ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-280 |
124-310 |
-0-290 |
-0.7% |
126-190 |
| High |
126-060 |
124-310 |
-1-070 |
-1.0% |
126-260 |
| Low |
124-210 |
123-160 |
-1-050 |
-0.9% |
124-210 |
| Close |
125-000 |
123-250 |
-1-070 |
-1.0% |
125-000 |
| Range |
1-170 |
1-150 |
-0-020 |
-4.1% |
2-050 |
| ATR |
0-249 |
0-266 |
0-016 |
6.6% |
0-000 |
| Volume |
1,337 |
21,673 |
20,336 |
1,521.0% |
59,805 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-157 |
127-193 |
124-188 |
|
| R3 |
127-007 |
126-043 |
124-059 |
|
| R2 |
125-177 |
125-177 |
124-016 |
|
| R1 |
124-213 |
124-213 |
123-293 |
124-120 |
| PP |
124-027 |
124-027 |
124-027 |
123-300 |
| S1 |
123-063 |
123-063 |
123-207 |
122-290 |
| S2 |
122-197 |
122-197 |
123-164 |
|
| S3 |
121-047 |
121-233 |
123-121 |
|
| S4 |
119-217 |
120-083 |
122-312 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-307 |
130-203 |
126-060 |
|
| R3 |
129-257 |
128-153 |
125-190 |
|
| R2 |
127-207 |
127-207 |
125-126 |
|
| R1 |
126-103 |
126-103 |
125-063 |
125-290 |
| PP |
125-157 |
125-157 |
125-157 |
125-090 |
| S1 |
124-053 |
124-053 |
124-257 |
123-240 |
| S2 |
123-107 |
123-107 |
124-194 |
|
| S3 |
121-057 |
122-003 |
124-130 |
|
| S4 |
119-007 |
119-273 |
123-260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-260 |
123-160 |
3-100 |
2.7% |
1-066 |
1.0% |
8% |
False |
True |
11,354 |
| 10 |
127-080 |
123-160 |
3-240 |
3.0% |
0-312 |
0.8% |
8% |
False |
True |
12,393 |
| 20 |
127-080 |
123-160 |
3-240 |
3.0% |
0-248 |
0.6% |
8% |
False |
True |
7,744 |
| 40 |
127-080 |
123-160 |
3-240 |
3.0% |
0-212 |
0.5% |
8% |
False |
True |
4,267 |
| 60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-163 |
0.4% |
30% |
False |
False |
2,851 |
| 80 |
127-080 |
120-070 |
7-010 |
5.7% |
0-124 |
0.3% |
51% |
False |
False |
2,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-068 |
|
2.618 |
128-260 |
|
1.618 |
127-110 |
|
1.000 |
126-140 |
|
0.618 |
125-280 |
|
HIGH |
124-310 |
|
0.618 |
124-130 |
|
0.500 |
124-075 |
|
0.382 |
124-020 |
|
LOW |
123-160 |
|
0.618 |
122-190 |
|
1.000 |
122-010 |
|
1.618 |
121-040 |
|
2.618 |
119-210 |
|
4.250 |
117-082 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-075 |
124-295 |
| PP |
124-027 |
124-173 |
| S1 |
123-298 |
124-052 |
|