ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-215 |
127-040 |
0-145 |
0.4% |
125-075 |
| High |
127-150 |
127-120 |
-0-030 |
-0.1% |
126-155 |
| Low |
126-195 |
127-000 |
0-125 |
0.3% |
125-070 |
| Close |
127-030 |
127-045 |
0-015 |
0.0% |
126-025 |
| Range |
0-275 |
0-120 |
-0-155 |
-56.4% |
1-085 |
| ATR |
0-236 |
0-228 |
-0-008 |
-3.5% |
0-000 |
| Volume |
1,262,626 |
982,416 |
-280,210 |
-22.2% |
5,862,862 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-095 |
128-030 |
127-111 |
|
| R3 |
127-295 |
127-230 |
127-078 |
|
| R2 |
127-175 |
127-175 |
127-067 |
|
| R1 |
127-110 |
127-110 |
127-056 |
127-142 |
| PP |
127-055 |
127-055 |
127-055 |
127-071 |
| S1 |
126-310 |
126-310 |
127-034 |
127-022 |
| S2 |
126-255 |
126-255 |
127-023 |
|
| S3 |
126-135 |
126-190 |
127-012 |
|
| S4 |
126-015 |
126-070 |
126-299 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-232 |
129-053 |
126-248 |
|
| R3 |
128-147 |
127-288 |
126-136 |
|
| R2 |
127-062 |
127-062 |
126-099 |
|
| R1 |
126-203 |
126-203 |
126-062 |
126-292 |
| PP |
125-297 |
125-297 |
125-297 |
126-021 |
| S1 |
125-118 |
125-118 |
125-308 |
125-208 |
| S2 |
124-212 |
124-212 |
125-271 |
|
| S3 |
123-127 |
124-033 |
125-234 |
|
| S4 |
122-042 |
122-268 |
125-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-150 |
125-185 |
1-285 |
1.5% |
0-170 |
0.4% |
83% |
False |
False |
1,055,908 |
| 10 |
127-150 |
125-050 |
2-100 |
1.8% |
0-202 |
0.5% |
86% |
False |
False |
1,106,676 |
| 20 |
127-150 |
122-300 |
4-170 |
3.6% |
0-225 |
0.6% |
93% |
False |
False |
1,125,682 |
| 40 |
127-150 |
122-300 |
4-170 |
3.6% |
0-248 |
0.6% |
93% |
False |
False |
848,914 |
| 60 |
127-150 |
121-110 |
6-040 |
4.8% |
0-224 |
0.5% |
95% |
False |
False |
567,477 |
| 80 |
127-150 |
118-220 |
8-250 |
6.9% |
0-201 |
0.5% |
96% |
False |
False |
425,659 |
| 100 |
127-150 |
117-140 |
10-010 |
7.9% |
0-169 |
0.4% |
97% |
False |
False |
340,532 |
| 120 |
127-150 |
113-050 |
14-100 |
11.3% |
0-149 |
0.4% |
98% |
False |
False |
283,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-310 |
|
2.618 |
128-114 |
|
1.618 |
127-314 |
|
1.000 |
127-240 |
|
0.618 |
127-194 |
|
HIGH |
127-120 |
|
0.618 |
127-074 |
|
0.500 |
127-060 |
|
0.382 |
127-046 |
|
LOW |
127-000 |
|
0.618 |
126-246 |
|
1.000 |
126-200 |
|
1.618 |
126-126 |
|
2.618 |
126-006 |
|
4.250 |
125-130 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-060 |
127-025 |
| PP |
127-055 |
127-005 |
| S1 |
127-050 |
126-305 |
|