ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 24-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
125-035 |
125-090 |
0-055 |
0.1% |
125-285 |
High |
125-275 |
125-170 |
-0-105 |
-0.3% |
125-300 |
Low |
125-025 |
124-045 |
-0-300 |
-0.7% |
124-015 |
Close |
125-130 |
124-090 |
-1-040 |
-0.9% |
124-165 |
Range |
0-250 |
1-125 |
0-195 |
78.0% |
1-285 |
ATR |
0-272 |
0-284 |
0-012 |
4.5% |
0-000 |
Volume |
1,488,550 |
1,730,235 |
241,685 |
16.2% |
6,388,355 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-263 |
127-302 |
125-015 |
|
R3 |
127-138 |
126-177 |
124-212 |
|
R2 |
126-013 |
126-013 |
124-172 |
|
R1 |
125-052 |
125-052 |
124-131 |
124-290 |
PP |
124-208 |
124-208 |
124-208 |
124-168 |
S1 |
123-247 |
123-247 |
124-049 |
123-165 |
S2 |
123-083 |
123-083 |
124-008 |
|
S3 |
121-278 |
122-122 |
123-288 |
|
S4 |
120-153 |
120-317 |
123-165 |
|
|
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 |
1.5% |
0-290 |
0.7% |
13% |
False |
False |
1,205,729 |
10 |
127-075 |
124-015 |
3-060 |
2.6% |
0-316 |
0.8% |
7% |
False |
False |
1,231,614 |
20 |
128-010 |
124-015 |
3-315 |
3.2% |
0-288 |
0.7% |
6% |
False |
False |
1,195,069 |
40 |
128-010 |
124-015 |
3-315 |
3.2% |
0-249 |
0.6% |
6% |
False |
False |
1,126,840 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-253 |
0.6% |
26% |
False |
False |
1,139,398 |
80 |
128-010 |
122-210 |
5-120 |
4.3% |
0-248 |
0.6% |
30% |
False |
False |
904,237 |
100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-231 |
0.6% |
50% |
False |
False |
723,662 |
120 |
128-010 |
118-220 |
9-110 |
7.5% |
0-207 |
0.5% |
60% |
False |
False |
603,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-141 |
2.618 |
129-055 |
1.618 |
127-250 |
1.000 |
126-295 |
0.618 |
126-125 |
HIGH |
125-170 |
0.618 |
125-000 |
0.500 |
124-268 |
0.382 |
124-215 |
LOW |
124-045 |
0.618 |
123-090 |
1.000 |
122-240 |
1.618 |
121-285 |
2.618 |
120-160 |
4.250 |
118-074 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
124-268 |
125-000 |
PP |
124-208 |
124-243 |
S1 |
124-149 |
124-167 |
|