ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
124-095 |
124-160 |
0-065 |
0.2% |
124-115 |
High |
124-270 |
124-310 |
0-040 |
0.1% |
125-275 |
Low |
124-015 |
124-095 |
0-080 |
0.2% |
124-015 |
Close |
124-190 |
124-280 |
0-090 |
0.2% |
124-190 |
Range |
0-255 |
0-215 |
-0-040 |
-15.7% |
1-260 |
ATR |
0-282 |
0-277 |
-0-005 |
-1.7% |
0-000 |
Volume |
800,291 |
1,130,062 |
329,771 |
41.2% |
4,975,119 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-233 |
126-152 |
125-078 |
|
R3 |
126-018 |
125-257 |
125-019 |
|
R2 |
125-123 |
125-123 |
124-319 |
|
R1 |
125-042 |
125-042 |
124-300 |
125-082 |
PP |
124-228 |
124-228 |
124-228 |
124-249 |
S1 |
124-147 |
124-147 |
124-260 |
124-188 |
S2 |
124-013 |
124-013 |
124-241 |
|
S3 |
123-118 |
123-252 |
124-221 |
|
S4 |
122-223 |
123-037 |
124-162 |
|
|
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% |
0-299 |
0.7% |
46% |
False |
False |
1,221,036 |
10 |
125-300 |
124-015 |
1-285 |
1.5% |
0-287 |
0.7% |
44% |
False |
False |
1,249,353 |
20 |
128-010 |
124-015 |
3-315 |
3.2% |
0-287 |
0.7% |
21% |
False |
False |
1,178,298 |
40 |
128-010 |
124-015 |
3-315 |
3.2% |
0-246 |
0.6% |
21% |
False |
False |
1,107,927 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-252 |
0.6% |
38% |
False |
False |
1,125,147 |
80 |
128-010 |
122-300 |
5-030 |
4.1% |
0-249 |
0.6% |
38% |
False |
False |
928,133 |
100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-233 |
0.6% |
58% |
False |
False |
742,963 |
120 |
128-010 |
118-220 |
9-110 |
7.5% |
0-211 |
0.5% |
66% |
False |
False |
619,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-264 |
2.618 |
126-233 |
1.618 |
126-018 |
1.000 |
125-205 |
0.618 |
125-123 |
HIGH |
124-310 |
0.618 |
124-228 |
0.500 |
124-202 |
0.382 |
124-177 |
LOW |
124-095 |
0.618 |
123-282 |
1.000 |
123-200 |
1.618 |
123-067 |
2.618 |
122-172 |
4.250 |
121-141 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
124-254 |
124-271 |
PP |
124-228 |
124-262 |
S1 |
124-202 |
124-252 |
|