ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
127-155 |
127-135 |
-0-020 |
0.0% |
126-090 |
High |
127-210 |
127-215 |
0-005 |
0.0% |
128-010 |
Low |
127-100 |
126-130 |
-0-290 |
-0.7% |
126-025 |
Close |
127-115 |
126-170 |
-0-265 |
-0.7% |
127-135 |
Range |
0-110 |
1-085 |
0-295 |
268.2% |
1-305 |
ATR |
0-231 |
0-243 |
0-012 |
5.4% |
0-000 |
Volume |
645,168 |
1,265,847 |
620,679 |
96.2% |
5,775,984 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-213 |
129-277 |
127-073 |
|
R3 |
129-128 |
128-192 |
126-281 |
|
R2 |
128-043 |
128-043 |
126-244 |
|
R1 |
127-107 |
127-107 |
126-207 |
127-032 |
PP |
126-278 |
126-278 |
126-278 |
126-241 |
S1 |
126-022 |
126-022 |
126-133 |
125-268 |
S2 |
125-193 |
125-193 |
126-096 |
|
S3 |
124-108 |
124-257 |
126-059 |
|
S4 |
123-023 |
123-172 |
125-267 |
|
|
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% |
0-282 |
0.7% |
21% |
False |
False |
1,208,644 |
10 |
128-010 |
125-015 |
2-315 |
2.4% |
0-246 |
0.6% |
50% |
False |
False |
1,124,862 |
20 |
128-010 |
125-015 |
2-315 |
2.4% |
0-233 |
0.6% |
50% |
False |
False |
1,103,177 |
40 |
128-010 |
123-165 |
4-165 |
3.6% |
0-223 |
0.6% |
67% |
False |
False |
1,095,956 |
60 |
128-010 |
122-300 |
5-030 |
4.0% |
0-244 |
0.6% |
71% |
False |
False |
971,345 |
80 |
128-010 |
121-110 |
6-220 |
5.3% |
0-227 |
0.6% |
78% |
False |
False |
730,150 |
100 |
128-010 |
118-220 |
9-110 |
7.4% |
0-212 |
0.5% |
84% |
False |
False |
584,202 |
120 |
128-010 |
117-140 |
10-190 |
8.4% |
0-183 |
0.5% |
86% |
False |
False |
486,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-016 |
2.618 |
130-315 |
1.618 |
129-230 |
1.000 |
128-300 |
0.618 |
128-145 |
HIGH |
127-215 |
0.618 |
127-060 |
0.500 |
127-012 |
0.382 |
126-285 |
LOW |
126-130 |
0.618 |
125-200 |
1.000 |
125-045 |
1.618 |
124-115 |
2.618 |
123-030 |
4.250 |
121-009 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
127-012 |
127-048 |
PP |
126-278 |
126-302 |
S1 |
126-224 |
126-236 |
|