ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
124-130 |
123-130 |
-1-000 |
-0.8% |
123-130 |
High |
124-200 |
123-290 |
-0-230 |
-0.6% |
124-300 |
Low |
123-070 |
123-040 |
-0-030 |
-0.1% |
123-040 |
Close |
123-110 |
123-210 |
0-100 |
0.3% |
123-210 |
Range |
1-130 |
0-250 |
-0-200 |
-44.4% |
1-260 |
ATR |
0-274 |
0-272 |
-0-002 |
-0.6% |
0-000 |
Volume |
460,723 |
691,164 |
230,441 |
50.0% |
1,308,824 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-290 |
125-180 |
124-028 |
|
R3 |
125-040 |
124-250 |
123-279 |
|
R2 |
124-110 |
124-110 |
123-256 |
|
R1 |
124-000 |
124-000 |
123-233 |
124-055 |
PP |
123-180 |
123-180 |
123-180 |
123-208 |
S1 |
123-070 |
123-070 |
123-187 |
123-125 |
S2 |
122-250 |
122-250 |
123-164 |
|
S3 |
122-000 |
122-140 |
123-141 |
|
S4 |
121-070 |
121-210 |
123-072 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-110 |
128-100 |
124-209 |
|
R3 |
127-170 |
126-160 |
124-050 |
|
R2 |
125-230 |
125-230 |
123-316 |
|
R1 |
124-220 |
124-220 |
123-263 |
125-065 |
PP |
123-290 |
123-290 |
123-290 |
124-052 |
S1 |
122-280 |
122-280 |
123-157 |
123-125 |
S2 |
122-030 |
122-030 |
123-104 |
|
S3 |
120-090 |
121-020 |
123-050 |
|
S4 |
118-150 |
119-080 |
122-211 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-300 |
123-040 |
1-260 |
1.5% |
0-290 |
0.7% |
29% |
False |
True |
272,868 |
10 |
126-060 |
123-020 |
3-040 |
2.5% |
0-314 |
0.8% |
19% |
False |
False |
145,324 |
20 |
127-080 |
123-020 |
4-060 |
3.4% |
0-282 |
0.7% |
14% |
False |
False |
78,017 |
40 |
127-080 |
123-020 |
4-060 |
3.4% |
0-225 |
0.6% |
14% |
False |
False |
39,970 |
60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-197 |
0.5% |
27% |
False |
False |
26,688 |
80 |
127-080 |
121-220 |
5-180 |
4.5% |
0-152 |
0.4% |
35% |
False |
False |
20,016 |
100 |
127-080 |
119-060 |
8-020 |
6.5% |
0-123 |
0.3% |
55% |
False |
False |
16,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-072 |
2.618 |
125-304 |
1.618 |
125-054 |
1.000 |
124-220 |
0.618 |
124-124 |
HIGH |
123-290 |
0.618 |
123-194 |
0.500 |
123-165 |
0.382 |
123-136 |
LOW |
123-040 |
0.618 |
122-206 |
1.000 |
122-110 |
1.618 |
121-276 |
2.618 |
121-026 |
4.250 |
119-258 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
123-195 |
124-010 |
PP |
123-180 |
123-290 |
S1 |
123-165 |
123-250 |
|