ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
124-255 |
124-165 |
-0-090 |
-0.2% |
125-285 |
High |
124-280 |
124-260 |
-0-020 |
-0.1% |
125-300 |
Low |
124-015 |
124-100 |
0-085 |
0.2% |
124-015 |
Close |
124-155 |
124-165 |
0-010 |
0.0% |
124-165 |
Range |
0-265 |
0-160 |
-0-105 |
-39.6% |
1-285 |
ATR |
0-278 |
0-269 |
-0-008 |
-3.0% |
0-000 |
Volume |
1,212,196 |
641,623 |
-570,573 |
-47.1% |
6,388,355 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-015 |
125-250 |
124-253 |
|
R3 |
125-175 |
125-090 |
124-209 |
|
R2 |
125-015 |
125-015 |
124-194 |
|
R1 |
124-250 |
124-250 |
124-180 |
124-245 |
PP |
124-175 |
124-175 |
124-175 |
124-172 |
S1 |
124-090 |
124-090 |
124-150 |
124-085 |
S2 |
124-015 |
124-015 |
124-136 |
|
S3 |
123-175 |
123-250 |
124-121 |
|
S4 |
123-015 |
123-090 |
124-077 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-162 |
129-128 |
125-178 |
|
R3 |
128-197 |
127-163 |
125-011 |
|
R2 |
126-232 |
126-232 |
124-276 |
|
R1 |
125-198 |
125-198 |
124-220 |
125-072 |
PP |
124-267 |
124-267 |
124-267 |
124-204 |
S1 |
123-233 |
123-233 |
124-110 |
123-108 |
S2 |
122-302 |
122-302 |
124-054 |
|
S3 |
121-017 |
121-268 |
123-319 |
|
S4 |
119-052 |
119-303 |
123-152 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-300 |
124-015 |
1-285 |
1.5% |
0-275 |
0.7% |
25% |
False |
False |
1,277,671 |
10 |
127-215 |
124-015 |
3-200 |
2.9% |
0-302 |
0.8% |
13% |
False |
False |
1,168,480 |
20 |
128-010 |
124-015 |
3-315 |
3.2% |
0-272 |
0.7% |
12% |
False |
False |
1,162,678 |
40 |
128-010 |
124-015 |
3-315 |
3.2% |
0-239 |
0.6% |
12% |
False |
False |
1,101,869 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-254 |
0.6% |
31% |
False |
False |
1,112,341 |
80 |
128-010 |
122-140 |
5-190 |
4.5% |
0-241 |
0.6% |
37% |
False |
False |
852,154 |
100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-225 |
0.6% |
53% |
False |
False |
681,934 |
120 |
128-010 |
118-100 |
9-230 |
7.8% |
0-201 |
0.5% |
64% |
False |
False |
568,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-300 |
2.618 |
126-039 |
1.618 |
125-199 |
1.000 |
125-100 |
0.618 |
125-039 |
HIGH |
124-260 |
0.618 |
124-199 |
0.500 |
124-180 |
0.382 |
124-161 |
LOW |
124-100 |
0.618 |
124-001 |
1.000 |
123-260 |
1.618 |
123-161 |
2.618 |
123-001 |
4.250 |
122-060 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
124-180 |
124-218 |
PP |
124-175 |
124-200 |
S1 |
124-170 |
124-182 |
|