ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
125-290 |
126-020 |
0-050 |
0.1% |
124-220 |
| High |
126-060 |
126-270 |
0-210 |
0.5% |
125-270 |
| Low |
125-290 |
126-020 |
0-050 |
0.1% |
124-220 |
| Close |
126-020 |
126-170 |
0-150 |
0.4% |
125-160 |
| Range |
0-090 |
0-250 |
0-160 |
177.8% |
1-050 |
| ATR |
0-161 |
0-167 |
0-006 |
4.0% |
0-000 |
| Volume |
131 |
52 |
-79 |
-60.3% |
2,046 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-263 |
128-147 |
126-308 |
|
| R3 |
128-013 |
127-217 |
126-239 |
|
| R2 |
127-083 |
127-083 |
126-216 |
|
| R1 |
126-287 |
126-287 |
126-193 |
127-025 |
| PP |
126-153 |
126-153 |
126-153 |
126-182 |
| S1 |
126-037 |
126-037 |
126-147 |
126-095 |
| S2 |
125-223 |
125-223 |
126-124 |
|
| S3 |
124-293 |
125-107 |
126-101 |
|
| S4 |
124-043 |
124-177 |
126-032 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-260 |
128-100 |
126-044 |
|
| R3 |
127-210 |
127-050 |
125-262 |
|
| R2 |
126-160 |
126-160 |
125-228 |
|
| R1 |
126-000 |
126-000 |
125-194 |
126-080 |
| PP |
125-110 |
125-110 |
125-110 |
125-150 |
| S1 |
124-270 |
124-270 |
125-126 |
125-030 |
| S2 |
124-060 |
124-060 |
125-092 |
|
| S3 |
123-010 |
123-220 |
125-058 |
|
| S4 |
121-280 |
122-170 |
124-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-270 |
124-250 |
2-020 |
1.6% |
0-160 |
0.4% |
85% |
True |
False |
135 |
| 10 |
126-270 |
124-190 |
2-080 |
1.8% |
0-153 |
0.4% |
86% |
True |
False |
257 |
| 20 |
126-270 |
122-100 |
4-170 |
3.6% |
0-140 |
0.3% |
93% |
True |
False |
150 |
| 40 |
126-270 |
122-100 |
4-170 |
3.6% |
0-086 |
0.2% |
93% |
True |
False |
76 |
| 60 |
126-270 |
120-020 |
6-250 |
5.4% |
0-060 |
0.1% |
95% |
True |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-052 |
|
2.618 |
128-284 |
|
1.618 |
128-034 |
|
1.000 |
127-200 |
|
0.618 |
127-104 |
|
HIGH |
126-270 |
|
0.618 |
126-174 |
|
0.500 |
126-145 |
|
0.382 |
126-116 |
|
LOW |
126-020 |
|
0.618 |
125-186 |
|
1.000 |
125-090 |
|
1.618 |
124-256 |
|
2.618 |
124-006 |
|
4.250 |
122-238 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-162 |
126-142 |
| PP |
126-153 |
126-113 |
| S1 |
126-145 |
126-085 |
|