ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
125-160 |
125-230 |
0-070 |
0.2% |
125-210 |
High |
125-250 |
126-100 |
0-170 |
0.4% |
126-070 |
Low |
125-150 |
125-100 |
-0-050 |
-0.1% |
124-110 |
Close |
125-240 |
125-260 |
0-020 |
0.0% |
125-160 |
Range |
0-100 |
1-000 |
0-220 |
220.0% |
1-280 |
ATR |
0-178 |
0-188 |
0-010 |
5.7% |
0-000 |
Volume |
2,888 |
3,013 |
125 |
4.3% |
13,139 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-260 |
128-100 |
126-116 |
|
R3 |
127-260 |
127-100 |
126-028 |
|
R2 |
126-260 |
126-260 |
125-319 |
|
R1 |
126-100 |
126-100 |
125-289 |
126-180 |
PP |
125-260 |
125-260 |
125-260 |
125-300 |
S1 |
125-100 |
125-100 |
125-231 |
125-180 |
S2 |
124-260 |
124-260 |
125-201 |
|
S3 |
123-260 |
124-100 |
125-172 |
|
S4 |
122-260 |
123-100 |
125-084 |
|
|
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 |
126-100 |
124-110 |
1-310 |
1.6% |
0-206 |
0.5% |
75% |
True |
False |
3,426 |
10 |
126-100 |
124-110 |
1-310 |
1.6% |
0-191 |
0.5% |
75% |
True |
False |
2,764 |
20 |
127-020 |
124-110 |
2-230 |
2.2% |
0-181 |
0.4% |
54% |
False |
False |
2,499 |
40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-160 |
0.4% |
74% |
False |
False |
1,325 |
60 |
127-020 |
122-100 |
4-240 |
3.8% |
0-118 |
0.3% |
74% |
False |
False |
884 |
80 |
127-020 |
120-020 |
7-000 |
5.6% |
0-091 |
0.2% |
82% |
False |
False |
664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-180 |
2.618 |
128-298 |
1.618 |
127-298 |
1.000 |
127-100 |
0.618 |
126-298 |
HIGH |
126-100 |
0.618 |
125-298 |
0.500 |
125-260 |
0.382 |
125-222 |
LOW |
125-100 |
0.618 |
124-222 |
1.000 |
124-100 |
1.618 |
123-222 |
2.618 |
122-222 |
4.250 |
121-020 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
125-260 |
125-260 |
PP |
125-260 |
125-260 |
S1 |
125-260 |
125-260 |
|