ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-190 |
125-210 |
-0-300 |
-0.7% |
125-140 |
| High |
126-260 |
126-050 |
-0-210 |
-0.5% |
127-080 |
| Low |
125-170 |
125-060 |
-0-110 |
-0.3% |
125-100 |
| Close |
125-210 |
126-040 |
0-150 |
0.4% |
126-180 |
| Range |
1-090 |
0-310 |
-0-100 |
-24.4% |
1-300 |
| ATR |
0-223 |
0-229 |
0-006 |
2.8% |
0-000 |
| Volume |
7,084 |
11,099 |
4,015 |
56.7% |
45,710 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-233 |
128-127 |
126-210 |
|
| R3 |
127-243 |
127-137 |
126-125 |
|
| R2 |
126-253 |
126-253 |
126-097 |
|
| R1 |
126-147 |
126-147 |
126-068 |
126-200 |
| PP |
125-263 |
125-263 |
125-263 |
125-290 |
| S1 |
125-157 |
125-157 |
126-012 |
125-210 |
| S2 |
124-273 |
124-273 |
125-303 |
|
| S3 |
123-283 |
124-167 |
125-275 |
|
| S4 |
122-293 |
123-177 |
125-190 |
|
|
| 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 |
125-060 |
2-020 |
1.6% |
0-298 |
0.7% |
45% |
False |
True |
15,888 |
| 10 |
127-080 |
124-110 |
2-290 |
2.3% |
0-252 |
0.6% |
61% |
False |
False |
9,657 |
| 20 |
127-080 |
124-110 |
2-290 |
2.3% |
0-222 |
0.6% |
61% |
False |
False |
6,357 |
| 40 |
127-080 |
123-010 |
4-070 |
3.3% |
0-189 |
0.5% |
73% |
False |
False |
3,302 |
| 60 |
127-080 |
122-100 |
4-300 |
3.9% |
0-142 |
0.4% |
77% |
False |
False |
2,208 |
| 80 |
127-080 |
120-070 |
7-010 |
5.6% |
0-109 |
0.3% |
84% |
False |
False |
1,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-088 |
|
2.618 |
128-222 |
|
1.618 |
127-232 |
|
1.000 |
127-040 |
|
0.618 |
126-242 |
|
HIGH |
126-050 |
|
0.618 |
125-252 |
|
0.500 |
125-215 |
|
0.382 |
125-178 |
|
LOW |
125-060 |
|
0.618 |
124-188 |
|
1.000 |
124-070 |
|
1.618 |
123-198 |
|
2.618 |
122-208 |
|
4.250 |
121-022 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-312 |
126-027 |
| PP |
125-263 |
126-013 |
| S1 |
125-215 |
126-000 |
|