ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
123-270 |
123-160 |
-0-110 |
-0.3% |
124-310 |
High |
123-270 |
123-260 |
-0-010 |
0.0% |
124-310 |
Low |
123-020 |
123-100 |
0-080 |
0.2% |
123-020 |
Close |
123-160 |
123-170 |
0-010 |
0.0% |
123-170 |
Range |
0-250 |
0-160 |
-0-090 |
-36.0% |
1-290 |
ATR |
0-263 |
0-255 |
-0-007 |
-2.8% |
0-000 |
Volume |
27,506 |
55,516 |
28,010 |
101.8% |
143,079 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-017 |
124-253 |
123-258 |
|
R3 |
124-177 |
124-093 |
123-214 |
|
R2 |
124-017 |
124-017 |
123-199 |
|
R1 |
123-253 |
123-253 |
123-185 |
123-295 |
PP |
123-177 |
123-177 |
123-177 |
123-198 |
S1 |
123-093 |
123-093 |
123-155 |
123-135 |
S2 |
123-017 |
123-017 |
123-141 |
|
S3 |
122-177 |
122-253 |
123-126 |
|
S4 |
122-017 |
122-093 |
123-082 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-183 |
128-147 |
124-186 |
|
R3 |
127-213 |
126-177 |
124-018 |
|
R2 |
125-243 |
125-243 |
123-282 |
|
R1 |
124-207 |
124-207 |
123-226 |
124-080 |
PP |
123-273 |
123-273 |
123-273 |
123-210 |
S1 |
122-237 |
122-237 |
123-114 |
122-110 |
S2 |
121-303 |
121-303 |
123-058 |
|
S3 |
120-013 |
120-267 |
123-002 |
|
S4 |
118-043 |
118-297 |
122-154 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-310 |
123-020 |
1-290 |
1.5% |
0-272 |
0.7% |
25% |
False |
False |
28,615 |
10 |
126-260 |
123-020 |
3-240 |
3.0% |
0-292 |
0.7% |
13% |
False |
False |
20,288 |
20 |
127-080 |
123-020 |
4-060 |
3.4% |
0-263 |
0.7% |
11% |
False |
False |
13,086 |
40 |
127-080 |
123-020 |
4-060 |
3.4% |
0-212 |
0.5% |
11% |
False |
False |
7,292 |
60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-176 |
0.4% |
25% |
False |
False |
4,874 |
80 |
127-080 |
121-110 |
5-290 |
4.8% |
0-136 |
0.3% |
37% |
False |
False |
3,656 |
100 |
127-080 |
119-060 |
8-020 |
6.5% |
0-110 |
0.3% |
54% |
False |
False |
2,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-300 |
2.618 |
125-039 |
1.618 |
124-199 |
1.000 |
124-100 |
0.618 |
124-039 |
HIGH |
123-260 |
0.618 |
123-199 |
0.500 |
123-180 |
0.382 |
123-161 |
LOW |
123-100 |
0.618 |
123-001 |
1.000 |
122-260 |
1.618 |
122-161 |
2.618 |
122-001 |
4.250 |
121-060 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
123-180 |
123-225 |
PP |
123-177 |
123-207 |
S1 |
123-173 |
123-188 |
|