ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
127-005 |
126-230 |
-0-095 |
-0.2% |
127-155 |
High |
127-075 |
127-050 |
-0-025 |
-0.1% |
127-215 |
Low |
126-135 |
125-185 |
-0-270 |
-0.7% |
125-185 |
Close |
126-155 |
125-300 |
-0-175 |
-0.4% |
125-300 |
Range |
0-260 |
1-185 |
0-245 |
94.2% |
2-030 |
ATR |
0-253 |
0-271 |
0-018 |
7.1% |
0-000 |
Volume |
289,744 |
1,463,220 |
1,173,476 |
405.0% |
5,296,451 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-307 |
130-008 |
126-258 |
|
R3 |
129-122 |
128-143 |
126-119 |
|
R2 |
127-257 |
127-257 |
126-073 |
|
R1 |
126-278 |
126-278 |
126-026 |
126-175 |
PP |
126-072 |
126-072 |
126-072 |
126-020 |
S1 |
125-093 |
125-093 |
125-254 |
124-310 |
S2 |
124-207 |
124-207 |
125-207 |
|
S3 |
123-022 |
123-228 |
125-161 |
|
S4 |
121-157 |
122-043 |
125-022 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-217 |
131-128 |
127-028 |
|
R3 |
130-187 |
129-098 |
126-164 |
|
R2 |
128-157 |
128-157 |
126-103 |
|
R1 |
127-068 |
127-068 |
126-041 |
126-258 |
PP |
126-127 |
126-127 |
126-127 |
126-061 |
S1 |
125-038 |
125-038 |
125-239 |
124-228 |
S2 |
124-097 |
124-097 |
125-177 |
|
S3 |
122-067 |
123-008 |
125-116 |
|
S4 |
120-037 |
120-298 |
124-252 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-215 |
125-185 |
2-030 |
1.7% |
1-010 |
0.8% |
17% |
False |
True |
1,059,290 |
10 |
128-010 |
125-185 |
2-145 |
1.9% |
0-287 |
0.7% |
15% |
False |
True |
1,107,243 |
20 |
128-010 |
125-015 |
2-315 |
2.4% |
0-252 |
0.6% |
30% |
False |
False |
1,076,608 |
40 |
128-010 |
124-010 |
4-000 |
3.2% |
0-232 |
0.6% |
48% |
False |
False |
1,085,789 |
60 |
128-010 |
122-300 |
5-030 |
4.0% |
0-252 |
0.6% |
59% |
False |
False |
1,024,925 |
80 |
128-010 |
121-110 |
6-220 |
5.3% |
0-235 |
0.6% |
69% |
False |
False |
772,389 |
100 |
128-010 |
120-050 |
7-280 |
6.3% |
0-219 |
0.5% |
73% |
False |
False |
618,055 |
120 |
128-010 |
117-140 |
10-190 |
8.4% |
0-190 |
0.5% |
80% |
False |
False |
515,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-276 |
2.618 |
131-092 |
1.618 |
129-227 |
1.000 |
128-235 |
0.618 |
128-042 |
HIGH |
127-050 |
0.618 |
126-177 |
0.500 |
126-118 |
0.382 |
126-058 |
LOW |
125-185 |
0.618 |
124-193 |
1.000 |
124-000 |
1.618 |
123-008 |
2.618 |
121-143 |
4.250 |
118-279 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
126-118 |
126-130 |
PP |
126-072 |
126-080 |
S1 |
126-026 |
126-030 |
|