ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
125-270 |
125-210 |
-0-060 |
-0.1% |
125-210 |
| High |
125-290 |
126-070 |
0-100 |
0.2% |
126-160 |
| Low |
125-190 |
125-210 |
0-020 |
0.0% |
125-190 |
| Close |
125-220 |
125-230 |
0-010 |
0.0% |
125-220 |
| Range |
0-100 |
0-180 |
0-080 |
80.0% |
0-290 |
| ATR |
0-171 |
0-171 |
0-001 |
0.4% |
0-000 |
| Volume |
1,651 |
2,012 |
361 |
21.9% |
21,540 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-177 |
127-063 |
126-009 |
|
| R3 |
126-317 |
126-203 |
125-280 |
|
| R2 |
126-137 |
126-137 |
125-263 |
|
| R1 |
126-023 |
126-023 |
125-246 |
126-080 |
| PP |
125-277 |
125-277 |
125-277 |
125-305 |
| S1 |
125-163 |
125-163 |
125-214 |
125-220 |
| S2 |
125-097 |
125-097 |
125-197 |
|
| S3 |
124-237 |
124-303 |
125-180 |
|
| S4 |
124-057 |
124-123 |
125-131 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-207 |
128-023 |
126-060 |
|
| R3 |
127-237 |
127-053 |
125-300 |
|
| R2 |
126-267 |
126-267 |
125-273 |
|
| R1 |
126-083 |
126-083 |
125-247 |
126-175 |
| PP |
125-297 |
125-297 |
125-297 |
126-022 |
| S1 |
125-113 |
125-113 |
125-193 |
125-205 |
| S2 |
125-007 |
125-007 |
125-167 |
|
| S3 |
124-037 |
124-143 |
125-140 |
|
| S4 |
123-067 |
123-173 |
125-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-160 |
125-190 |
0-290 |
0.7% |
0-152 |
0.4% |
14% |
False |
False |
3,316 |
| 10 |
127-020 |
125-130 |
1-210 |
1.3% |
0-182 |
0.5% |
19% |
False |
False |
2,922 |
| 20 |
127-020 |
124-250 |
2-090 |
1.8% |
0-158 |
0.4% |
41% |
False |
False |
1,538 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-136 |
0.3% |
72% |
False |
False |
819 |
| 60 |
127-020 |
121-110 |
5-230 |
4.5% |
0-096 |
0.2% |
77% |
False |
False |
546 |
| 80 |
127-020 |
119-060 |
7-280 |
6.3% |
0-074 |
0.2% |
83% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-195 |
|
2.618 |
127-221 |
|
1.618 |
127-041 |
|
1.000 |
126-250 |
|
0.618 |
126-181 |
|
HIGH |
126-070 |
|
0.618 |
126-001 |
|
0.500 |
125-300 |
|
0.382 |
125-279 |
|
LOW |
125-210 |
|
0.618 |
125-099 |
|
1.000 |
125-030 |
|
1.618 |
124-239 |
|
2.618 |
124-059 |
|
4.250 |
123-085 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-300 |
125-295 |
| PP |
125-277 |
125-273 |
| S1 |
125-253 |
125-252 |
|