ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
128-000 |
128-230 |
0-230 |
0.6% |
128-270 |
| High |
128-240 |
129-095 |
0-175 |
0.4% |
128-290 |
| Low |
127-210 |
128-120 |
0-230 |
0.6% |
127-165 |
| Close |
128-230 |
128-265 |
0-035 |
0.1% |
128-040 |
| Range |
1-030 |
0-295 |
-0-055 |
-15.7% |
1-125 |
| ATR |
0-302 |
0-301 |
0-000 |
-0.2% |
0-000 |
| Volume |
849,230 |
1,237,512 |
388,282 |
45.7% |
4,616,553 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-192 |
131-043 |
129-107 |
|
| R3 |
130-217 |
130-068 |
129-026 |
|
| R2 |
129-242 |
129-242 |
128-319 |
|
| R1 |
129-093 |
129-093 |
128-292 |
129-168 |
| PP |
128-267 |
128-267 |
128-267 |
128-304 |
| S1 |
128-118 |
128-118 |
128-238 |
128-192 |
| S2 |
127-292 |
127-292 |
128-211 |
|
| S3 |
126-317 |
127-143 |
128-184 |
|
| S4 |
126-022 |
126-168 |
128-103 |
|
|
| 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 |
129-095 |
127-165 |
1-250 |
1.4% |
0-300 |
0.7% |
74% |
True |
False |
1,104,393 |
| 10 |
130-235 |
127-165 |
3-070 |
2.5% |
0-304 |
0.7% |
41% |
False |
False |
1,016,199 |
| 20 |
131-300 |
127-165 |
4-135 |
3.4% |
0-297 |
0.7% |
30% |
False |
False |
1,081,396 |
| 40 |
131-300 |
127-165 |
4-135 |
3.4% |
0-283 |
0.7% |
30% |
False |
False |
989,148 |
| 60 |
131-300 |
122-170 |
9-130 |
7.3% |
0-309 |
0.7% |
67% |
False |
False |
662,520 |
| 80 |
131-300 |
120-120 |
11-180 |
9.0% |
0-281 |
0.7% |
73% |
False |
False |
497,108 |
| 100 |
131-300 |
120-120 |
11-180 |
9.0% |
0-236 |
0.6% |
73% |
False |
False |
397,787 |
| 120 |
131-300 |
118-220 |
13-080 |
10.3% |
0-196 |
0.5% |
77% |
False |
False |
331,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-069 |
|
2.618 |
131-227 |
|
1.618 |
130-252 |
|
1.000 |
130-070 |
|
0.618 |
129-277 |
|
HIGH |
129-095 |
|
0.618 |
128-302 |
|
0.500 |
128-268 |
|
0.382 |
128-233 |
|
LOW |
128-120 |
|
0.618 |
127-258 |
|
1.000 |
127-145 |
|
1.618 |
126-283 |
|
2.618 |
125-308 |
|
4.250 |
124-146 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-268 |
128-228 |
| PP |
128-267 |
128-190 |
| S1 |
128-266 |
128-152 |
|