ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-095 |
129-065 |
0-290 |
0.7% |
128-000 |
| High |
129-095 |
129-080 |
-0-015 |
0.0% |
129-095 |
| Low |
128-010 |
128-140 |
0-130 |
0.3% |
127-210 |
| Close |
129-040 |
128-185 |
-0-175 |
-0.4% |
128-210 |
| Range |
1-085 |
0-260 |
-0-145 |
-35.8% |
1-205 |
| ATR |
0-289 |
0-287 |
-0-002 |
-0.7% |
0-000 |
| Volume |
1,223,952 |
1,307,217 |
83,265 |
6.8% |
5,307,971 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-062 |
130-223 |
129-008 |
|
| R3 |
130-122 |
129-283 |
128-256 |
|
| R2 |
129-182 |
129-182 |
128-233 |
|
| R1 |
129-023 |
129-023 |
128-209 |
128-292 |
| PP |
128-242 |
128-242 |
128-242 |
128-216 |
| S1 |
128-083 |
128-083 |
128-161 |
128-032 |
| S2 |
127-302 |
127-302 |
128-137 |
|
| S3 |
127-042 |
127-143 |
128-114 |
|
| S4 |
126-102 |
126-203 |
128-042 |
|
|
| 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% |
0-261 |
0.6% |
43% |
False |
False |
1,073,944 |
| 10 |
129-095 |
127-210 |
1-205 |
1.3% |
0-274 |
0.7% |
56% |
False |
False |
1,081,292 |
| 20 |
131-125 |
127-165 |
3-280 |
3.0% |
0-283 |
0.7% |
27% |
False |
False |
1,064,030 |
| 40 |
131-300 |
127-165 |
4-135 |
3.4% |
0-277 |
0.7% |
24% |
False |
False |
1,087,523 |
| 60 |
131-300 |
125-170 |
6-130 |
5.0% |
0-308 |
0.7% |
48% |
False |
False |
770,417 |
| 80 |
131-300 |
120-250 |
11-050 |
8.7% |
0-286 |
0.7% |
70% |
False |
False |
578,101 |
| 100 |
131-300 |
120-120 |
11-180 |
9.0% |
0-248 |
0.6% |
71% |
False |
False |
462,624 |
| 120 |
131-300 |
119-190 |
12-110 |
9.6% |
0-209 |
0.5% |
73% |
False |
False |
385,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-225 |
|
2.618 |
131-121 |
|
1.618 |
130-181 |
|
1.000 |
130-020 |
|
0.618 |
129-241 |
|
HIGH |
129-080 |
|
0.618 |
128-301 |
|
0.500 |
128-270 |
|
0.382 |
128-239 |
|
LOW |
128-140 |
|
0.618 |
127-299 |
|
1.000 |
127-200 |
|
1.618 |
127-039 |
|
2.618 |
126-099 |
|
4.250 |
124-315 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-270 |
128-212 |
| PP |
128-242 |
128-203 |
| S1 |
128-213 |
128-194 |
|