ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
127-135 |
126-170 |
-0-285 |
-0.7% |
126-090 |
High |
127-215 |
127-010 |
-0-205 |
-0.5% |
128-010 |
Low |
126-130 |
125-280 |
-0-170 |
-0.4% |
126-025 |
Close |
126-170 |
126-310 |
0-140 |
0.3% |
127-135 |
Range |
1-085 |
1-050 |
-0-035 |
-8.6% |
1-305 |
ATR |
0-243 |
0-252 |
0-009 |
3.7% |
0-000 |
Volume |
1,265,847 |
1,632,472 |
366,625 |
29.0% |
5,775,984 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-030 |
129-220 |
127-194 |
|
R3 |
128-300 |
128-170 |
127-092 |
|
R2 |
127-250 |
127-250 |
127-058 |
|
R1 |
127-120 |
127-120 |
127-024 |
127-185 |
PP |
126-200 |
126-200 |
126-200 |
126-232 |
S1 |
126-070 |
126-070 |
126-276 |
126-135 |
S2 |
125-150 |
125-150 |
126-242 |
|
S3 |
124-100 |
125-020 |
126-208 |
|
S4 |
123-050 |
123-290 |
126-106 |
|
|
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 |
125-280 |
2-050 |
1.7% |
0-296 |
0.7% |
51% |
False |
True |
1,275,422 |
10 |
128-010 |
125-020 |
2-310 |
2.3% |
0-260 |
0.6% |
64% |
False |
False |
1,158,525 |
20 |
128-010 |
125-015 |
2-315 |
2.4% |
0-242 |
0.6% |
64% |
False |
False |
1,134,021 |
40 |
128-010 |
123-165 |
4-165 |
3.6% |
0-227 |
0.6% |
76% |
False |
False |
1,103,659 |
60 |
128-010 |
122-300 |
5-030 |
4.0% |
0-247 |
0.6% |
79% |
False |
False |
998,185 |
80 |
128-010 |
121-110 |
6-220 |
5.3% |
0-230 |
0.6% |
84% |
False |
False |
750,547 |
100 |
128-010 |
119-090 |
8-240 |
6.9% |
0-215 |
0.5% |
88% |
False |
False |
600,526 |
120 |
128-010 |
117-140 |
10-190 |
8.3% |
0-186 |
0.5% |
90% |
False |
False |
500,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-302 |
2.618 |
130-019 |
1.618 |
128-289 |
1.000 |
128-060 |
0.618 |
127-239 |
HIGH |
127-010 |
0.618 |
126-189 |
0.500 |
126-145 |
0.382 |
126-101 |
LOW |
125-280 |
0.618 |
125-051 |
1.000 |
124-230 |
1.618 |
124-001 |
2.618 |
122-271 |
4.250 |
120-308 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
126-255 |
126-289 |
PP |
126-200 |
126-268 |
S1 |
126-145 |
126-248 |
|