ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
129-065 |
128-185 |
-0-200 |
-0.5% |
128-000 |
| High |
129-080 |
128-235 |
-0-165 |
-0.4% |
129-095 |
| Low |
128-140 |
127-060 |
-1-080 |
-1.0% |
127-210 |
| Close |
128-185 |
127-100 |
-1-085 |
-1.0% |
128-210 |
| Range |
0-260 |
1-175 |
0-235 |
90.4% |
1-205 |
| ATR |
0-287 |
0-302 |
0-015 |
5.2% |
0-000 |
| Volume |
1,307,217 |
1,619,199 |
311,982 |
23.9% |
5,307,971 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-123 |
131-127 |
128-052 |
|
| R3 |
130-268 |
129-272 |
127-236 |
|
| R2 |
129-093 |
129-093 |
127-191 |
|
| R1 |
128-097 |
128-097 |
127-145 |
128-008 |
| PP |
127-238 |
127-238 |
127-238 |
127-194 |
| S1 |
126-242 |
126-242 |
127-055 |
126-152 |
| S2 |
126-063 |
126-063 |
127-009 |
|
| S3 |
124-208 |
125-067 |
126-284 |
|
| S4 |
123-033 |
123-212 |
126-148 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-147 |
132-223 |
129-179 |
|
| R3 |
131-262 |
131-018 |
129-034 |
|
| R2 |
130-057 |
130-057 |
128-306 |
|
| R1 |
129-133 |
129-133 |
128-258 |
129-255 |
| PP |
128-172 |
128-172 |
128-172 |
128-232 |
| S1 |
127-248 |
127-248 |
128-162 |
128-050 |
| S2 |
126-287 |
126-287 |
128-114 |
|
| S3 |
125-082 |
126-043 |
128-066 |
|
| S4 |
123-197 |
124-158 |
127-241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-095 |
127-060 |
2-035 |
1.7% |
0-309 |
0.8% |
6% |
False |
True |
1,137,245 |
| 10 |
129-095 |
127-060 |
2-035 |
1.7% |
0-294 |
0.7% |
6% |
False |
True |
1,118,347 |
| 20 |
131-125 |
127-060 |
4-065 |
3.3% |
0-298 |
0.7% |
3% |
False |
True |
1,089,216 |
| 40 |
131-300 |
127-060 |
4-240 |
3.7% |
0-282 |
0.7% |
3% |
False |
True |
1,094,757 |
| 60 |
131-300 |
125-170 |
6-130 |
5.0% |
0-313 |
0.8% |
28% |
False |
False |
797,335 |
| 80 |
131-300 |
120-250 |
11-050 |
8.8% |
0-290 |
0.7% |
59% |
False |
False |
598,324 |
| 100 |
131-300 |
120-120 |
11-180 |
9.1% |
0-253 |
0.6% |
60% |
False |
False |
478,816 |
| 120 |
131-300 |
119-190 |
12-110 |
9.7% |
0-213 |
0.5% |
63% |
False |
False |
399,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-099 |
|
2.618 |
132-251 |
|
1.618 |
131-076 |
|
1.000 |
130-090 |
|
0.618 |
129-221 |
|
HIGH |
128-235 |
|
0.618 |
128-046 |
|
0.500 |
127-308 |
|
0.382 |
127-249 |
|
LOW |
127-060 |
|
0.618 |
126-074 |
|
1.000 |
125-205 |
|
1.618 |
124-219 |
|
2.618 |
123-044 |
|
4.250 |
120-196 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-308 |
128-078 |
| PP |
127-238 |
127-298 |
| S1 |
127-169 |
127-199 |
|