ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-195 |
128-230 |
0-035 |
0.1% |
128-000 |
| High |
128-265 |
128-280 |
0-015 |
0.0% |
129-095 |
| Low |
128-070 |
128-090 |
0-020 |
0.0% |
127-210 |
| Close |
128-210 |
128-110 |
-0-100 |
-0.2% |
128-210 |
| Range |
0-195 |
0-190 |
-0-005 |
-2.6% |
1-205 |
| ATR |
0-287 |
0-280 |
-0-007 |
-2.4% |
0-000 |
| Volume |
804,543 |
731,316 |
-73,227 |
-9.1% |
5,307,971 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-090 |
129-290 |
128-214 |
|
| R3 |
129-220 |
129-100 |
128-162 |
|
| R2 |
129-030 |
129-030 |
128-145 |
|
| R1 |
128-230 |
128-230 |
128-127 |
128-195 |
| PP |
128-160 |
128-160 |
128-160 |
128-142 |
| S1 |
128-040 |
128-040 |
128-093 |
128-005 |
| S2 |
127-290 |
127-290 |
128-075 |
|
| S3 |
127-100 |
127-170 |
128-058 |
|
| S4 |
126-230 |
126-300 |
128-006 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-147 |
132-223 |
129-179 |
|
| R3 |
131-262 |
131-018 |
129-034 |
|
| R2 |
130-057 |
130-057 |
128-306 |
|
| R1 |
129-133 |
129-133 |
128-258 |
129-255 |
| PP |
128-172 |
128-172 |
128-172 |
128-232 |
| S1 |
127-248 |
127-248 |
128-162 |
128-050 |
| S2 |
126-287 |
126-287 |
128-114 |
|
| S3 |
125-082 |
126-043 |
128-066 |
|
| S4 |
123-197 |
124-158 |
127-241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-095 |
128-070 |
1-025 |
0.8% |
0-235 |
0.6% |
12% |
False |
False |
1,038,011 |
| 10 |
129-095 |
127-165 |
1-250 |
1.4% |
0-258 |
0.6% |
46% |
False |
False |
1,040,651 |
| 20 |
131-125 |
127-165 |
3-280 |
3.0% |
0-279 |
0.7% |
21% |
False |
False |
1,049,781 |
| 40 |
131-300 |
127-165 |
4-135 |
3.4% |
0-274 |
0.7% |
19% |
False |
False |
1,063,288 |
| 60 |
131-300 |
124-000 |
7-300 |
6.2% |
0-308 |
0.8% |
55% |
False |
False |
728,306 |
| 80 |
131-300 |
120-120 |
11-180 |
9.0% |
0-282 |
0.7% |
69% |
False |
False |
546,513 |
| 100 |
131-300 |
120-120 |
11-180 |
9.0% |
0-242 |
0.6% |
69% |
False |
False |
437,312 |
| 120 |
131-300 |
119-030 |
12-270 |
10.0% |
0-204 |
0.5% |
72% |
False |
False |
364,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-128 |
|
2.618 |
130-137 |
|
1.618 |
129-267 |
|
1.000 |
129-150 |
|
0.618 |
129-077 |
|
HIGH |
128-280 |
|
0.618 |
128-207 |
|
0.500 |
128-185 |
|
0.382 |
128-163 |
|
LOW |
128-090 |
|
0.618 |
127-293 |
|
1.000 |
127-220 |
|
1.618 |
127-103 |
|
2.618 |
126-233 |
|
4.250 |
125-242 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-185 |
128-228 |
| PP |
128-160 |
128-188 |
| S1 |
128-135 |
128-149 |
|