ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-020 |
125-140 |
0-120 |
0.3% |
125-210 |
| High |
125-190 |
125-270 |
0-080 |
0.2% |
126-070 |
| Low |
125-020 |
125-110 |
0-090 |
0.2% |
124-110 |
| Close |
125-160 |
125-160 |
0-000 |
0.0% |
125-160 |
| Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
1-280 |
| ATR |
0-186 |
0-184 |
-0-002 |
-1.0% |
0-000 |
| Volume |
2,936 |
3,257 |
321 |
10.9% |
13,139 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-020 |
126-250 |
125-248 |
|
| R3 |
126-180 |
126-090 |
125-204 |
|
| R2 |
126-020 |
126-020 |
125-189 |
|
| R1 |
125-250 |
125-250 |
125-175 |
125-295 |
| PP |
125-180 |
125-180 |
125-180 |
125-202 |
| S1 |
125-090 |
125-090 |
125-145 |
125-135 |
| S2 |
125-020 |
125-020 |
125-131 |
|
| S3 |
124-180 |
124-250 |
125-116 |
|
| S4 |
124-020 |
124-090 |
125-072 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-313 |
130-037 |
126-170 |
|
| R3 |
129-033 |
128-077 |
126-005 |
|
| R2 |
127-073 |
127-073 |
125-270 |
|
| R1 |
126-117 |
126-117 |
125-215 |
125-275 |
| PP |
125-113 |
125-113 |
125-113 |
125-032 |
| S1 |
124-157 |
124-157 |
125-105 |
123-315 |
| S2 |
123-153 |
123-153 |
125-050 |
|
| S3 |
121-193 |
122-197 |
124-315 |
|
| S4 |
119-233 |
120-237 |
124-150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-270 |
124-110 |
1-160 |
1.2% |
0-214 |
0.5% |
77% |
True |
False |
2,876 |
| 10 |
126-160 |
124-110 |
2-050 |
1.7% |
0-183 |
0.5% |
54% |
False |
False |
3,096 |
| 20 |
127-020 |
124-110 |
2-230 |
2.2% |
0-177 |
0.4% |
43% |
False |
False |
2,214 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-154 |
0.4% |
67% |
False |
False |
1,178 |
| 60 |
127-020 |
122-100 |
4-240 |
3.8% |
0-111 |
0.3% |
67% |
False |
False |
786 |
| 80 |
127-020 |
119-060 |
7-280 |
6.3% |
0-087 |
0.2% |
80% |
False |
False |
590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-310 |
|
2.618 |
127-049 |
|
1.618 |
126-209 |
|
1.000 |
126-110 |
|
0.618 |
126-049 |
|
HIGH |
125-270 |
|
0.618 |
125-209 |
|
0.500 |
125-190 |
|
0.382 |
125-171 |
|
LOW |
125-110 |
|
0.618 |
125-011 |
|
1.000 |
124-270 |
|
1.618 |
124-171 |
|
2.618 |
124-011 |
|
4.250 |
123-070 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-190 |
125-117 |
| PP |
125-180 |
125-073 |
| S1 |
125-170 |
125-030 |
|