ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-005 |
127-240 |
0-235 |
0.6% |
126-090 |
| High |
128-010 |
127-285 |
-0-045 |
-0.1% |
128-010 |
| Low |
127-000 |
127-020 |
0-020 |
0.0% |
126-025 |
| Close |
127-240 |
127-135 |
-0-105 |
-0.3% |
127-135 |
| Range |
1-010 |
0-265 |
-0-065 |
-19.7% |
1-305 |
| ATR |
0-238 |
0-240 |
0-002 |
0.8% |
0-000 |
| Volume |
1,515,648 |
1,317,978 |
-197,670 |
-13.0% |
5,775,984 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-302 |
129-163 |
127-281 |
|
| R3 |
129-037 |
128-218 |
127-208 |
|
| R2 |
128-092 |
128-092 |
127-184 |
|
| R1 |
127-273 |
127-273 |
127-159 |
127-210 |
| PP |
127-147 |
127-147 |
127-147 |
127-115 |
| S1 |
127-008 |
127-008 |
127-111 |
126-265 |
| S2 |
126-202 |
126-202 |
127-086 |
|
| S3 |
125-257 |
126-063 |
127-062 |
|
| S4 |
124-312 |
125-118 |
126-309 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-012 |
132-058 |
128-159 |
|
| R3 |
131-027 |
130-073 |
127-307 |
|
| R2 |
129-042 |
129-042 |
127-250 |
|
| R1 |
128-088 |
128-088 |
127-192 |
128-225 |
| PP |
127-057 |
127-057 |
127-057 |
127-125 |
| S1 |
126-103 |
126-103 |
127-078 |
126-240 |
| S2 |
125-072 |
125-072 |
127-020 |
|
| S3 |
123-087 |
124-118 |
126-283 |
|
| S4 |
121-102 |
122-133 |
126-111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-010 |
126-025 |
1-305 |
1.5% |
0-244 |
0.6% |
69% |
False |
False |
1,155,196 |
| 10 |
128-010 |
125-015 |
2-315 |
2.3% |
0-242 |
0.6% |
80% |
False |
False |
1,156,877 |
| 20 |
128-010 |
125-015 |
2-315 |
2.3% |
0-221 |
0.5% |
80% |
False |
False |
1,057,105 |
| 40 |
128-010 |
122-300 |
5-030 |
4.0% |
0-224 |
0.5% |
88% |
False |
False |
1,099,423 |
| 60 |
128-010 |
122-300 |
5-030 |
4.0% |
0-241 |
0.6% |
88% |
False |
False |
939,960 |
| 80 |
128-010 |
121-110 |
6-220 |
5.2% |
0-225 |
0.6% |
91% |
False |
False |
706,301 |
| 100 |
128-010 |
118-220 |
9-110 |
7.3% |
0-208 |
0.5% |
93% |
False |
False |
565,093 |
| 120 |
128-010 |
117-140 |
10-190 |
8.3% |
0-180 |
0.4% |
94% |
False |
False |
470,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-131 |
|
2.618 |
130-019 |
|
1.618 |
129-074 |
|
1.000 |
128-230 |
|
0.618 |
128-129 |
|
HIGH |
127-285 |
|
0.618 |
127-184 |
|
0.500 |
127-152 |
|
0.382 |
127-121 |
|
LOW |
127-020 |
|
0.618 |
126-176 |
|
1.000 |
126-075 |
|
1.618 |
125-231 |
|
2.618 |
124-286 |
|
4.250 |
123-174 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-152 |
127-098 |
| PP |
127-147 |
127-062 |
| S1 |
127-141 |
127-025 |
|