ECBOT 10 Year T-Note Future March 2011
| 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 |
126-250 |
126-140 |
-0-110 |
-0.3% |
125-220 |
| High |
127-020 |
126-220 |
-0-120 |
-0.3% |
127-020 |
| Low |
126-160 |
126-050 |
-0-110 |
-0.3% |
125-220 |
| Close |
126-160 |
126-210 |
0-050 |
0.1% |
126-250 |
| Range |
0-180 |
0-170 |
-0-010 |
-5.6% |
1-120 |
| ATR |
0-156 |
0-157 |
0-001 |
0.6% |
0-000 |
| Volume |
367 |
1,428 |
1,061 |
289.1% |
540 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-030 |
127-290 |
126-304 |
|
| R3 |
127-180 |
127-120 |
126-257 |
|
| R2 |
127-010 |
127-010 |
126-241 |
|
| R1 |
126-270 |
126-270 |
126-226 |
126-300 |
| PP |
126-160 |
126-160 |
126-160 |
126-175 |
| S1 |
126-100 |
126-100 |
126-194 |
126-130 |
| S2 |
125-310 |
125-310 |
126-179 |
|
| S3 |
125-140 |
125-250 |
126-163 |
|
| S4 |
124-290 |
125-080 |
126-116 |
|
|
| 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 |
126-050 |
0-290 |
0.7% |
0-132 |
0.3% |
55% |
False |
True |
457 |
| 10 |
127-020 |
124-250 |
2-090 |
1.8% |
0-146 |
0.4% |
82% |
False |
False |
296 |
| 20 |
127-020 |
123-010 |
4-010 |
3.2% |
0-156 |
0.4% |
90% |
False |
False |
248 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-102 |
0.3% |
91% |
False |
False |
133 |
| 60 |
127-020 |
120-070 |
6-270 |
5.4% |
0-072 |
0.2% |
94% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-302 |
|
2.618 |
128-025 |
|
1.618 |
127-175 |
|
1.000 |
127-070 |
|
0.618 |
127-005 |
|
HIGH |
126-220 |
|
0.618 |
126-155 |
|
0.500 |
126-135 |
|
0.382 |
126-115 |
|
LOW |
126-050 |
|
0.618 |
125-265 |
|
1.000 |
125-200 |
|
1.618 |
125-095 |
|
2.618 |
124-245 |
|
4.250 |
123-288 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-185 |
126-205 |
| PP |
126-160 |
126-200 |
| S1 |
126-135 |
126-195 |
|