ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
124-000 |
123-270 |
-0-050 |
-0.1% |
126-190 |
High |
124-110 |
123-270 |
-0-160 |
-0.4% |
126-260 |
Low |
123-220 |
123-020 |
-0-200 |
-0.5% |
124-210 |
Close |
123-290 |
123-160 |
-0-130 |
-0.3% |
125-000 |
Range |
0-210 |
0-250 |
0-040 |
19.0% |
2-050 |
ATR |
0-262 |
0-263 |
0-001 |
0.2% |
0-000 |
Volume |
26,369 |
27,506 |
1,137 |
4.3% |
59,805 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-260 |
125-140 |
123-298 |
|
R3 |
125-010 |
124-210 |
123-229 |
|
R2 |
124-080 |
124-080 |
123-206 |
|
R1 |
123-280 |
123-280 |
123-183 |
123-215 |
PP |
123-150 |
123-150 |
123-150 |
123-118 |
S1 |
123-030 |
123-030 |
123-137 |
122-285 |
S2 |
122-220 |
122-220 |
123-114 |
|
S3 |
121-290 |
122-100 |
123-091 |
|
S4 |
121-040 |
121-170 |
123-022 |
|
|
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 |
126-060 |
123-020 |
3-040 |
2.5% |
1-018 |
0.9% |
14% |
False |
True |
17,780 |
10 |
127-020 |
123-020 |
4-000 |
3.2% |
0-310 |
0.8% |
11% |
False |
True |
17,207 |
20 |
127-080 |
123-020 |
4-060 |
3.4% |
0-260 |
0.7% |
10% |
False |
True |
10,393 |
40 |
127-080 |
123-020 |
4-060 |
3.4% |
0-211 |
0.5% |
10% |
False |
True |
5,911 |
60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-174 |
0.4% |
24% |
False |
False |
3,949 |
80 |
127-080 |
121-050 |
6-030 |
4.9% |
0-134 |
0.3% |
38% |
False |
False |
2,962 |
100 |
127-080 |
119-060 |
8-020 |
6.5% |
0-109 |
0.3% |
53% |
False |
False |
2,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-052 |
2.618 |
125-284 |
1.618 |
125-034 |
1.000 |
124-200 |
0.618 |
124-104 |
HIGH |
123-270 |
0.618 |
123-174 |
0.500 |
123-145 |
0.382 |
123-116 |
LOW |
123-020 |
0.618 |
122-186 |
1.000 |
122-090 |
1.618 |
121-256 |
2.618 |
121-006 |
4.250 |
119-238 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
123-155 |
123-225 |
PP |
123-150 |
123-203 |
S1 |
123-145 |
123-182 |
|