ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-100 |
125-215 |
-0-205 |
-0.5% |
126-085 |
| High |
126-140 |
125-245 |
-0-215 |
-0.5% |
127-070 |
| Low |
125-200 |
125-015 |
-0-185 |
-0.5% |
126-085 |
| Close |
125-230 |
125-070 |
-0-160 |
-0.4% |
126-135 |
| Range |
0-260 |
0-230 |
-0-030 |
-11.5% |
0-305 |
| ATR |
0-219 |
0-219 |
0-001 |
0.4% |
0-000 |
| Volume |
1,313,158 |
1,295,841 |
-17,317 |
-1.3% |
4,666,953 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-160 |
127-025 |
125-196 |
|
| R3 |
126-250 |
126-115 |
125-133 |
|
| R2 |
126-020 |
126-020 |
125-112 |
|
| R1 |
125-205 |
125-205 |
125-091 |
125-158 |
| PP |
125-110 |
125-110 |
125-110 |
125-086 |
| S1 |
124-295 |
124-295 |
125-049 |
124-248 |
| S2 |
124-200 |
124-200 |
125-028 |
|
| S3 |
123-290 |
124-065 |
125-007 |
|
| S4 |
123-060 |
123-155 |
124-264 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-158 |
128-292 |
126-303 |
|
| R3 |
128-173 |
127-307 |
126-219 |
|
| R2 |
127-188 |
127-188 |
126-191 |
|
| R1 |
127-002 |
127-002 |
126-163 |
127-095 |
| PP |
126-203 |
126-203 |
126-203 |
126-250 |
| S1 |
126-017 |
126-017 |
126-107 |
126-110 |
| S2 |
125-218 |
125-218 |
126-079 |
|
| S3 |
124-233 |
125-032 |
126-051 |
|
| S4 |
123-248 |
124-047 |
125-287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-015 |
125-015 |
2-000 |
1.6% |
0-204 |
0.5% |
9% |
False |
True |
1,060,886 |
| 10 |
127-090 |
125-015 |
2-075 |
1.8% |
0-224 |
0.6% |
8% |
False |
True |
1,109,518 |
| 20 |
127-220 |
125-015 |
2-205 |
2.1% |
0-209 |
0.5% |
7% |
False |
True |
1,058,610 |
| 40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-235 |
0.6% |
48% |
False |
False |
1,111,562 |
| 60 |
127-220 |
122-210 |
5-010 |
4.0% |
0-234 |
0.6% |
51% |
False |
False |
807,292 |
| 80 |
127-220 |
120-170 |
7-050 |
5.7% |
0-216 |
0.5% |
66% |
False |
False |
605,810 |
| 100 |
127-220 |
118-220 |
9-000 |
7.2% |
0-190 |
0.5% |
73% |
False |
False |
484,677 |
| 120 |
127-220 |
116-070 |
11-150 |
9.2% |
0-165 |
0.4% |
78% |
False |
False |
403,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-262 |
|
2.618 |
127-207 |
|
1.618 |
126-297 |
|
1.000 |
126-155 |
|
0.618 |
126-067 |
|
HIGH |
125-245 |
|
0.618 |
125-157 |
|
0.500 |
125-130 |
|
0.382 |
125-103 |
|
LOW |
125-015 |
|
0.618 |
124-193 |
|
1.000 |
124-105 |
|
1.618 |
123-283 |
|
2.618 |
123-053 |
|
4.250 |
121-318 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-130 |
126-000 |
| PP |
125-110 |
125-237 |
| S1 |
125-090 |
125-153 |
|