ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-080 |
125-270 |
-0-130 |
-0.3% |
125-210 |
| High |
126-080 |
125-290 |
-0-110 |
-0.3% |
126-160 |
| Low |
125-260 |
125-190 |
-0-070 |
-0.2% |
125-190 |
| Close |
125-300 |
125-220 |
-0-080 |
-0.2% |
125-220 |
| Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
0-290 |
| ATR |
0-175 |
0-171 |
-0-005 |
-2.7% |
0-000 |
| Volume |
3,695 |
1,651 |
-2,044 |
-55.3% |
21,540 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-213 |
126-157 |
125-275 |
|
| R3 |
126-113 |
126-057 |
125-248 |
|
| R2 |
126-013 |
126-013 |
125-238 |
|
| R1 |
125-277 |
125-277 |
125-229 |
125-255 |
| PP |
125-233 |
125-233 |
125-233 |
125-222 |
| S1 |
125-177 |
125-177 |
125-211 |
125-155 |
| S2 |
125-133 |
125-133 |
125-202 |
|
| S3 |
125-033 |
125-077 |
125-192 |
|
| S4 |
124-253 |
124-297 |
125-165 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-207 |
128-023 |
126-060 |
|
| R3 |
127-237 |
127-053 |
125-300 |
|
| R2 |
126-267 |
126-267 |
125-273 |
|
| R1 |
126-083 |
126-083 |
125-247 |
126-175 |
| PP |
125-297 |
125-297 |
125-297 |
126-022 |
| S1 |
125-113 |
125-113 |
125-193 |
125-205 |
| S2 |
125-007 |
125-007 |
125-167 |
|
| S3 |
124-037 |
124-143 |
125-140 |
|
| S4 |
123-067 |
123-173 |
125-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-160 |
125-190 |
0-290 |
0.7% |
0-156 |
0.4% |
10% |
False |
True |
4,308 |
| 10 |
127-020 |
125-130 |
1-210 |
1.3% |
0-170 |
0.4% |
17% |
False |
False |
2,737 |
| 20 |
127-020 |
124-220 |
2-120 |
1.9% |
0-160 |
0.4% |
42% |
False |
False |
1,498 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-133 |
0.3% |
71% |
False |
False |
768 |
| 60 |
127-020 |
121-110 |
5-230 |
4.5% |
0-093 |
0.2% |
76% |
False |
False |
513 |
| 80 |
127-020 |
119-060 |
7-280 |
6.3% |
0-071 |
0.2% |
83% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-075 |
|
2.618 |
126-232 |
|
1.618 |
126-132 |
|
1.000 |
126-070 |
|
0.618 |
126-032 |
|
HIGH |
125-290 |
|
0.618 |
125-252 |
|
0.500 |
125-240 |
|
0.382 |
125-228 |
|
LOW |
125-190 |
|
0.618 |
125-128 |
|
1.000 |
125-090 |
|
1.618 |
125-028 |
|
2.618 |
124-248 |
|
4.250 |
124-085 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-240 |
126-015 |
| PP |
125-233 |
125-297 |
| S1 |
125-227 |
125-258 |
|