ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-010 |
128-110 |
0-100 |
0.2% |
128-270 |
| High |
128-265 |
128-190 |
-0-075 |
-0.2% |
128-290 |
| Low |
127-300 |
127-250 |
-0-050 |
-0.1% |
127-165 |
| Close |
128-140 |
128-040 |
-0-100 |
-0.2% |
128-040 |
| Range |
0-285 |
0-260 |
-0-025 |
-8.8% |
1-125 |
| ATR |
0-301 |
0-298 |
-0-003 |
-1.0% |
0-000 |
| Volume |
1,248,645 |
993,824 |
-254,821 |
-20.4% |
4,616,553 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-193 |
130-057 |
128-183 |
|
| R3 |
129-253 |
129-117 |
128-112 |
|
| R2 |
128-313 |
128-313 |
128-088 |
|
| R1 |
128-177 |
128-177 |
128-064 |
128-115 |
| PP |
128-053 |
128-053 |
128-053 |
128-022 |
| S1 |
127-237 |
127-237 |
128-016 |
127-175 |
| S2 |
127-113 |
127-113 |
127-312 |
|
| S3 |
126-173 |
126-297 |
127-288 |
|
| S4 |
125-233 |
126-037 |
127-217 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-113 |
131-202 |
128-285 |
|
| R3 |
130-308 |
130-077 |
128-162 |
|
| R2 |
129-183 |
129-183 |
128-122 |
|
| R1 |
128-272 |
128-272 |
128-081 |
128-165 |
| PP |
128-058 |
128-058 |
128-058 |
128-005 |
| S1 |
127-147 |
127-147 |
127-319 |
127-040 |
| S2 |
126-253 |
126-253 |
127-278 |
|
| S3 |
125-128 |
126-022 |
127-238 |
|
| S4 |
124-003 |
124-217 |
127-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-290 |
127-165 |
1-125 |
1.1% |
0-298 |
0.7% |
44% |
False |
False |
923,310 |
| 10 |
131-125 |
127-165 |
3-280 |
3.0% |
0-301 |
0.7% |
16% |
False |
False |
1,052,453 |
| 20 |
131-300 |
127-165 |
4-135 |
3.5% |
0-287 |
0.7% |
14% |
False |
False |
1,061,705 |
| 40 |
131-300 |
127-165 |
4-135 |
3.5% |
0-279 |
0.7% |
14% |
False |
False |
938,873 |
| 60 |
131-300 |
122-170 |
9-130 |
7.3% |
0-302 |
0.7% |
59% |
False |
False |
627,756 |
| 80 |
131-300 |
120-120 |
11-180 |
9.0% |
0-276 |
0.7% |
67% |
False |
False |
471,142 |
| 100 |
131-300 |
120-030 |
11-270 |
9.2% |
0-229 |
0.6% |
68% |
False |
False |
376,920 |
| 120 |
131-300 |
117-300 |
14-000 |
10.9% |
0-191 |
0.5% |
73% |
False |
False |
314,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-015 |
|
2.618 |
130-231 |
|
1.618 |
129-291 |
|
1.000 |
129-130 |
|
0.618 |
129-031 |
|
HIGH |
128-190 |
|
0.618 |
128-091 |
|
0.500 |
128-060 |
|
0.382 |
128-029 |
|
LOW |
127-250 |
|
0.618 |
127-089 |
|
1.000 |
126-310 |
|
1.618 |
126-149 |
|
2.618 |
125-209 |
|
4.250 |
124-105 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-060 |
128-055 |
| PP |
128-053 |
128-050 |
| S1 |
128-047 |
128-045 |
|