ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-090 |
128-010 |
-0-080 |
-0.2% |
130-050 |
| High |
128-155 |
128-265 |
0-110 |
0.3% |
131-125 |
| Low |
127-165 |
127-300 |
0-135 |
0.3% |
128-150 |
| Close |
127-295 |
128-140 |
0-165 |
0.4% |
128-285 |
| Range |
0-310 |
0-285 |
-0-025 |
-8.1% |
2-295 |
| ATR |
0-302 |
0-301 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,192,757 |
1,248,645 |
55,888 |
4.7% |
5,907,984 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-023 |
130-207 |
128-297 |
|
| R3 |
130-058 |
129-242 |
128-218 |
|
| R2 |
129-093 |
129-093 |
128-192 |
|
| R1 |
128-277 |
128-277 |
128-166 |
129-025 |
| PP |
128-128 |
128-128 |
128-128 |
128-162 |
| S1 |
127-312 |
127-312 |
128-114 |
128-060 |
| S2 |
127-163 |
127-163 |
128-088 |
|
| S3 |
126-198 |
127-027 |
128-062 |
|
| S4 |
125-233 |
126-062 |
127-303 |
|
|
| 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 |
129-210 |
127-165 |
2-045 |
1.7% |
1-002 |
0.8% |
43% |
False |
False |
992,924 |
| 10 |
131-125 |
127-165 |
3-280 |
3.0% |
0-302 |
0.7% |
24% |
False |
False |
1,060,084 |
| 20 |
131-300 |
127-165 |
4-135 |
3.4% |
0-284 |
0.7% |
21% |
False |
False |
1,054,166 |
| 40 |
131-300 |
127-165 |
4-135 |
3.4% |
0-284 |
0.7% |
21% |
False |
False |
914,337 |
| 60 |
131-300 |
122-130 |
9-170 |
7.4% |
0-302 |
0.7% |
63% |
False |
False |
611,206 |
| 80 |
131-300 |
120-120 |
11-180 |
9.0% |
0-275 |
0.7% |
70% |
False |
False |
458,719 |
| 100 |
131-300 |
120-030 |
11-270 |
9.2% |
0-227 |
0.6% |
70% |
False |
False |
366,981 |
| 120 |
131-300 |
117-300 |
14-000 |
10.9% |
0-189 |
0.5% |
75% |
False |
False |
305,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-196 |
|
2.618 |
131-051 |
|
1.618 |
130-086 |
|
1.000 |
129-230 |
|
0.618 |
129-121 |
|
HIGH |
128-265 |
|
0.618 |
128-156 |
|
0.500 |
128-122 |
|
0.382 |
128-089 |
|
LOW |
127-300 |
|
0.618 |
127-124 |
|
1.000 |
127-015 |
|
1.618 |
126-159 |
|
2.618 |
125-194 |
|
4.250 |
124-049 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-134 |
128-112 |
| PP |
128-128 |
128-083 |
| S1 |
128-122 |
128-055 |
|