ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-240 |
127-155 |
-0-085 |
-0.2% |
126-090 |
| High |
127-285 |
127-210 |
-0-075 |
-0.2% |
128-010 |
| Low |
127-020 |
127-100 |
0-080 |
0.2% |
126-025 |
| Close |
127-135 |
127-115 |
-0-020 |
0.0% |
127-135 |
| Range |
0-265 |
0-110 |
-0-155 |
-58.5% |
1-305 |
| ATR |
0-240 |
0-231 |
-0-009 |
-3.9% |
0-000 |
| Volume |
1,317,978 |
645,168 |
-672,810 |
-51.0% |
5,775,984 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-152 |
128-083 |
127-176 |
|
| R3 |
128-042 |
127-293 |
127-145 |
|
| R2 |
127-252 |
127-252 |
127-135 |
|
| R1 |
127-183 |
127-183 |
127-125 |
127-162 |
| PP |
127-142 |
127-142 |
127-142 |
127-131 |
| S1 |
127-073 |
127-073 |
127-105 |
127-052 |
| S2 |
127-032 |
127-032 |
127-095 |
|
| S3 |
126-242 |
126-283 |
127-085 |
|
| S4 |
126-132 |
126-173 |
127-054 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-012 |
132-058 |
128-159 |
|
| R3 |
131-027 |
130-073 |
127-307 |
|
| R2 |
129-042 |
129-042 |
127-250 |
|
| R1 |
128-088 |
128-088 |
127-192 |
128-225 |
| PP |
127-057 |
127-057 |
127-057 |
127-125 |
| S1 |
126-103 |
126-103 |
127-078 |
126-240 |
| S2 |
125-072 |
125-072 |
127-020 |
|
| S3 |
123-087 |
124-118 |
126-283 |
|
| S4 |
121-102 |
122-133 |
126-111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-010 |
126-040 |
1-290 |
1.5% |
0-228 |
0.6% |
65% |
False |
False |
1,090,873 |
| 10 |
128-010 |
125-015 |
2-315 |
2.3% |
0-232 |
0.6% |
77% |
False |
False |
1,129,593 |
| 20 |
128-010 |
125-015 |
2-315 |
2.3% |
0-224 |
0.5% |
77% |
False |
False |
1,084,336 |
| 40 |
128-010 |
123-165 |
4-165 |
3.5% |
0-218 |
0.5% |
85% |
False |
False |
1,093,057 |
| 60 |
128-010 |
122-300 |
5-030 |
4.0% |
0-241 |
0.6% |
87% |
False |
False |
950,471 |
| 80 |
128-010 |
121-110 |
6-220 |
5.3% |
0-223 |
0.5% |
90% |
False |
False |
714,358 |
| 100 |
128-010 |
118-220 |
9-110 |
7.3% |
0-207 |
0.5% |
93% |
False |
False |
571,545 |
| 120 |
128-010 |
117-140 |
10-190 |
8.3% |
0-181 |
0.4% |
94% |
False |
False |
476,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-038 |
|
2.618 |
128-178 |
|
1.618 |
128-068 |
|
1.000 |
128-000 |
|
0.618 |
127-278 |
|
HIGH |
127-210 |
|
0.618 |
127-168 |
|
0.500 |
127-155 |
|
0.382 |
127-142 |
|
LOW |
127-100 |
|
0.618 |
127-032 |
|
1.000 |
126-310 |
|
1.618 |
126-242 |
|
2.618 |
126-132 |
|
4.250 |
125-272 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-155 |
127-165 |
| PP |
127-142 |
127-148 |
| S1 |
127-128 |
127-132 |
|