ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
124-110 |
125-020 |
0-230 |
0.6% |
125-210 |
| High |
125-070 |
125-190 |
0-120 |
0.3% |
126-070 |
| Low |
124-110 |
125-020 |
0-230 |
0.6% |
124-110 |
| Close |
125-030 |
125-160 |
0-130 |
0.3% |
125-160 |
| Range |
0-280 |
0-170 |
-0-110 |
-39.3% |
1-280 |
| ATR |
0-187 |
0-186 |
-0-001 |
-0.7% |
0-000 |
| Volume |
5,040 |
2,936 |
-2,104 |
-41.7% |
13,139 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-313 |
126-247 |
125-254 |
|
| R3 |
126-143 |
126-077 |
125-207 |
|
| R2 |
125-293 |
125-293 |
125-191 |
|
| R1 |
125-227 |
125-227 |
125-176 |
125-260 |
| PP |
125-123 |
125-123 |
125-123 |
125-140 |
| S1 |
125-057 |
125-057 |
125-144 |
125-090 |
| S2 |
124-273 |
124-273 |
125-129 |
|
| S3 |
124-103 |
124-207 |
125-113 |
|
| S4 |
123-253 |
124-037 |
125-066 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-313 |
130-037 |
126-170 |
|
| R3 |
129-033 |
128-077 |
126-005 |
|
| R2 |
127-073 |
127-073 |
125-270 |
|
| R1 |
126-117 |
126-117 |
125-215 |
125-275 |
| PP |
125-113 |
125-113 |
125-113 |
125-032 |
| S1 |
124-157 |
124-157 |
125-105 |
123-315 |
| S2 |
123-153 |
123-153 |
125-050 |
|
| S3 |
121-193 |
122-197 |
124-315 |
|
| S4 |
119-233 |
120-237 |
124-150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-070 |
124-110 |
1-280 |
1.5% |
0-218 |
0.5% |
62% |
False |
False |
2,627 |
| 10 |
126-160 |
124-110 |
2-050 |
1.7% |
0-187 |
0.5% |
54% |
False |
False |
3,467 |
| 20 |
127-020 |
124-110 |
2-230 |
2.2% |
0-173 |
0.4% |
43% |
False |
False |
2,052 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-157 |
0.4% |
67% |
False |
False |
1,096 |
| 60 |
127-020 |
122-100 |
4-240 |
3.8% |
0-108 |
0.3% |
67% |
False |
False |
732 |
| 80 |
127-020 |
119-060 |
7-280 |
6.3% |
0-085 |
0.2% |
80% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-272 |
|
2.618 |
126-315 |
|
1.618 |
126-145 |
|
1.000 |
126-040 |
|
0.618 |
125-295 |
|
HIGH |
125-190 |
|
0.618 |
125-125 |
|
0.500 |
125-105 |
|
0.382 |
125-085 |
|
LOW |
125-020 |
|
0.618 |
124-235 |
|
1.000 |
124-170 |
|
1.618 |
124-065 |
|
2.618 |
123-215 |
|
4.250 |
122-258 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-142 |
125-103 |
| PP |
125-123 |
125-047 |
| S1 |
125-105 |
124-310 |
|