
1.000 |
124-150 |
|
1.618 |
123-285 |
|
2.618 |
122-305 |
|
4.250 |
121-135 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-280 |
126-015 |
| PP |
125-243 |
125-280 |
| S1 |
125-207 |
125-225 |
|