ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
125-210 |
0-000 |
0.0% |
125-210 |
| High |
126-070 |
125-220 |
-0-170 |
-0.4% |
126-160 |
| Low |
125-210 |
124-290 |
-0-240 |
-0.6% |
125-190 |
| Close |
125-230 |
124-310 |
-0-240 |
-0.6% |
125-220 |
| Range |
0-180 |
0-250 |
0-070 |
38.9% |
0-290 |
| ATR |
0-171 |
0-178 |
0-006 |
3.7% |
0-000 |
| Volume |
2,012 |
1,088 |
-924 |
-45.9% |
21,540 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-170 |
127-010 |
125-128 |
|
| R3 |
126-240 |
126-080 |
125-059 |
|
| R2 |
125-310 |
125-310 |
125-036 |
|
| R1 |
125-150 |
125-150 |
125-013 |
125-105 |
| PP |
125-060 |
125-060 |
125-060 |
125-038 |
| S1 |
124-220 |
124-220 |
124-287 |
124-175 |
| S2 |
124-130 |
124-130 |
124-264 |
|
| S3 |
123-200 |
123-290 |
124-241 |
|
| S4 |
122-270 |
123-040 |
124-172 |
|
|
| 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 |
124-290 |
1-190 |
1.3% |
0-166 |
0.4% |
4% |
False |
True |
2,821 |
| 10 |
126-220 |
124-290 |
1-250 |
1.4% |
0-189 |
0.5% |
4% |
False |
True |
2,994 |
| 20 |
127-020 |
124-250 |
2-090 |
1.8% |
0-161 |
0.4% |
8% |
False |
False |
1,588 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-142 |
0.4% |
56% |
False |
False |
846 |
| 60 |
127-020 |
121-190 |
5-150 |
4.4% |
0-100 |
0.3% |
62% |
False |
False |
564 |
| 80 |
127-020 |
119-060 |
7-280 |
6.3% |
0-077 |
0.2% |
73% |
False |
False |
425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-002 |
|
2.618 |
127-234 |
|
1.618 |
126-304 |
|
1.000 |
126-150 |
|
0.618 |
126-054 |
|
HIGH |
125-220 |
|
0.618 |
125-124 |
|
0.500 |
125-095 |
|
0.382 |
125-066 |
|
LOW |
124-290 |
|
0.618 |
124-136 |
|
1.000 |
124-040 |
|
1.618 |
123-206 |
|
2.618 |
122-276 |
|
4.250 |
121-188 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-095 |
125-180 |
| PP |
125-060 |
125-117 |
| S1 |
125-025 |
125-053 |
|