ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
123-180 |
124-000 |
0-140 |
0.4% |
126-190 |
| High |
124-050 |
124-110 |
0-060 |
0.2% |
126-260 |
| Low |
123-100 |
123-220 |
0-120 |
0.3% |
124-210 |
| Close |
124-020 |
123-290 |
-0-050 |
-0.1% |
125-000 |
| Range |
0-270 |
0-210 |
-0-060 |
-22.2% |
2-050 |
| ATR |
0-266 |
0-262 |
-0-004 |
-1.5% |
0-000 |
| Volume |
12,015 |
26,369 |
14,354 |
119.5% |
59,805 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-303 |
125-187 |
124-086 |
|
| R3 |
125-093 |
124-297 |
124-028 |
|
| R2 |
124-203 |
124-203 |
124-008 |
|
| R1 |
124-087 |
124-087 |
123-309 |
124-040 |
| PP |
123-313 |
123-313 |
123-313 |
123-290 |
| S1 |
123-197 |
123-197 |
123-271 |
123-150 |
| S2 |
123-103 |
123-103 |
123-252 |
|
| S3 |
122-213 |
122-307 |
123-232 |
|
| S4 |
122-003 |
122-097 |
123-174 |
|
|
| 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 |
126-110 |
123-100 |
3-010 |
2.4% |
1-018 |
0.9% |
20% |
False |
False |
15,394 |
| 10 |
127-080 |
123-100 |
3-300 |
3.2% |
0-318 |
0.8% |
15% |
False |
False |
15,641 |
| 20 |
127-080 |
123-100 |
3-300 |
3.2% |
0-254 |
0.6% |
15% |
False |
False |
9,202 |
| 40 |
127-080 |
123-100 |
3-300 |
3.2% |
0-208 |
0.5% |
15% |
False |
False |
5,224 |
| 60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-170 |
0.4% |
32% |
False |
False |
3,491 |
| 80 |
127-080 |
120-240 |
6-160 |
5.2% |
0-130 |
0.3% |
49% |
False |
False |
2,618 |
| 100 |
127-080 |
118-310 |
8-090 |
6.7% |
0-108 |
0.3% |
60% |
False |
False |
2,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-042 |
|
2.618 |
126-020 |
|
1.618 |
125-130 |
|
1.000 |
125-000 |
|
0.618 |
124-240 |
|
HIGH |
124-110 |
|
0.618 |
124-030 |
|
0.500 |
124-005 |
|
0.382 |
123-300 |
|
LOW |
123-220 |
|
0.618 |
123-090 |
|
1.000 |
123-010 |
|
1.618 |
122-200 |
|
2.618 |
121-310 |
|
4.250 |
120-288 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-005 |
124-045 |
| PP |
123-313 |
124-020 |
| S1 |
123-302 |
123-315 |
|