ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
127-120 |
127-005 |
-0-115 |
-0.3% |
126-060 |
| High |
127-220 |
127-085 |
-0-135 |
-0.3% |
127-210 |
| Low |
126-310 |
126-225 |
-0-085 |
-0.2% |
126-055 |
| Close |
127-025 |
127-070 |
0-045 |
0.1% |
127-100 |
| Range |
0-230 |
0-180 |
-0-050 |
-21.7% |
1-155 |
| ATR |
0-220 |
0-217 |
-0-003 |
-1.3% |
0-000 |
| Volume |
889,025 |
1,015,581 |
126,556 |
14.2% |
5,385,016 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-240 |
128-175 |
127-169 |
|
| R3 |
128-060 |
127-315 |
127-120 |
|
| R2 |
127-200 |
127-200 |
127-103 |
|
| R1 |
127-135 |
127-135 |
127-086 |
127-168 |
| PP |
127-020 |
127-020 |
127-020 |
127-036 |
| S1 |
126-275 |
126-275 |
127-054 |
126-308 |
| S2 |
126-160 |
126-160 |
127-037 |
|
| S3 |
125-300 |
126-095 |
127-020 |
|
| S4 |
125-120 |
125-235 |
126-291 |
|
|
| 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 |
127-220 |
126-225 |
0-315 |
0.8% |
0-172 |
0.4% |
52% |
False |
True |
860,419 |
| 10 |
127-220 |
125-100 |
2-120 |
1.9% |
0-194 |
0.5% |
80% |
False |
False |
1,007,702 |
| 20 |
127-220 |
123-165 |
4-055 |
3.3% |
0-212 |
0.5% |
89% |
False |
False |
1,073,297 |
| 40 |
127-220 |
122-300 |
4-240 |
3.7% |
0-249 |
0.6% |
90% |
False |
False |
930,267 |
| 60 |
127-220 |
121-110 |
6-110 |
5.0% |
0-226 |
0.6% |
93% |
False |
False |
622,722 |
| 80 |
127-220 |
119-090 |
8-130 |
6.6% |
0-208 |
0.5% |
94% |
False |
False |
467,153 |
| 100 |
127-220 |
117-140 |
10-080 |
8.1% |
0-175 |
0.4% |
95% |
False |
False |
373,728 |
| 120 |
127-220 |
113-260 |
13-280 |
10.9% |
0-155 |
0.4% |
97% |
False |
False |
311,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-210 |
|
2.618 |
128-236 |
|
1.618 |
128-056 |
|
1.000 |
127-265 |
|
0.618 |
127-196 |
|
HIGH |
127-085 |
|
0.618 |
127-016 |
|
0.500 |
126-315 |
|
0.382 |
126-294 |
|
LOW |
126-225 |
|
0.618 |
126-114 |
|
1.000 |
126-045 |
|
1.618 |
125-254 |
|
2.618 |
125-074 |
|
4.250 |
124-100 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-045 |
127-068 |
| PP |
127-020 |
127-065 |
| S1 |
126-315 |
127-062 |
|