ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-230 |
128-095 |
-0-135 |
-0.3% |
128-000 |
| High |
128-280 |
129-095 |
0-135 |
0.3% |
129-095 |
| Low |
128-090 |
128-010 |
-0-080 |
-0.2% |
127-210 |
| Close |
128-110 |
129-040 |
0-250 |
0.6% |
128-210 |
| Range |
0-190 |
1-085 |
0-215 |
113.2% |
1-205 |
| ATR |
0-280 |
0-289 |
0-009 |
3.2% |
0-000 |
| Volume |
731,316 |
1,223,952 |
492,636 |
67.4% |
5,307,971 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-197 |
132-043 |
129-263 |
|
| R3 |
131-112 |
130-278 |
129-151 |
|
| R2 |
130-027 |
130-027 |
129-114 |
|
| R1 |
129-193 |
129-193 |
129-077 |
129-270 |
| PP |
128-262 |
128-262 |
128-262 |
128-300 |
| S1 |
128-108 |
128-108 |
129-003 |
128-185 |
| S2 |
127-177 |
127-177 |
128-286 |
|
| S3 |
126-092 |
127-023 |
128-249 |
|
| S4 |
125-007 |
125-258 |
128-137 |
|
|
| 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 |
128-010 |
1-085 |
1.0% |
0-257 |
0.6% |
86% |
True |
True |
1,035,299 |
| 10 |
129-095 |
127-165 |
1-250 |
1.4% |
0-278 |
0.7% |
90% |
True |
False |
1,069,846 |
| 20 |
131-125 |
127-165 |
3-280 |
3.0% |
0-284 |
0.7% |
42% |
False |
False |
1,061,617 |
| 40 |
131-300 |
127-165 |
4-135 |
3.4% |
0-277 |
0.7% |
36% |
False |
False |
1,072,961 |
| 60 |
131-300 |
124-270 |
7-030 |
5.5% |
0-309 |
0.7% |
60% |
False |
False |
748,668 |
| 80 |
131-300 |
120-200 |
11-100 |
8.8% |
0-285 |
0.7% |
75% |
False |
False |
561,778 |
| 100 |
131-300 |
120-120 |
11-180 |
9.0% |
0-246 |
0.6% |
76% |
False |
False |
449,552 |
| 120 |
131-300 |
119-190 |
12-110 |
9.6% |
0-207 |
0.5% |
77% |
False |
False |
374,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-216 |
|
2.618 |
132-195 |
|
1.618 |
131-110 |
|
1.000 |
130-180 |
|
0.618 |
130-025 |
|
HIGH |
129-095 |
|
0.618 |
128-260 |
|
0.500 |
128-212 |
|
0.382 |
128-165 |
|
LOW |
128-010 |
|
0.618 |
127-080 |
|
1.000 |
126-245 |
|
1.618 |
125-315 |
|
2.618 |
124-230 |
|
4.250 |
122-209 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-311 |
128-311 |
| PP |
128-262 |
128-262 |
| S1 |
128-212 |
128-212 |
|