ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
124-290 |
-0-240 |
-0.6% |
125-210 |
| High |
125-220 |
125-000 |
-0-220 |
-0.5% |
126-160 |
| Low |
124-290 |
124-110 |
-0-180 |
-0.5% |
125-190 |
| Close |
124-310 |
124-140 |
-0-170 |
-0.4% |
125-220 |
| Range |
0-250 |
0-210 |
-0-040 |
-16.0% |
0-290 |
| ATR |
0-178 |
0-180 |
0-002 |
1.3% |
0-000 |
| Volume |
1,088 |
2,063 |
975 |
89.6% |
21,540 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-180 |
126-050 |
124-256 |
|
| R3 |
125-290 |
125-160 |
124-198 |
|
| R2 |
125-080 |
125-080 |
124-178 |
|
| R1 |
124-270 |
124-270 |
124-159 |
124-230 |
| PP |
124-190 |
124-190 |
124-190 |
124-170 |
| S1 |
124-060 |
124-060 |
124-121 |
124-020 |
| S2 |
123-300 |
123-300 |
124-102 |
|
| S3 |
123-090 |
123-170 |
124-082 |
|
| S4 |
122-200 |
122-280 |
124-024 |
|
|
| 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 |
126-080 |
124-110 |
1-290 |
1.5% |
0-176 |
0.4% |
5% |
False |
True |
2,101 |
| 10 |
126-210 |
124-110 |
2-100 |
1.9% |
0-193 |
0.5% |
4% |
False |
True |
3,057 |
| 20 |
127-020 |
124-110 |
2-230 |
2.2% |
0-170 |
0.4% |
3% |
False |
True |
1,677 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-148 |
0.4% |
45% |
False |
False |
897 |
| 60 |
127-020 |
121-190 |
5-150 |
4.4% |
0-104 |
0.3% |
52% |
False |
False |
599 |
| 80 |
127-020 |
119-060 |
7-280 |
6.3% |
0-079 |
0.2% |
67% |
False |
False |
450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-252 |
|
2.618 |
126-230 |
|
1.618 |
126-020 |
|
1.000 |
125-210 |
|
0.618 |
125-130 |
|
HIGH |
125-000 |
|
0.618 |
124-240 |
|
0.500 |
124-215 |
|
0.382 |
124-190 |
|
LOW |
124-110 |
|
0.618 |
123-300 |
|
1.000 |
123-220 |
|
1.618 |
123-090 |
|
2.618 |
122-200 |
|
4.250 |
121-178 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-215 |
125-090 |
| PP |
124-190 |
125-000 |
| S1 |
124-165 |
124-230 |
|