ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
125-230 |
126-070 |
0-160 |
0.4% |
125-210 |
High |
126-100 |
127-080 |
0-300 |
0.7% |
126-070 |
Low |
125-100 |
126-070 |
0-290 |
0.7% |
124-110 |
Close |
125-260 |
126-310 |
1-050 |
0.9% |
125-160 |
Range |
1-000 |
1-010 |
0-010 |
3.1% |
1-280 |
ATR |
0-188 |
0-208 |
0-019 |
10.3% |
0-000 |
Volume |
3,013 |
11,847 |
8,834 |
293.2% |
13,139 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-290 |
129-150 |
127-172 |
|
R3 |
128-280 |
128-140 |
127-081 |
|
R2 |
127-270 |
127-270 |
127-050 |
|
R1 |
127-130 |
127-130 |
127-020 |
127-200 |
PP |
126-260 |
126-260 |
126-260 |
126-295 |
S1 |
126-120 |
126-120 |
126-280 |
126-190 |
S2 |
125-250 |
125-250 |
126-250 |
|
S3 |
124-240 |
125-110 |
126-219 |
|
S4 |
123-230 |
124-100 |
126-128 |
|
|
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 |
127-080 |
125-020 |
2-060 |
1.7% |
0-216 |
0.5% |
87% |
True |
False |
4,788 |
10 |
127-080 |
124-110 |
2-290 |
2.3% |
0-210 |
0.5% |
90% |
True |
False |
3,579 |
20 |
127-080 |
124-110 |
2-290 |
2.3% |
0-194 |
0.5% |
90% |
True |
False |
3,085 |
40 |
127-080 |
122-100 |
4-300 |
3.9% |
0-166 |
0.4% |
94% |
True |
False |
1,613 |
60 |
127-080 |
122-100 |
4-300 |
3.9% |
0-123 |
0.3% |
94% |
True |
False |
1,081 |
80 |
127-080 |
120-070 |
7-010 |
5.5% |
0-095 |
0.2% |
96% |
True |
False |
812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-202 |
2.618 |
129-304 |
1.618 |
128-294 |
1.000 |
128-090 |
0.618 |
127-284 |
HIGH |
127-080 |
0.618 |
126-274 |
0.500 |
126-235 |
0.382 |
126-196 |
LOW |
126-070 |
0.618 |
125-186 |
1.000 |
125-060 |
1.618 |
124-176 |
2.618 |
123-166 |
4.250 |
121-268 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
126-285 |
126-237 |
PP |
126-260 |
126-163 |
S1 |
126-235 |
126-090 |
|