ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
127-040 |
127-070 |
0-030 |
0.1% |
126-060 |
| High |
127-120 |
127-210 |
0-090 |
0.2% |
127-210 |
| Low |
127-000 |
126-255 |
-0-065 |
-0.2% |
126-055 |
| Close |
127-045 |
127-100 |
0-055 |
0.1% |
127-100 |
| Range |
0-120 |
0-275 |
0-155 |
129.2% |
1-155 |
| ATR |
0-228 |
0-231 |
0-003 |
1.5% |
0-000 |
| Volume |
982,416 |
1,314,521 |
332,105 |
33.8% |
5,385,016 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-267 |
129-138 |
127-251 |
|
| R3 |
128-312 |
128-183 |
127-176 |
|
| R2 |
128-037 |
128-037 |
127-150 |
|
| R1 |
127-228 |
127-228 |
127-125 |
127-292 |
| PP |
127-082 |
127-082 |
127-082 |
127-114 |
| S1 |
126-273 |
126-273 |
127-075 |
127-018 |
| S2 |
126-127 |
126-127 |
127-050 |
|
| S3 |
125-172 |
125-318 |
127-024 |
|
| S4 |
124-217 |
125-043 |
126-269 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-160 |
130-285 |
128-041 |
|
| R3 |
130-005 |
129-130 |
127-231 |
|
| R2 |
128-170 |
128-170 |
127-187 |
|
| R1 |
127-295 |
127-295 |
127-144 |
128-072 |
| PP |
127-015 |
127-015 |
127-015 |
127-064 |
| S1 |
126-140 |
126-140 |
127-056 |
126-238 |
| S2 |
125-180 |
125-180 |
127-013 |
|
| S3 |
124-025 |
124-305 |
126-289 |
|
| S4 |
122-190 |
123-150 |
126-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-210 |
126-055 |
1-155 |
1.2% |
0-182 |
0.4% |
77% |
True |
False |
1,077,003 |
| 10 |
127-210 |
125-070 |
2-140 |
1.9% |
0-210 |
0.5% |
86% |
True |
False |
1,124,787 |
| 20 |
127-210 |
122-300 |
4-230 |
3.7% |
0-227 |
0.6% |
93% |
True |
False |
1,141,741 |
| 40 |
127-210 |
122-300 |
4-230 |
3.7% |
0-251 |
0.6% |
93% |
True |
False |
881,387 |
| 60 |
127-210 |
121-110 |
6-100 |
5.0% |
0-226 |
0.6% |
95% |
True |
False |
589,366 |
| 80 |
127-210 |
118-220 |
8-310 |
7.0% |
0-204 |
0.5% |
96% |
True |
False |
442,090 |
| 100 |
127-210 |
117-140 |
10-070 |
8.0% |
0-171 |
0.4% |
97% |
True |
False |
353,677 |
| 120 |
127-210 |
113-050 |
14-160 |
11.4% |
0-151 |
0.4% |
98% |
True |
False |
294,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-099 |
|
2.618 |
129-290 |
|
1.618 |
129-015 |
|
1.000 |
128-165 |
|
0.618 |
128-060 |
|
HIGH |
127-210 |
|
0.618 |
127-105 |
|
0.500 |
127-072 |
|
0.382 |
127-040 |
|
LOW |
126-255 |
|
0.618 |
126-085 |
|
1.000 |
125-300 |
|
1.618 |
125-130 |
|
2.618 |
124-175 |
|
4.250 |
123-046 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-091 |
127-081 |
| PP |
127-082 |
127-062 |
| S1 |
127-072 |
127-042 |
|