ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 30-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
123-190 |
123-290 |
0-100 |
0.3% |
123-130 |
High |
124-010 |
124-180 |
0-170 |
0.4% |
124-300 |
Low |
123-120 |
123-270 |
0-150 |
0.4% |
123-040 |
Close |
123-300 |
124-040 |
0-060 |
0.2% |
123-210 |
Range |
0-210 |
0-230 |
0-020 |
9.5% |
1-260 |
ATR |
0-268 |
0-265 |
-0-003 |
-1.0% |
0-000 |
Volume |
364,087 |
736,336 |
372,249 |
102.2% |
1,308,824 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-107 |
125-303 |
124-166 |
|
R3 |
125-197 |
125-073 |
124-103 |
|
R2 |
124-287 |
124-287 |
124-082 |
|
R1 |
124-163 |
124-163 |
124-061 |
124-225 |
PP |
124-057 |
124-057 |
124-057 |
124-088 |
S1 |
123-253 |
123-253 |
124-019 |
123-315 |
S2 |
123-147 |
123-147 |
123-318 |
|
S3 |
122-237 |
123-023 |
123-297 |
|
S4 |
122-007 |
122-113 |
123-234 |
|
|
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% |
0-278 |
0.7% |
55% |
False |
False |
476,009 |
10 |
124-300 |
123-020 |
1-280 |
1.5% |
0-262 |
0.7% |
57% |
False |
False |
253,065 |
20 |
127-080 |
123-020 |
4-060 |
3.4% |
0-287 |
0.7% |
25% |
False |
False |
132,729 |
40 |
127-080 |
123-020 |
4-060 |
3.4% |
0-232 |
0.6% |
25% |
False |
False |
67,471 |
60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-198 |
0.5% |
37% |
False |
False |
45,028 |
80 |
127-080 |
122-100 |
4-300 |
4.0% |
0-155 |
0.4% |
37% |
False |
False |
33,772 |
100 |
127-080 |
119-060 |
8-020 |
6.5% |
0-127 |
0.3% |
61% |
False |
False |
27,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-198 |
2.618 |
126-142 |
1.618 |
125-232 |
1.000 |
125-090 |
0.618 |
125-002 |
HIGH |
124-180 |
0.618 |
124-092 |
0.500 |
124-065 |
0.382 |
124-038 |
LOW |
123-270 |
0.618 |
123-128 |
1.000 |
123-040 |
1.618 |
122-218 |
2.618 |
121-308 |
4.250 |
120-252 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
124-065 |
124-010 |
PP |
124-057 |
123-300 |
S1 |
124-048 |
123-270 |
|