ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
124-115 |
125-035 |
0-240 |
0.6% |
125-285 |
High |
125-075 |
125-275 |
0-200 |
0.5% |
125-300 |
Low |
124-065 |
125-025 |
0-280 |
0.7% |
124-015 |
Close |
125-030 |
125-130 |
0-100 |
0.2% |
124-165 |
Range |
1-010 |
0-250 |
-0-080 |
-24.2% |
1-285 |
ATR |
0-274 |
0-272 |
-0-002 |
-0.6% |
0-000 |
Volume |
956,043 |
1,488,550 |
532,507 |
55.7% |
6,388,355 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-253 |
127-122 |
125-268 |
|
R3 |
127-003 |
126-192 |
125-199 |
|
R2 |
126-073 |
126-073 |
125-176 |
|
R1 |
125-262 |
125-262 |
125-153 |
126-008 |
PP |
125-143 |
125-143 |
125-143 |
125-176 |
S1 |
125-012 |
125-012 |
125-107 |
125-078 |
S2 |
124-213 |
124-213 |
125-084 |
|
S3 |
123-283 |
124-082 |
125-061 |
|
S4 |
123-033 |
123-152 |
124-312 |
|
|
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 |
125-275 |
124-015 |
1-260 |
1.4% |
0-243 |
0.6% |
75% |
True |
False |
1,099,374 |
10 |
127-075 |
124-015 |
3-060 |
2.5% |
0-309 |
0.8% |
43% |
False |
False |
1,221,838 |
20 |
128-010 |
124-015 |
3-315 |
3.2% |
0-278 |
0.7% |
34% |
False |
False |
1,173,350 |
40 |
128-010 |
124-015 |
3-315 |
3.2% |
0-241 |
0.6% |
34% |
False |
False |
1,111,124 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-249 |
0.6% |
48% |
False |
False |
1,124,631 |
80 |
128-010 |
122-160 |
5-170 |
4.4% |
0-245 |
0.6% |
53% |
False |
False |
882,629 |
100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-228 |
0.6% |
65% |
False |
False |
706,363 |
120 |
128-010 |
118-220 |
9-110 |
7.5% |
0-205 |
0.5% |
72% |
False |
False |
588,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-058 |
2.618 |
127-290 |
1.618 |
127-040 |
1.000 |
126-205 |
0.618 |
126-110 |
HIGH |
125-275 |
0.618 |
125-180 |
0.500 |
125-150 |
0.382 |
125-120 |
LOW |
125-025 |
0.618 |
124-190 |
1.000 |
124-095 |
1.618 |
123-260 |
2.618 |
123-010 |
4.250 |
121-242 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
125-150 |
125-090 |
PP |
125-143 |
125-050 |
S1 |
125-137 |
125-010 |
|