ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-110 |
128-000 |
-0-110 |
-0.3% |
128-270 |
| High |
128-190 |
128-240 |
0-050 |
0.1% |
128-290 |
| Low |
127-250 |
127-210 |
-0-040 |
-0.1% |
127-165 |
| Close |
128-040 |
128-230 |
0-190 |
0.5% |
128-040 |
| Range |
0-260 |
1-030 |
0-090 |
34.6% |
1-125 |
| ATR |
0-298 |
0-302 |
0-004 |
1.2% |
0-000 |
| Volume |
993,824 |
849,230 |
-144,594 |
-14.5% |
4,616,553 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-210 |
131-090 |
129-102 |
|
| R3 |
130-180 |
130-060 |
129-006 |
|
| R2 |
129-150 |
129-150 |
128-294 |
|
| R1 |
129-030 |
129-030 |
128-262 |
129-090 |
| PP |
128-120 |
128-120 |
128-120 |
128-150 |
| S1 |
128-000 |
128-000 |
128-198 |
128-060 |
| S2 |
127-090 |
127-090 |
128-166 |
|
| S3 |
126-060 |
126-290 |
128-134 |
|
| S4 |
125-030 |
125-260 |
128-038 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-113 |
131-202 |
128-285 |
|
| R3 |
130-308 |
130-077 |
128-162 |
|
| R2 |
129-183 |
129-183 |
128-122 |
|
| R1 |
128-272 |
128-272 |
128-081 |
128-165 |
| PP |
128-058 |
128-058 |
128-058 |
128-005 |
| S1 |
127-147 |
127-147 |
127-319 |
127-040 |
| S2 |
126-253 |
126-253 |
127-278 |
|
| S3 |
125-128 |
126-022 |
127-238 |
|
| S4 |
124-003 |
124-217 |
127-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-265 |
127-165 |
1-100 |
1.0% |
0-282 |
0.7% |
92% |
False |
False |
1,043,292 |
| 10 |
131-125 |
127-165 |
3-280 |
3.0% |
0-302 |
0.7% |
31% |
False |
False |
1,028,070 |
| 20 |
131-300 |
127-165 |
4-135 |
3.4% |
0-291 |
0.7% |
27% |
False |
False |
1,061,170 |
| 40 |
131-300 |
127-165 |
4-135 |
3.4% |
0-281 |
0.7% |
27% |
False |
False |
959,264 |
| 60 |
131-300 |
122-170 |
9-130 |
7.3% |
0-306 |
0.7% |
66% |
False |
False |
641,900 |
| 80 |
131-300 |
120-120 |
11-180 |
9.0% |
0-280 |
0.7% |
72% |
False |
False |
481,647 |
| 100 |
131-300 |
120-120 |
11-180 |
9.0% |
0-233 |
0.6% |
72% |
False |
False |
385,412 |
| 120 |
131-300 |
118-070 |
13-230 |
10.7% |
0-194 |
0.5% |
77% |
False |
False |
321,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-128 |
|
2.618 |
131-196 |
|
1.618 |
130-166 |
|
1.000 |
129-270 |
|
0.618 |
129-136 |
|
HIGH |
128-240 |
|
0.618 |
128-106 |
|
0.500 |
128-065 |
|
0.382 |
128-024 |
|
LOW |
127-210 |
|
0.618 |
126-314 |
|
1.000 |
126-180 |
|
1.618 |
125-284 |
|
2.618 |
124-254 |
|
4.250 |
123-002 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-175 |
128-179 |
| PP |
128-120 |
128-128 |
| S1 |
128-065 |
128-078 |
|