ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-240 |
126-300 |
0-060 |
0.1% |
127-090 |
| High |
127-060 |
127-070 |
0-010 |
0.0% |
127-220 |
| Low |
126-125 |
126-215 |
0-090 |
0.2% |
126-020 |
| Close |
127-010 |
127-015 |
0-005 |
0.0% |
126-075 |
| Range |
0-255 |
0-175 |
-0-080 |
-31.4% |
1-200 |
| ATR |
0-229 |
0-225 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,137,058 |
923,187 |
-213,871 |
-18.8% |
4,906,384 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-198 |
128-122 |
127-111 |
|
| R3 |
128-023 |
127-267 |
127-063 |
|
| R2 |
127-168 |
127-168 |
127-047 |
|
| R1 |
127-092 |
127-092 |
127-031 |
127-130 |
| PP |
126-313 |
126-313 |
126-313 |
127-012 |
| S1 |
126-237 |
126-237 |
126-319 |
126-275 |
| S2 |
126-138 |
126-138 |
126-303 |
|
| S3 |
125-283 |
126-062 |
126-287 |
|
| S4 |
125-108 |
125-207 |
126-239 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-172 |
130-163 |
127-041 |
|
| R3 |
129-292 |
128-283 |
126-218 |
|
| R2 |
128-092 |
128-092 |
126-170 |
|
| R1 |
127-083 |
127-083 |
126-123 |
126-308 |
| PP |
126-212 |
126-212 |
126-212 |
126-164 |
| S1 |
125-203 |
125-203 |
126-027 |
125-108 |
| S2 |
125-012 |
125-012 |
125-300 |
|
| S3 |
123-132 |
124-003 |
125-252 |
|
| S4 |
121-252 |
122-123 |
125-109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-090 |
126-020 |
1-070 |
1.0% |
0-244 |
0.6% |
81% |
False |
False |
1,158,151 |
| 10 |
127-220 |
126-020 |
1-200 |
1.3% |
0-208 |
0.5% |
61% |
False |
False |
1,009,285 |
| 20 |
127-220 |
125-050 |
2-170 |
2.0% |
0-211 |
0.5% |
75% |
False |
False |
1,066,228 |
| 40 |
127-220 |
122-300 |
4-240 |
3.7% |
0-250 |
0.6% |
87% |
False |
False |
1,064,089 |
| 60 |
127-220 |
121-120 |
6-100 |
5.0% |
0-232 |
0.6% |
90% |
False |
False |
719,085 |
| 80 |
127-220 |
120-170 |
7-050 |
5.6% |
0-214 |
0.5% |
91% |
False |
False |
539,532 |
| 100 |
127-220 |
118-100 |
9-120 |
7.4% |
0-183 |
0.5% |
93% |
False |
False |
431,634 |
| 120 |
127-220 |
114-240 |
12-300 |
10.2% |
0-165 |
0.4% |
95% |
False |
False |
359,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-174 |
|
2.618 |
128-208 |
|
1.618 |
128-033 |
|
1.000 |
127-245 |
|
0.618 |
127-178 |
|
HIGH |
127-070 |
|
0.618 |
127-003 |
|
0.500 |
126-302 |
|
0.382 |
126-282 |
|
LOW |
126-215 |
|
0.618 |
126-107 |
|
1.000 |
126-040 |
|
1.618 |
125-252 |
|
2.618 |
125-077 |
|
4.250 |
124-111 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-004 |
126-302 |
| PP |
126-313 |
126-270 |
| S1 |
126-302 |
126-238 |
|