ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-230 |
128-185 |
-0-045 |
-0.1% |
128-270 |
| High |
129-095 |
129-020 |
-0-075 |
-0.2% |
128-290 |
| Low |
128-120 |
128-100 |
-0-020 |
0.0% |
127-165 |
| Close |
128-265 |
128-270 |
0-005 |
0.0% |
128-040 |
| Range |
0-295 |
0-240 |
-0-055 |
-18.6% |
1-125 |
| ATR |
0-301 |
0-297 |
-0-004 |
-1.5% |
0-000 |
| Volume |
1,237,512 |
1,113,990 |
-123,522 |
-10.0% |
4,616,553 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-317 |
130-213 |
129-082 |
|
| R3 |
130-077 |
129-293 |
129-016 |
|
| R2 |
129-157 |
129-157 |
128-314 |
|
| R1 |
129-053 |
129-053 |
128-292 |
129-105 |
| PP |
128-237 |
128-237 |
128-237 |
128-262 |
| S1 |
128-133 |
128-133 |
128-248 |
128-185 |
| S2 |
127-317 |
127-317 |
128-226 |
|
| S3 |
127-077 |
127-213 |
128-204 |
|
| S4 |
126-157 |
126-293 |
128-138 |
|
|
| 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 |
129-095 |
127-210 |
1-205 |
1.3% |
0-286 |
0.7% |
72% |
False |
False |
1,088,640 |
| 10 |
130-110 |
127-165 |
2-265 |
2.2% |
0-304 |
0.7% |
47% |
False |
False |
1,024,971 |
| 20 |
131-300 |
127-165 |
4-135 |
3.4% |
0-296 |
0.7% |
30% |
False |
False |
1,082,678 |
| 40 |
131-300 |
127-165 |
4-135 |
3.4% |
0-283 |
0.7% |
30% |
False |
False |
1,015,923 |
| 60 |
131-300 |
122-200 |
9-100 |
7.2% |
0-310 |
0.8% |
67% |
False |
False |
681,053 |
| 80 |
131-300 |
120-120 |
11-180 |
9.0% |
0-283 |
0.7% |
73% |
False |
False |
511,032 |
| 100 |
131-300 |
120-120 |
11-180 |
9.0% |
0-238 |
0.6% |
73% |
False |
False |
408,927 |
| 120 |
131-300 |
118-250 |
13-050 |
10.2% |
0-198 |
0.5% |
76% |
False |
False |
340,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-080 |
|
2.618 |
131-008 |
|
1.618 |
130-088 |
|
1.000 |
129-260 |
|
0.618 |
129-168 |
|
HIGH |
129-020 |
|
0.618 |
128-248 |
|
0.500 |
128-220 |
|
0.382 |
128-192 |
|
LOW |
128-100 |
|
0.618 |
127-272 |
|
1.000 |
127-180 |
|
1.618 |
127-032 |
|
2.618 |
126-112 |
|
4.250 |
125-040 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-253 |
128-231 |
| PP |
128-237 |
128-192 |
| S1 |
128-220 |
128-152 |
|