ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
127-265 |
128-090 |
0-145 |
0.4% |
130-050 |
| High |
128-150 |
128-155 |
0-005 |
0.0% |
131-125 |
| Low |
127-265 |
127-165 |
-0-100 |
-0.2% |
128-150 |
| Close |
128-075 |
127-295 |
-0-100 |
-0.2% |
128-285 |
| Range |
0-205 |
0-310 |
0-105 |
51.2% |
2-295 |
| ATR |
0-301 |
0-302 |
0-001 |
0.2% |
0-000 |
| Volume |
932,005 |
1,192,757 |
260,752 |
28.0% |
5,907,984 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-282 |
130-118 |
128-146 |
|
| R3 |
129-292 |
129-128 |
128-060 |
|
| R2 |
128-302 |
128-302 |
128-032 |
|
| R1 |
128-138 |
128-138 |
128-003 |
128-065 |
| PP |
127-312 |
127-312 |
127-312 |
127-275 |
| S1 |
127-148 |
127-148 |
127-267 |
127-075 |
| S2 |
127-002 |
127-002 |
127-238 |
|
| S3 |
126-012 |
126-158 |
127-210 |
|
| S4 |
125-022 |
125-168 |
127-124 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-112 |
136-173 |
130-159 |
|
| R3 |
135-137 |
133-198 |
129-222 |
|
| R2 |
132-162 |
132-162 |
129-136 |
|
| R1 |
130-223 |
130-223 |
129-051 |
130-045 |
| PP |
129-187 |
129-187 |
129-187 |
129-098 |
| S1 |
127-248 |
127-248 |
128-199 |
127-070 |
| S2 |
126-212 |
126-212 |
128-114 |
|
| S3 |
123-237 |
124-273 |
128-028 |
|
| S4 |
120-262 |
121-298 |
127-091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-110 |
127-165 |
2-265 |
2.2% |
1-003 |
0.8% |
14% |
False |
True |
961,303 |
| 10 |
131-125 |
127-165 |
3-280 |
3.0% |
0-292 |
0.7% |
10% |
False |
True |
1,046,767 |
| 20 |
131-300 |
127-165 |
4-135 |
3.5% |
0-288 |
0.7% |
9% |
False |
True |
1,059,922 |
| 40 |
131-300 |
127-165 |
4-135 |
3.5% |
0-281 |
0.7% |
9% |
False |
True |
883,550 |
| 60 |
131-300 |
122-130 |
9-170 |
7.5% |
0-299 |
0.7% |
58% |
False |
False |
590,402 |
| 80 |
131-300 |
120-120 |
11-180 |
9.0% |
0-272 |
0.7% |
65% |
False |
False |
443,111 |
| 100 |
131-300 |
120-030 |
11-270 |
9.3% |
0-224 |
0.5% |
66% |
False |
False |
354,495 |
| 120 |
131-300 |
117-270 |
14-030 |
11.0% |
0-187 |
0.5% |
72% |
False |
False |
295,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-192 |
|
2.618 |
131-007 |
|
1.618 |
130-017 |
|
1.000 |
129-145 |
|
0.618 |
129-027 |
|
HIGH |
128-155 |
|
0.618 |
128-037 |
|
0.500 |
128-000 |
|
0.382 |
127-283 |
|
LOW |
127-165 |
|
0.618 |
126-293 |
|
1.000 |
126-175 |
|
1.618 |
125-303 |
|
2.618 |
124-313 |
|
4.250 |
123-128 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-000 |
128-068 |
| PP |
127-312 |
128-037 |
| S1 |
127-303 |
128-006 |
|