ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-135 |
126-170 |
-0-285 |
-0.7% |
126-090 |
| High |
127-215 |
127-010 |
-0-205 |
-0.5% |
128-010 |
| Low |
126-130 |
125-280 |
-0-170 |
-0.4% |
126-025 |
| Close |
126-170 |
126-310 |
0-140 |
0.3% |
127-135 |
| Range |
1-085 |
1-050 |
-0-035 |
-8.6% |
1-305 |
| ATR |
0-243 |
0-252 |
0-009 |
3.7% |
0-000 |
| Volume |
1,265,847 |
1,632,472 |
366,625 |
29.0% |
5,775,984 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-030 |
129-220 |
127-194 |
|
| R3 |
128-300 |
128-170 |
127-092 |
|
| R2 |
127-250 |
127-250 |
127-058 |
|
| R1 |
127-120 |
127-120 |
127-024 |
127-185 |
| PP |
126-200 |
126-200 |
126-200 |
126-232 |
| S1 |
126-070 |
126-070 |
126-276 |
126-135 |
| S2 |
125-150 |
125-150 |
126-242 |
|
| S3 |
124-100 |
125-020 |
126-208 |
|
| S4 |
123-050 |
123-290 |
126-106 |
|
|
| 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 |
125-280 |
2-050 |
1.7% |
0-296 |
0.7% |
51% |
False |
True |
1,275,422 |
| 10 |
128-010 |
125-020 |
2-310 |
2.3% |
0-260 |
0.6% |
64% |
False |
False |
1,158,525 |
| 20 |
128-010 |
125-015 |
2-315 |
2.4% |
0-242 |
0.6% |
64% |
False |
False |
1,134,021 |
| 40 |
128-010 |
123-165 |
4-165 |
3.6% |
0-227 |
0.6% |
76% |
False |
False |
1,103,659 |
| 60 |
128-010 |
122-300 |
5-030 |
4.0% |
0-247 |
0.6% |
79% |
False |
False |
998,185 |
| 80 |
128-010 |
121-110 |
6-220 |
5.3% |
0-230 |
0.6% |
84% |
False |
False |
750,547 |
| 100 |
128-010 |
119-090 |
8-240 |
6.9% |
0-215 |
0.5% |
88% |
False |
False |
600,526 |
| 120 |
128-010 |
117-140 |
10-190 |
8.3% |
0-186 |
0.5% |
90% |
False |
False |
500,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-302 |
|
2.618 |
130-019 |
|
1.618 |
128-289 |
|
1.000 |
128-060 |
|
0.618 |
127-239 |
|
HIGH |
127-010 |
|
0.618 |
126-189 |
|
0.500 |
126-145 |
|
0.382 |
126-101 |
|
LOW |
125-280 |
|
0.618 |
125-051 |
|
1.000 |
124-230 |
|
1.618 |
124-001 |
|
2.618 |
122-271 |
|
4.250 |
120-308 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-255 |
126-289 |
| PP |
126-200 |
126-268 |
| S1 |
126-145 |
126-248 |
|