ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
126-060 |
126-090 |
0-030 |
0.1% |
126-230 |
| High |
126-150 |
126-160 |
0-010 |
0.0% |
127-020 |
| Low |
125-290 |
126-000 |
0-030 |
0.1% |
125-130 |
| Close |
126-120 |
126-120 |
0-000 |
0.0% |
125-170 |
| Range |
0-180 |
0-160 |
-0-020 |
-11.1% |
1-210 |
| ATR |
0-176 |
0-175 |
-0-001 |
-0.6% |
0-000 |
| Volume |
3,560 |
5,663 |
2,103 |
59.1% |
5,837 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-253 |
127-187 |
126-208 |
|
| R3 |
127-093 |
127-027 |
126-164 |
|
| R2 |
126-253 |
126-253 |
126-149 |
|
| R1 |
126-187 |
126-187 |
126-135 |
126-220 |
| PP |
126-093 |
126-093 |
126-093 |
126-110 |
| S1 |
126-027 |
126-027 |
126-105 |
126-060 |
| S2 |
125-253 |
125-253 |
126-091 |
|
| S3 |
125-093 |
125-187 |
126-076 |
|
| S4 |
124-253 |
125-027 |
126-032 |
|
|
| 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 |
126-210 |
125-130 |
1-080 |
1.0% |
0-210 |
0.5% |
78% |
False |
False |
4,013 |
| 10 |
127-020 |
125-130 |
1-210 |
1.3% |
0-171 |
0.4% |
58% |
False |
False |
2,235 |
| 20 |
127-020 |
124-190 |
2-150 |
2.0% |
0-162 |
0.4% |
72% |
False |
False |
1,246 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-128 |
0.3% |
86% |
False |
False |
635 |
| 60 |
127-020 |
120-240 |
6-100 |
5.0% |
0-089 |
0.2% |
89% |
False |
False |
424 |
| 80 |
127-020 |
118-310 |
8-030 |
6.4% |
0-072 |
0.2% |
92% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-200 |
|
2.618 |
127-259 |
|
1.618 |
127-099 |
|
1.000 |
127-000 |
|
0.618 |
126-259 |
|
HIGH |
126-160 |
|
0.618 |
126-099 |
|
0.500 |
126-080 |
|
0.382 |
126-061 |
|
LOW |
126-000 |
|
0.618 |
125-221 |
|
1.000 |
125-160 |
|
1.618 |
125-061 |
|
2.618 |
124-221 |
|
4.250 |
123-280 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-107 |
126-088 |
| PP |
126-093 |
126-057 |
| S1 |
126-080 |
126-025 |
|