ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
123-160 |
123-130 |
-0-030 |
-0.1% |
124-310 |
High |
123-260 |
124-090 |
0-150 |
0.4% |
124-310 |
Low |
123-100 |
123-070 |
-0-030 |
-0.1% |
123-020 |
Close |
123-170 |
124-060 |
0-210 |
0.5% |
123-170 |
Range |
0-160 |
1-020 |
0-180 |
112.5% |
1-290 |
ATR |
0-255 |
0-261 |
0-006 |
2.4% |
0-000 |
Volume |
55,516 |
29,199 |
-26,317 |
-47.4% |
143,079 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-027 |
126-223 |
124-247 |
|
R3 |
126-007 |
125-203 |
124-154 |
|
R2 |
124-307 |
124-307 |
124-122 |
|
R1 |
124-183 |
124-183 |
124-091 |
124-245 |
PP |
123-287 |
123-287 |
123-287 |
123-318 |
S1 |
123-163 |
123-163 |
124-029 |
123-225 |
S2 |
122-267 |
122-267 |
123-318 |
|
S3 |
121-247 |
122-143 |
123-286 |
|
S4 |
120-227 |
121-123 |
123-193 |
|
|
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 |
124-110 |
123-020 |
1-090 |
1.0% |
0-246 |
0.6% |
88% |
False |
False |
30,121 |
10 |
126-260 |
123-020 |
3-240 |
3.0% |
0-316 |
0.8% |
30% |
False |
False |
20,737 |
20 |
127-080 |
123-020 |
4-060 |
3.4% |
0-271 |
0.7% |
27% |
False |
False |
14,446 |
40 |
127-080 |
123-020 |
4-060 |
3.4% |
0-215 |
0.5% |
27% |
False |
False |
7,992 |
60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-181 |
0.5% |
38% |
False |
False |
5,361 |
80 |
127-080 |
121-110 |
5-290 |
4.8% |
0-140 |
0.4% |
48% |
False |
False |
4,021 |
100 |
127-080 |
119-060 |
8-020 |
6.5% |
0-113 |
0.3% |
62% |
False |
False |
3,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-255 |
2.618 |
127-020 |
1.618 |
126-000 |
1.000 |
125-110 |
0.618 |
124-300 |
HIGH |
124-090 |
0.618 |
123-280 |
0.500 |
123-240 |
0.382 |
123-200 |
LOW |
123-070 |
0.618 |
122-180 |
1.000 |
122-050 |
1.618 |
121-160 |
2.618 |
120-140 |
4.250 |
118-225 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
124-013 |
124-005 |
PP |
123-287 |
123-270 |
S1 |
123-240 |
123-215 |
|