ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
125-005 |
124-255 |
-0-070 |
-0.2% |
127-155 |
High |
125-100 |
124-280 |
-0-140 |
-0.3% |
127-215 |
Low |
124-210 |
124-015 |
-0-195 |
-0.5% |
125-185 |
Close |
124-280 |
124-155 |
-0-125 |
-0.3% |
125-300 |
Range |
0-210 |
0-265 |
0-055 |
26.2% |
2-030 |
ATR |
0-279 |
0-278 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,198,458 |
1,212,196 |
13,738 |
1.1% |
5,296,451 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-305 |
126-175 |
124-301 |
|
R3 |
126-040 |
125-230 |
124-228 |
|
R2 |
125-095 |
125-095 |
124-204 |
|
R1 |
124-285 |
124-285 |
124-179 |
124-218 |
PP |
124-150 |
124-150 |
124-150 |
124-116 |
S1 |
124-020 |
124-020 |
124-131 |
123-272 |
S2 |
123-205 |
123-205 |
124-106 |
|
S3 |
122-260 |
123-075 |
124-082 |
|
S4 |
121-315 |
122-130 |
124-009 |
|
|
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 |
127-050 |
124-015 |
3-035 |
2.5% |
1-024 |
0.9% |
14% |
False |
True |
1,441,990 |
10 |
127-285 |
124-015 |
3-270 |
3.1% |
0-313 |
0.8% |
11% |
False |
True |
1,236,116 |
20 |
128-010 |
124-015 |
3-315 |
3.2% |
0-271 |
0.7% |
11% |
False |
True |
1,169,594 |
40 |
128-010 |
124-015 |
3-315 |
3.2% |
0-240 |
0.6% |
11% |
False |
True |
1,114,164 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-254 |
0.6% |
30% |
False |
False |
1,110,618 |
80 |
128-010 |
121-280 |
6-050 |
4.9% |
0-242 |
0.6% |
42% |
False |
False |
844,168 |
100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-225 |
0.6% |
53% |
False |
False |
675,519 |
120 |
128-010 |
118-100 |
9-230 |
7.8% |
0-200 |
0.5% |
64% |
False |
False |
562,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-126 |
2.618 |
127-014 |
1.618 |
126-069 |
1.000 |
125-225 |
0.618 |
125-124 |
HIGH |
124-280 |
0.618 |
124-179 |
0.500 |
124-148 |
0.382 |
124-116 |
LOW |
124-015 |
0.618 |
123-171 |
1.000 |
123-070 |
1.618 |
122-226 |
2.618 |
121-281 |
4.250 |
120-169 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
124-152 |
124-218 |
PP |
124-150 |
124-197 |
S1 |
124-148 |
124-176 |
|