ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-190 |
126-190 |
0-000 |
0.0% |
125-140 |
| High |
126-250 |
126-260 |
0-010 |
0.0% |
127-080 |
| Low |
126-150 |
125-170 |
-0-300 |
-0.7% |
125-100 |
| Close |
126-160 |
125-210 |
-0-270 |
-0.7% |
126-180 |
| Range |
0-100 |
1-090 |
0-310 |
310.0% |
1-300 |
| ATR |
0-209 |
0-223 |
0-014 |
6.9% |
0-000 |
| Volume |
24,705 |
7,084 |
-17,621 |
-71.3% |
45,710 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-270 |
129-010 |
126-116 |
|
| R3 |
128-180 |
127-240 |
126-003 |
|
| R2 |
127-090 |
127-090 |
125-285 |
|
| R1 |
126-150 |
126-150 |
125-248 |
126-075 |
| PP |
126-000 |
126-000 |
126-000 |
125-282 |
| S1 |
125-060 |
125-060 |
125-172 |
124-305 |
| S2 |
124-230 |
124-230 |
125-135 |
|
| S3 |
123-140 |
123-290 |
125-097 |
|
| S4 |
122-050 |
122-200 |
124-304 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-060 |
131-100 |
127-201 |
|
| R3 |
130-080 |
129-120 |
127-030 |
|
| R2 |
128-100 |
128-100 |
126-294 |
|
| R1 |
127-140 |
127-140 |
126-237 |
127-280 |
| PP |
126-120 |
126-120 |
126-120 |
126-190 |
| S1 |
125-160 |
125-160 |
126-123 |
125-300 |
| S2 |
124-140 |
124-140 |
126-066 |
|
| S3 |
122-160 |
123-180 |
126-010 |
|
| S4 |
120-180 |
121-200 |
125-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-080 |
125-100 |
1-300 |
1.5% |
0-300 |
0.7% |
18% |
False |
False |
14,270 |
| 10 |
127-080 |
124-110 |
2-290 |
2.3% |
0-242 |
0.6% |
45% |
False |
False |
8,753 |
| 20 |
127-080 |
124-110 |
2-290 |
2.3% |
0-216 |
0.5% |
45% |
False |
False |
5,874 |
| 40 |
127-080 |
123-010 |
4-070 |
3.4% |
0-184 |
0.5% |
62% |
False |
False |
3,025 |
| 60 |
127-080 |
122-100 |
4-300 |
3.9% |
0-137 |
0.3% |
68% |
False |
False |
2,023 |
| 80 |
127-080 |
120-070 |
7-010 |
5.6% |
0-105 |
0.3% |
77% |
False |
False |
1,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-082 |
|
2.618 |
130-053 |
|
1.618 |
128-283 |
|
1.000 |
128-030 |
|
0.618 |
127-193 |
|
HIGH |
126-260 |
|
0.618 |
126-103 |
|
0.500 |
126-055 |
|
0.382 |
126-007 |
|
LOW |
125-170 |
|
0.618 |
124-237 |
|
1.000 |
124-080 |
|
1.618 |
123-147 |
|
2.618 |
122-057 |
|
4.250 |
120-028 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-055 |
126-095 |
| PP |
126-000 |
126-027 |
| S1 |
125-265 |
125-278 |
|