ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-170 |
127-005 |
0-155 |
0.4% |
126-140 |
| High |
127-020 |
128-010 |
0-310 |
0.8% |
126-305 |
| Low |
126-040 |
127-000 |
0-280 |
0.7% |
125-015 |
| Close |
126-185 |
127-240 |
1-055 |
0.9% |
126-090 |
| Range |
0-300 |
1-010 |
0-030 |
10.0% |
1-290 |
| ATR |
0-221 |
0-238 |
0-017 |
7.9% |
0-000 |
| Volume |
1,298,582 |
1,515,648 |
217,066 |
16.7% |
5,792,789 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-220 |
130-080 |
128-102 |
|
| R3 |
129-210 |
129-070 |
128-011 |
|
| R2 |
128-200 |
128-200 |
127-300 |
|
| R1 |
128-060 |
128-060 |
127-270 |
128-130 |
| PP |
127-190 |
127-190 |
127-190 |
127-225 |
| S1 |
127-050 |
127-050 |
127-210 |
127-120 |
| S2 |
126-180 |
126-180 |
127-180 |
|
| S3 |
125-170 |
126-040 |
127-149 |
|
| S4 |
124-160 |
125-030 |
127-058 |
|
|
| 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 |
128-010 |
125-250 |
2-080 |
1.8% |
0-231 |
0.6% |
88% |
True |
False |
1,111,354 |
| 10 |
128-010 |
125-015 |
2-315 |
2.3% |
0-229 |
0.6% |
91% |
True |
False |
1,103,072 |
| 20 |
128-010 |
125-015 |
2-315 |
2.3% |
0-222 |
0.5% |
91% |
True |
False |
1,056,932 |
| 40 |
128-010 |
122-300 |
5-030 |
4.0% |
0-223 |
0.5% |
94% |
True |
False |
1,091,307 |
| 60 |
128-010 |
122-300 |
5-030 |
4.0% |
0-239 |
0.6% |
94% |
True |
False |
918,253 |
| 80 |
128-010 |
121-110 |
6-220 |
5.2% |
0-223 |
0.5% |
96% |
True |
False |
689,841 |
| 100 |
128-010 |
118-220 |
9-110 |
7.3% |
0-205 |
0.5% |
97% |
True |
False |
551,914 |
| 120 |
128-010 |
117-140 |
10-190 |
8.3% |
0-178 |
0.4% |
97% |
True |
False |
459,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-132 |
|
2.618 |
130-234 |
|
1.618 |
129-224 |
|
1.000 |
129-020 |
|
0.618 |
128-214 |
|
HIGH |
128-010 |
|
0.618 |
127-204 |
|
0.500 |
127-165 |
|
0.382 |
127-126 |
|
LOW |
127-000 |
|
0.618 |
126-116 |
|
1.000 |
125-310 |
|
1.618 |
125-106 |
|
2.618 |
124-096 |
|
4.250 |
122-198 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-215 |
127-168 |
| PP |
127-190 |
127-097 |
| S1 |
127-165 |
127-025 |
|