ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
126-090 |
126-080 |
-0-010 |
0.0% |
126-140 |
High |
126-215 |
126-195 |
-0-020 |
0.0% |
126-305 |
Low |
126-025 |
126-060 |
0-035 |
0.1% |
125-015 |
Close |
126-100 |
126-170 |
0-070 |
0.2% |
126-090 |
Range |
0-190 |
0-135 |
-0-055 |
-28.9% |
1-290 |
ATR |
0-221 |
0-215 |
-0-006 |
-2.8% |
0-000 |
Volume |
966,783 |
676,993 |
-289,790 |
-30.0% |
5,792,789 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-227 |
127-173 |
126-244 |
|
R3 |
127-092 |
127-038 |
126-207 |
|
R2 |
126-277 |
126-277 |
126-195 |
|
R1 |
126-223 |
126-223 |
126-182 |
126-250 |
PP |
126-142 |
126-142 |
126-142 |
126-155 |
S1 |
126-088 |
126-088 |
126-158 |
126-115 |
S2 |
126-007 |
126-007 |
126-145 |
|
S3 |
125-192 |
125-273 |
126-133 |
|
S4 |
125-057 |
125-138 |
126-096 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-260 |
130-305 |
127-106 |
|
R3 |
129-290 |
129-015 |
126-258 |
|
R2 |
128-000 |
128-000 |
126-202 |
|
R1 |
127-045 |
127-045 |
126-146 |
126-198 |
PP |
126-030 |
126-030 |
126-030 |
125-266 |
S1 |
125-075 |
125-075 |
126-034 |
124-228 |
S2 |
124-060 |
124-060 |
125-298 |
|
S3 |
122-090 |
123-105 |
125-242 |
|
S4 |
120-120 |
121-135 |
125-074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-215 |
125-015 |
1-200 |
1.3% |
0-211 |
0.5% |
91% |
False |
False |
1,041,079 |
10 |
127-070 |
125-015 |
2-055 |
1.7% |
0-202 |
0.5% |
68% |
False |
False |
1,013,717 |
20 |
127-220 |
125-015 |
2-205 |
2.1% |
0-210 |
0.5% |
56% |
False |
False |
1,028,473 |
40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-223 |
0.6% |
76% |
False |
False |
1,079,268 |
60 |
127-220 |
122-300 |
4-240 |
3.8% |
0-236 |
0.6% |
76% |
False |
False |
871,721 |
80 |
127-220 |
120-170 |
7-050 |
5.7% |
0-221 |
0.5% |
84% |
False |
False |
654,666 |
100 |
127-220 |
118-220 |
9-000 |
7.1% |
0-199 |
0.5% |
87% |
False |
False |
523,772 |
120 |
127-220 |
117-090 |
10-130 |
8.2% |
0-172 |
0.4% |
89% |
False |
False |
436,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-129 |
2.618 |
127-228 |
1.618 |
127-093 |
1.000 |
127-010 |
0.618 |
126-278 |
HIGH |
126-195 |
0.618 |
126-143 |
0.500 |
126-128 |
0.382 |
126-112 |
LOW |
126-060 |
0.618 |
125-297 |
1.000 |
125-245 |
1.618 |
125-162 |
2.618 |
125-027 |
4.250 |
124-126 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
126-156 |
126-138 |
PP |
126-142 |
126-105 |
S1 |
126-128 |
126-072 |
|