ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-000 |
125-210 |
-0-110 |
-0.3% |
126-230 |
| High |
126-110 |
126-090 |
-0-020 |
0.0% |
127-020 |
| Low |
125-130 |
125-210 |
0-080 |
0.2% |
125-130 |
| Close |
125-170 |
126-070 |
0-220 |
0.5% |
125-170 |
| Range |
0-300 |
0-200 |
-0-100 |
-33.3% |
1-210 |
| ATR |
0-171 |
0-176 |
0-005 |
2.9% |
0-000 |
| Volume |
3,183 |
6,971 |
3,788 |
119.0% |
5,837 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-297 |
127-223 |
126-180 |
|
| R3 |
127-097 |
127-023 |
126-125 |
|
| R2 |
126-217 |
126-217 |
126-107 |
|
| R1 |
126-143 |
126-143 |
126-088 |
126-180 |
| PP |
126-017 |
126-017 |
126-017 |
126-035 |
| S1 |
125-263 |
125-263 |
126-052 |
125-300 |
| S2 |
125-137 |
125-137 |
126-033 |
|
| S3 |
124-257 |
125-063 |
126-015 |
|
| S4 |
124-057 |
124-183 |
125-280 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-310 |
129-290 |
126-142 |
|
| R3 |
129-100 |
128-080 |
125-316 |
|
| R2 |
127-210 |
127-210 |
125-267 |
|
| R1 |
126-190 |
126-190 |
125-219 |
126-095 |
| PP |
126-000 |
126-000 |
126-000 |
125-272 |
| S1 |
124-300 |
124-300 |
125-121 |
124-205 |
| S2 |
124-110 |
124-110 |
125-073 |
|
| S3 |
122-220 |
123-090 |
125-024 |
|
| S4 |
121-010 |
121-200 |
124-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-020 |
125-130 |
1-210 |
1.3% |
0-212 |
0.5% |
49% |
False |
False |
2,528 |
| 10 |
127-020 |
125-130 |
1-210 |
1.3% |
0-171 |
0.4% |
49% |
False |
False |
1,331 |
| 20 |
127-020 |
123-230 |
3-110 |
2.6% |
0-176 |
0.4% |
75% |
False |
False |
789 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-120 |
0.3% |
82% |
False |
False |
404 |
| 60 |
127-020 |
120-070 |
6-270 |
5.4% |
0-083 |
0.2% |
88% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-300 |
|
2.618 |
127-294 |
|
1.618 |
127-094 |
|
1.000 |
126-290 |
|
0.618 |
126-214 |
|
HIGH |
126-090 |
|
0.618 |
126-014 |
|
0.500 |
125-310 |
|
0.382 |
125-286 |
|
LOW |
125-210 |
|
0.618 |
125-086 |
|
1.000 |
125-010 |
|
1.618 |
124-206 |
|
2.618 |
124-006 |
|
4.250 |
123-000 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-043 |
126-050 |
| PP |
126-017 |
126-030 |
| S1 |
125-310 |
126-010 |
|