ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-185 |
128-250 |
0-065 |
0.2% |
128-270 |
| High |
129-020 |
129-065 |
0-045 |
0.1% |
128-290 |
| Low |
128-100 |
128-130 |
0-030 |
0.1% |
127-165 |
| Close |
128-270 |
128-225 |
-0-045 |
-0.1% |
128-040 |
| Range |
0-240 |
0-255 |
0-015 |
6.3% |
1-125 |
| ATR |
0-297 |
0-294 |
-0-003 |
-1.0% |
0-000 |
| Volume |
1,113,990 |
1,302,696 |
188,706 |
16.9% |
4,616,553 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-052 |
130-233 |
129-045 |
|
| R3 |
130-117 |
129-298 |
128-295 |
|
| R2 |
129-182 |
129-182 |
128-272 |
|
| R1 |
129-043 |
129-043 |
128-248 |
128-305 |
| PP |
128-247 |
128-247 |
128-247 |
128-218 |
| S1 |
128-108 |
128-108 |
128-202 |
128-050 |
| S2 |
127-312 |
127-312 |
128-178 |
|
| S3 |
127-057 |
127-173 |
128-155 |
|
| S4 |
126-122 |
126-238 |
128-085 |
|
|
| 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% |
0-280 |
0.7% |
64% |
False |
False |
1,099,450 |
| 10 |
129-210 |
127-165 |
2-045 |
1.7% |
0-301 |
0.7% |
55% |
False |
False |
1,046,187 |
| 20 |
131-300 |
127-165 |
4-135 |
3.4% |
0-292 |
0.7% |
27% |
False |
False |
1,087,266 |
| 40 |
131-300 |
127-165 |
4-135 |
3.4% |
0-279 |
0.7% |
27% |
False |
False |
1,045,991 |
| 60 |
131-300 |
122-300 |
9-000 |
7.0% |
0-311 |
0.8% |
64% |
False |
False |
702,756 |
| 80 |
131-300 |
120-120 |
11-180 |
9.0% |
0-284 |
0.7% |
72% |
False |
False |
527,315 |
| 100 |
131-300 |
120-120 |
11-180 |
9.0% |
0-240 |
0.6% |
72% |
False |
False |
421,954 |
| 120 |
131-300 |
119-000 |
12-300 |
10.1% |
0-201 |
0.5% |
75% |
False |
False |
351,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-189 |
|
2.618 |
131-093 |
|
1.618 |
130-158 |
|
1.000 |
130-000 |
|
0.618 |
129-223 |
|
HIGH |
129-065 |
|
0.618 |
128-288 |
|
0.500 |
128-258 |
|
0.382 |
128-227 |
|
LOW |
128-130 |
|
0.618 |
127-292 |
|
1.000 |
127-195 |
|
1.618 |
127-037 |
|
2.618 |
126-102 |
|
4.250 |
125-006 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-258 |
128-258 |
| PP |
128-247 |
128-247 |
| S1 |
128-236 |
128-236 |
|