ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
124-290 |
124-110 |
-0-180 |
-0.5% |
125-210 |
| High |
125-000 |
125-070 |
0-070 |
0.2% |
126-160 |
| Low |
124-110 |
124-110 |
0-000 |
0.0% |
125-190 |
| Close |
124-140 |
125-030 |
0-210 |
0.5% |
125-220 |
| Range |
0-210 |
0-280 |
0-070 |
33.3% |
0-290 |
| ATR |
0-180 |
0-187 |
0-007 |
4.0% |
0-000 |
| Volume |
2,063 |
5,040 |
2,977 |
144.3% |
21,540 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-163 |
127-057 |
125-184 |
|
| R3 |
126-203 |
126-097 |
125-107 |
|
| R2 |
125-243 |
125-243 |
125-081 |
|
| R1 |
125-137 |
125-137 |
125-056 |
125-190 |
| PP |
124-283 |
124-283 |
124-283 |
124-310 |
| S1 |
124-177 |
124-177 |
125-004 |
124-230 |
| S2 |
124-003 |
124-003 |
124-299 |
|
| S3 |
123-043 |
123-217 |
124-273 |
|
| S4 |
122-083 |
122-257 |
124-196 |
|
|
| 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 |
126-070 |
124-110 |
1-280 |
1.5% |
0-204 |
0.5% |
40% |
False |
True |
2,370 |
| 10 |
126-160 |
124-110 |
2-050 |
1.7% |
0-200 |
0.5% |
35% |
False |
True |
3,492 |
| 20 |
127-020 |
124-110 |
2-230 |
2.2% |
0-169 |
0.4% |
28% |
False |
True |
1,923 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-155 |
0.4% |
59% |
False |
False |
1,023 |
| 60 |
127-020 |
121-220 |
5-120 |
4.3% |
0-108 |
0.3% |
63% |
False |
False |
683 |
| 80 |
127-020 |
119-060 |
7-280 |
6.3% |
0-083 |
0.2% |
75% |
False |
False |
513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-300 |
|
2.618 |
127-163 |
|
1.618 |
126-203 |
|
1.000 |
126-030 |
|
0.618 |
125-243 |
|
HIGH |
125-070 |
|
0.618 |
124-283 |
|
0.500 |
124-250 |
|
0.382 |
124-217 |
|
LOW |
124-110 |
|
0.618 |
123-257 |
|
1.000 |
123-150 |
|
1.618 |
122-297 |
|
2.618 |
122-017 |
|
4.250 |
120-200 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-317 |
125-022 |
| PP |
124-283 |
125-013 |
| S1 |
124-250 |
125-005 |
|