ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
124-170 |
125-005 |
0-155 |
0.4% |
127-155 |
| High |
125-040 |
125-100 |
0-060 |
0.1% |
127-215 |
| Low |
124-090 |
124-210 |
0-120 |
0.3% |
125-185 |
| Close |
125-015 |
124-280 |
-0-055 |
-0.1% |
125-300 |
| Range |
0-270 |
0-210 |
-0-060 |
-22.2% |
2-030 |
| ATR |
0-284 |
0-279 |
-0-005 |
-1.9% |
0-000 |
| Volume |
1,615,735 |
1,198,458 |
-417,277 |
-25.8% |
5,296,451 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-293 |
126-177 |
125-076 |
|
| R3 |
126-083 |
125-287 |
125-018 |
|
| R2 |
125-193 |
125-193 |
124-318 |
|
| R1 |
125-077 |
125-077 |
124-299 |
125-030 |
| PP |
124-303 |
124-303 |
124-303 |
124-280 |
| S1 |
124-187 |
124-187 |
124-261 |
124-140 |
| S2 |
124-093 |
124-093 |
124-242 |
|
| S3 |
123-203 |
123-297 |
124-222 |
|
| S4 |
122-313 |
123-087 |
124-164 |
|
|
| 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 |
127-075 |
124-090 |
2-305 |
2.4% |
1-023 |
0.9% |
20% |
False |
False |
1,257,500 |
| 10 |
128-010 |
124-090 |
3-240 |
3.0% |
1-000 |
0.8% |
16% |
False |
False |
1,266,461 |
| 20 |
128-010 |
124-090 |
3-240 |
3.0% |
0-267 |
0.7% |
16% |
False |
False |
1,158,859 |
| 40 |
128-010 |
124-090 |
3-240 |
3.0% |
0-239 |
0.6% |
16% |
False |
False |
1,112,543 |
| 60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-255 |
0.6% |
38% |
False |
False |
1,095,679 |
| 80 |
128-010 |
121-120 |
6-210 |
5.3% |
0-241 |
0.6% |
53% |
False |
False |
829,029 |
| 100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-224 |
0.6% |
58% |
False |
False |
663,398 |
| 120 |
128-010 |
118-100 |
9-230 |
7.8% |
0-197 |
0.5% |
68% |
False |
False |
552,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-032 |
|
2.618 |
127-010 |
|
1.618 |
126-120 |
|
1.000 |
125-310 |
|
0.618 |
125-230 |
|
HIGH |
125-100 |
|
0.618 |
125-020 |
|
0.500 |
124-315 |
|
0.382 |
124-290 |
|
LOW |
124-210 |
|
0.618 |
124-080 |
|
1.000 |
124-000 |
|
1.618 |
123-190 |
|
2.618 |
122-300 |
|
4.250 |
121-278 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-315 |
125-035 |
| PP |
124-303 |
125-010 |
| S1 |
124-292 |
124-305 |
|