ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
126-080 |
126-170 |
0-090 |
0.2% |
126-140 |
High |
126-195 |
127-020 |
0-145 |
0.4% |
126-305 |
Low |
126-060 |
126-040 |
-0-020 |
0.0% |
125-015 |
Close |
126-170 |
126-185 |
0-015 |
0.0% |
126-090 |
Range |
0-135 |
0-300 |
0-165 |
122.2% |
1-290 |
ATR |
0-215 |
0-221 |
0-006 |
2.8% |
0-000 |
Volume |
676,993 |
1,298,582 |
621,589 |
91.8% |
5,792,789 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-128 |
128-297 |
127-030 |
|
R3 |
128-148 |
127-317 |
126-268 |
|
R2 |
127-168 |
127-168 |
126-240 |
|
R1 |
127-017 |
127-017 |
126-212 |
127-092 |
PP |
126-188 |
126-188 |
126-188 |
126-226 |
S1 |
126-037 |
126-037 |
126-158 |
126-112 |
S2 |
125-208 |
125-208 |
126-130 |
|
S3 |
124-228 |
125-057 |
126-102 |
|
S4 |
123-248 |
124-077 |
126-020 |
|
|
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 |
127-020 |
125-020 |
2-000 |
1.6% |
0-225 |
0.6% |
76% |
True |
False |
1,041,627 |
10 |
127-020 |
125-015 |
2-005 |
1.6% |
0-214 |
0.5% |
76% |
True |
False |
1,051,256 |
20 |
127-220 |
125-015 |
2-205 |
2.1% |
0-211 |
0.5% |
58% |
False |
False |
1,030,271 |
40 |
127-220 |
122-300 |
4-240 |
3.8% |
0-224 |
0.6% |
77% |
False |
False |
1,084,846 |
60 |
127-220 |
122-300 |
4-240 |
3.8% |
0-236 |
0.6% |
77% |
False |
False |
893,277 |
80 |
127-220 |
120-170 |
7-050 |
5.7% |
0-222 |
0.5% |
84% |
False |
False |
670,897 |
100 |
127-220 |
118-220 |
9-000 |
7.1% |
0-202 |
0.5% |
88% |
False |
False |
536,757 |
120 |
127-220 |
117-140 |
10-080 |
8.1% |
0-175 |
0.4% |
89% |
False |
False |
447,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-015 |
2.618 |
129-165 |
1.618 |
128-185 |
1.000 |
128-000 |
0.618 |
127-205 |
HIGH |
127-020 |
0.618 |
126-225 |
0.500 |
126-190 |
0.382 |
126-155 |
LOW |
126-040 |
0.618 |
125-175 |
1.000 |
125-060 |
1.618 |
124-195 |
2.618 |
123-215 |
4.250 |
122-045 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
126-190 |
126-184 |
PP |
126-188 |
126-183 |
S1 |
126-187 |
126-182 |
|