ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
125-090 |
124-095 |
-0-315 |
-0.8% |
124-115 |
High |
125-170 |
124-270 |
-0-220 |
-0.5% |
125-275 |
Low |
124-045 |
124-015 |
-0-030 |
-0.1% |
124-015 |
Close |
124-090 |
124-190 |
0-100 |
0.3% |
124-190 |
Range |
1-125 |
0-255 |
-0-190 |
-42.7% |
1-260 |
ATR |
0-284 |
0-282 |
-0-002 |
-0.7% |
0-000 |
Volume |
1,730,235 |
800,291 |
-929,944 |
-53.7% |
4,975,119 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-283 |
126-172 |
125-010 |
|
R3 |
126-028 |
125-237 |
124-260 |
|
R2 |
125-093 |
125-093 |
124-237 |
|
R1 |
124-302 |
124-302 |
124-213 |
125-038 |
PP |
124-158 |
124-158 |
124-158 |
124-186 |
S1 |
124-047 |
124-047 |
124-167 |
124-102 |
S2 |
123-223 |
123-223 |
124-143 |
|
S3 |
122-288 |
123-112 |
124-120 |
|
S4 |
122-033 |
122-177 |
124-050 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-087 |
129-078 |
125-189 |
|
R3 |
128-147 |
127-138 |
125-030 |
|
R2 |
126-207 |
126-207 |
124-296 |
|
R1 |
125-198 |
125-198 |
124-243 |
126-042 |
PP |
124-267 |
124-267 |
124-267 |
125-029 |
S1 |
123-258 |
123-258 |
124-137 |
124-102 |
S2 |
123-007 |
123-007 |
124-084 |
|
S3 |
121-067 |
121-318 |
124-030 |
|
S4 |
119-127 |
120-058 |
123-191 |
|
|
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% |
0-288 |
0.7% |
30% |
False |
True |
1,123,348 |
10 |
127-050 |
124-015 |
3-035 |
2.5% |
0-316 |
0.8% |
18% |
False |
True |
1,282,669 |
20 |
128-010 |
124-015 |
3-315 |
3.2% |
0-286 |
0.7% |
14% |
False |
True |
1,176,733 |
40 |
128-010 |
124-015 |
3-315 |
3.2% |
0-246 |
0.6% |
14% |
False |
True |
1,109,902 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-251 |
0.6% |
33% |
False |
False |
1,132,312 |
80 |
128-010 |
122-210 |
5-120 |
4.3% |
0-248 |
0.6% |
36% |
False |
False |
914,202 |
100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-232 |
0.6% |
54% |
False |
False |
731,664 |
120 |
128-010 |
118-220 |
9-110 |
7.5% |
0-209 |
0.5% |
63% |
False |
False |
609,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-074 |
2.618 |
126-298 |
1.618 |
126-043 |
1.000 |
125-205 |
0.618 |
125-108 |
HIGH |
124-270 |
0.618 |
124-173 |
0.500 |
124-142 |
0.382 |
124-112 |
LOW |
124-015 |
0.618 |
123-177 |
1.000 |
123-080 |
1.618 |
122-242 |
2.618 |
121-307 |
4.250 |
120-211 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
124-174 |
124-305 |
PP |
124-158 |
124-267 |
S1 |
124-142 |
124-228 |
|