ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-230 |
126-250 |
0-020 |
0.0% |
125-220 |
| High |
126-290 |
127-020 |
0-050 |
0.1% |
127-020 |
| Low |
126-230 |
126-160 |
-0-070 |
-0.2% |
125-220 |
| Close |
126-290 |
126-160 |
-0-130 |
-0.3% |
126-250 |
| Range |
0-060 |
0-180 |
0-120 |
200.0% |
1-120 |
| ATR |
0-154 |
0-156 |
0-002 |
1.2% |
0-000 |
| Volume |
168 |
367 |
199 |
118.5% |
540 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-120 |
128-000 |
126-259 |
|
| R3 |
127-260 |
127-140 |
126-210 |
|
| R2 |
127-080 |
127-080 |
126-193 |
|
| R1 |
126-280 |
126-280 |
126-176 |
126-250 |
| PP |
126-220 |
126-220 |
126-220 |
126-205 |
| S1 |
126-100 |
126-100 |
126-144 |
126-070 |
| S2 |
126-040 |
126-040 |
126-127 |
|
| S3 |
125-180 |
125-240 |
126-110 |
|
| S4 |
125-000 |
125-060 |
126-061 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-203 |
130-027 |
127-172 |
|
| R3 |
129-083 |
128-227 |
127-051 |
|
| R2 |
127-283 |
127-283 |
127-011 |
|
| R1 |
127-107 |
127-107 |
126-290 |
127-195 |
| PP |
126-163 |
126-163 |
126-163 |
126-208 |
| S1 |
125-307 |
125-307 |
126-210 |
126-075 |
| S2 |
125-043 |
125-043 |
126-169 |
|
| S3 |
123-243 |
124-187 |
126-129 |
|
| S4 |
122-123 |
123-067 |
126-008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-020 |
126-020 |
1-000 |
0.8% |
0-148 |
0.4% |
44% |
True |
False |
182 |
| 10 |
127-020 |
124-250 |
2-090 |
1.8% |
0-133 |
0.3% |
75% |
True |
False |
182 |
| 20 |
127-020 |
123-010 |
4-010 |
3.2% |
0-152 |
0.4% |
86% |
True |
False |
176 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-098 |
0.2% |
88% |
True |
False |
98 |
| 60 |
127-020 |
120-070 |
6-270 |
5.4% |
0-069 |
0.2% |
92% |
True |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-145 |
|
2.618 |
128-171 |
|
1.618 |
127-311 |
|
1.000 |
127-200 |
|
0.618 |
127-131 |
|
HIGH |
127-020 |
|
0.618 |
126-271 |
|
0.500 |
126-250 |
|
0.382 |
126-229 |
|
LOW |
126-160 |
|
0.618 |
126-049 |
|
1.000 |
125-300 |
|
1.618 |
125-189 |
|
2.618 |
125-009 |
|
4.250 |
124-035 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-250 |
126-250 |
| PP |
126-220 |
126-220 |
| S1 |
126-190 |
126-190 |
|