ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-090 |
126-080 |
-0-010 |
0.0% |
126-230 |
| High |
126-160 |
126-080 |
-0-080 |
-0.2% |
127-020 |
| Low |
126-000 |
125-260 |
-0-060 |
-0.1% |
125-130 |
| Close |
126-120 |
125-300 |
-0-140 |
-0.3% |
125-170 |
| Range |
0-160 |
0-140 |
-0-020 |
-12.5% |
1-210 |
| ATR |
0-175 |
0-175 |
0-000 |
0.2% |
0-000 |
| Volume |
5,663 |
3,695 |
-1,968 |
-34.8% |
5,837 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-100 |
127-020 |
126-057 |
|
| R3 |
126-280 |
126-200 |
126-018 |
|
| R2 |
126-140 |
126-140 |
126-006 |
|
| R1 |
126-060 |
126-060 |
125-313 |
126-030 |
| PP |
126-000 |
126-000 |
126-000 |
125-305 |
| S1 |
125-240 |
125-240 |
125-287 |
125-210 |
| S2 |
125-180 |
125-180 |
125-274 |
|
| S3 |
125-040 |
125-100 |
125-262 |
|
| S4 |
124-220 |
124-280 |
125-223 |
|
|
| 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 |
126-160 |
125-130 |
1-030 |
0.9% |
0-196 |
0.5% |
49% |
False |
False |
4,614 |
| 10 |
127-020 |
125-130 |
1-210 |
1.3% |
0-178 |
0.4% |
32% |
False |
False |
2,590 |
| 20 |
127-020 |
124-190 |
2-150 |
2.0% |
0-162 |
0.4% |
54% |
False |
False |
1,429 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-131 |
0.3% |
76% |
False |
False |
727 |
| 60 |
127-020 |
121-050 |
5-290 |
4.7% |
0-091 |
0.2% |
81% |
False |
False |
485 |
| 80 |
127-020 |
119-060 |
7-280 |
6.3% |
0-071 |
0.2% |
86% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-035 |
|
2.618 |
127-127 |
|
1.618 |
126-307 |
|
1.000 |
126-220 |
|
0.618 |
126-167 |
|
HIGH |
126-080 |
|
0.618 |
126-027 |
|
0.500 |
126-010 |
|
0.382 |
125-313 |
|
LOW |
125-260 |
|
0.618 |
125-173 |
|
1.000 |
125-120 |
|
1.618 |
125-033 |
|
2.618 |
124-213 |
|
4.250 |
123-305 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-010 |
126-050 |
| PP |
126-000 |
126-027 |
| S1 |
125-310 |
126-003 |
|