ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
126-170 |
127-005 |
0-155 |
0.4% |
126-090 |
High |
127-010 |
127-075 |
0-065 |
0.2% |
128-010 |
Low |
125-280 |
126-135 |
0-175 |
0.4% |
126-025 |
Close |
126-310 |
126-155 |
-0-155 |
-0.4% |
127-135 |
Range |
1-050 |
0-260 |
-0-110 |
-29.7% |
1-305 |
ATR |
0-252 |
0-253 |
0-001 |
0.2% |
0-000 |
Volume |
1,632,472 |
289,744 |
-1,342,728 |
-82.3% |
5,775,984 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-048 |
128-202 |
126-298 |
|
R3 |
128-108 |
127-262 |
126-226 |
|
R2 |
127-168 |
127-168 |
126-203 |
|
R1 |
127-002 |
127-002 |
126-179 |
126-275 |
PP |
126-228 |
126-228 |
126-228 |
126-205 |
S1 |
126-062 |
126-062 |
126-131 |
126-015 |
S2 |
125-288 |
125-288 |
126-107 |
|
S3 |
125-028 |
125-122 |
126-084 |
|
S4 |
124-088 |
124-182 |
126-012 |
|
|
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 |
127-285 |
125-280 |
2-005 |
1.6% |
0-282 |
0.7% |
30% |
False |
False |
1,030,241 |
10 |
128-010 |
125-250 |
2-080 |
1.8% |
0-256 |
0.6% |
31% |
False |
False |
1,070,798 |
20 |
128-010 |
125-015 |
2-315 |
2.4% |
0-243 |
0.6% |
48% |
False |
False |
1,085,536 |
40 |
128-010 |
123-165 |
4-165 |
3.6% |
0-226 |
0.6% |
66% |
False |
False |
1,077,523 |
60 |
128-010 |
122-300 |
5-030 |
4.0% |
0-248 |
0.6% |
70% |
False |
False |
1,002,128 |
80 |
128-010 |
121-110 |
6-220 |
5.3% |
0-231 |
0.6% |
77% |
False |
False |
754,147 |
100 |
128-010 |
119-250 |
8-080 |
6.5% |
0-216 |
0.5% |
81% |
False |
False |
603,424 |
120 |
128-010 |
117-140 |
10-190 |
8.4% |
0-188 |
0.5% |
85% |
False |
False |
502,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-220 |
2.618 |
129-116 |
1.618 |
128-176 |
1.000 |
128-015 |
0.618 |
127-236 |
HIGH |
127-075 |
0.618 |
126-296 |
0.500 |
126-265 |
0.382 |
126-234 |
LOW |
126-135 |
0.618 |
125-294 |
1.000 |
125-195 |
1.618 |
125-034 |
2.618 |
124-094 |
4.250 |
122-310 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
126-265 |
126-248 |
PP |
126-228 |
126-217 |
S1 |
126-192 |
126-186 |
|