ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 30-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
124-160 |
124-265 |
0-105 |
0.3% |
124-115 |
High |
124-310 |
125-150 |
0-160 |
0.4% |
125-275 |
Low |
124-095 |
124-255 |
0-160 |
0.4% |
124-015 |
Close |
124-280 |
125-015 |
0-055 |
0.1% |
124-190 |
Range |
0-215 |
0-215 |
0-000 |
0.0% |
1-260 |
ATR |
0-277 |
0-273 |
-0-004 |
-1.6% |
0-000 |
Volume |
1,130,062 |
441,582 |
-688,480 |
-60.9% |
4,975,119 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-038 |
126-242 |
125-133 |
|
R3 |
126-143 |
126-027 |
125-074 |
|
R2 |
125-248 |
125-248 |
125-054 |
|
R1 |
125-132 |
125-132 |
125-035 |
125-190 |
PP |
125-033 |
125-033 |
125-033 |
125-062 |
S1 |
124-237 |
124-237 |
124-315 |
124-295 |
S2 |
124-138 |
124-138 |
124-296 |
|
S3 |
123-243 |
124-022 |
124-276 |
|
S4 |
123-028 |
123-127 |
124-217 |
|
|
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 |
1.4% |
0-276 |
0.7% |
55% |
False |
False |
1,118,144 |
10 |
125-275 |
124-015 |
1-260 |
1.4% |
0-262 |
0.7% |
55% |
False |
False |
1,121,477 |
20 |
128-010 |
124-015 |
3-315 |
3.2% |
0-288 |
0.7% |
25% |
False |
False |
1,152,038 |
40 |
128-010 |
124-015 |
3-315 |
3.2% |
0-249 |
0.6% |
25% |
False |
False |
1,100,220 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-248 |
0.6% |
41% |
False |
False |
1,114,375 |
80 |
128-010 |
122-300 |
5-030 |
4.1% |
0-248 |
0.6% |
41% |
False |
False |
933,492 |
100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-234 |
0.6% |
60% |
False |
False |
747,377 |
120 |
128-010 |
118-220 |
9-110 |
7.5% |
0-212 |
0.5% |
68% |
False |
False |
622,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-104 |
2.618 |
127-073 |
1.618 |
126-178 |
1.000 |
126-045 |
0.618 |
125-283 |
HIGH |
125-150 |
0.618 |
125-068 |
0.500 |
125-042 |
0.382 |
125-017 |
LOW |
124-255 |
0.618 |
124-122 |
1.000 |
124-040 |
1.618 |
123-227 |
2.618 |
123-012 |
4.250 |
121-301 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
125-042 |
124-304 |
PP |
125-033 |
124-273 |
S1 |
125-024 |
124-242 |
|