ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-185 |
127-085 |
-1-100 |
-1.0% |
128-230 |
| High |
128-235 |
128-070 |
-0-165 |
-0.4% |
129-095 |
| Low |
127-060 |
127-070 |
0-010 |
0.0% |
127-060 |
| Close |
127-100 |
128-030 |
0-250 |
0.6% |
128-030 |
| Range |
1-175 |
1-000 |
-0-175 |
-35.4% |
2-035 |
| ATR |
0-302 |
0-303 |
0-001 |
0.4% |
0-000 |
| Volume |
1,619,199 |
1,045,797 |
-573,402 |
-35.4% |
5,927,481 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-270 |
130-150 |
128-206 |
|
| R3 |
129-270 |
129-150 |
128-118 |
|
| R2 |
128-270 |
128-270 |
128-089 |
|
| R1 |
128-150 |
128-150 |
128-059 |
128-210 |
| PP |
127-270 |
127-270 |
127-270 |
127-300 |
| S1 |
127-150 |
127-150 |
128-001 |
127-210 |
| S2 |
126-270 |
126-270 |
127-291 |
|
| S3 |
125-270 |
126-150 |
127-262 |
|
| S4 |
124-270 |
125-150 |
127-174 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-167 |
133-133 |
129-081 |
|
| R3 |
132-132 |
131-098 |
128-216 |
|
| R2 |
130-097 |
130-097 |
128-154 |
|
| R1 |
129-063 |
129-063 |
128-092 |
128-222 |
| PP |
128-062 |
128-062 |
128-062 |
127-301 |
| S1 |
127-028 |
127-028 |
127-288 |
126-188 |
| S2 |
126-027 |
126-027 |
127-226 |
|
| S3 |
123-312 |
124-313 |
127-164 |
|
| S4 |
121-277 |
122-278 |
126-299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-095 |
127-060 |
2-035 |
1.6% |
1-014 |
0.8% |
43% |
False |
False |
1,185,496 |
| 10 |
129-095 |
127-060 |
2-035 |
1.6% |
0-300 |
0.7% |
43% |
False |
False |
1,123,545 |
| 20 |
131-125 |
127-060 |
4-065 |
3.3% |
0-301 |
0.7% |
22% |
False |
False |
1,087,999 |
| 40 |
131-300 |
127-060 |
4-240 |
3.7% |
0-281 |
0.7% |
19% |
False |
False |
1,085,657 |
| 60 |
131-300 |
125-210 |
6-090 |
4.9% |
0-309 |
0.8% |
39% |
False |
False |
814,672 |
| 80 |
131-300 |
120-300 |
11-000 |
8.6% |
0-292 |
0.7% |
65% |
False |
False |
611,393 |
| 100 |
131-300 |
120-120 |
11-180 |
9.0% |
0-257 |
0.6% |
67% |
False |
False |
489,274 |
| 120 |
131-300 |
119-230 |
12-070 |
9.5% |
0-216 |
0.5% |
69% |
False |
False |
407,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-150 |
|
2.618 |
130-268 |
|
1.618 |
129-268 |
|
1.000 |
129-070 |
|
0.618 |
128-268 |
|
HIGH |
128-070 |
|
0.618 |
127-268 |
|
0.500 |
127-230 |
|
0.382 |
127-192 |
|
LOW |
127-070 |
|
0.618 |
126-192 |
|
1.000 |
126-070 |
|
1.618 |
125-192 |
|
2.618 |
124-192 |
|
4.250 |
122-310 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-310 |
128-070 |
| PP |
127-270 |
128-057 |
| S1 |
127-230 |
128-043 |
|