ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
126-060 |
0-170 |
0.4% |
126-230 |
| High |
126-090 |
126-150 |
0-060 |
0.1% |
127-020 |
| Low |
125-210 |
125-290 |
0-080 |
0.2% |
125-130 |
| Close |
126-070 |
126-120 |
0-050 |
0.1% |
125-170 |
| Range |
0-200 |
0-180 |
-0-020 |
-10.0% |
1-210 |
| ATR |
0-176 |
0-176 |
0-000 |
0.2% |
0-000 |
| Volume |
6,971 |
3,560 |
-3,411 |
-48.9% |
5,837 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-300 |
127-230 |
126-219 |
|
| R3 |
127-120 |
127-050 |
126-170 |
|
| R2 |
126-260 |
126-260 |
126-153 |
|
| R1 |
126-190 |
126-190 |
126-136 |
126-225 |
| PP |
126-080 |
126-080 |
126-080 |
126-098 |
| S1 |
126-010 |
126-010 |
126-104 |
126-045 |
| S2 |
125-220 |
125-220 |
126-087 |
|
| S3 |
125-040 |
125-150 |
126-070 |
|
| S4 |
124-180 |
124-290 |
126-021 |
|
|
| 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 |
126-220 |
125-130 |
1-090 |
1.0% |
0-212 |
0.5% |
76% |
False |
False |
3,166 |
| 10 |
127-020 |
125-130 |
1-210 |
1.3% |
0-180 |
0.4% |
58% |
False |
False |
1,674 |
| 20 |
127-020 |
124-190 |
2-150 |
2.0% |
0-162 |
0.4% |
72% |
False |
False |
967 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-124 |
0.3% |
86% |
False |
False |
493 |
| 60 |
127-020 |
120-070 |
6-270 |
5.4% |
0-086 |
0.2% |
90% |
False |
False |
329 |
| 80 |
127-020 |
118-160 |
8-180 |
6.8% |
0-070 |
0.2% |
92% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-275 |
|
2.618 |
127-301 |
|
1.618 |
127-121 |
|
1.000 |
127-010 |
|
0.618 |
126-261 |
|
HIGH |
126-150 |
|
0.618 |
126-081 |
|
0.500 |
126-060 |
|
0.382 |
126-039 |
|
LOW |
125-290 |
|
0.618 |
125-179 |
|
1.000 |
125-110 |
|
1.618 |
124-319 |
|
2.618 |
124-139 |
|
4.250 |
123-165 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-100 |
126-073 |
| PP |
126-080 |
126-027 |
| S1 |
126-060 |
125-300 |
|