ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-230 |
125-285 |
-0-265 |
-0.7% |
127-155 |
| High |
127-050 |
125-300 |
-1-070 |
-1.0% |
127-215 |
| Low |
125-185 |
124-150 |
-1-035 |
-0.9% |
125-185 |
| Close |
125-300 |
124-245 |
-1-055 |
-0.9% |
125-300 |
| Range |
1-185 |
1-150 |
-0-035 |
-6.9% |
2-030 |
| ATR |
0-271 |
0-285 |
0-014 |
5.2% |
0-000 |
| Volume |
1,463,220 |
1,720,343 |
257,123 |
17.6% |
5,296,451 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-148 |
128-187 |
125-184 |
|
| R3 |
127-318 |
127-037 |
125-054 |
|
| R2 |
126-168 |
126-168 |
125-011 |
|
| R1 |
125-207 |
125-207 |
124-288 |
125-112 |
| PP |
125-018 |
125-018 |
125-018 |
124-291 |
| S1 |
124-057 |
124-057 |
124-202 |
123-282 |
| S2 |
123-188 |
123-188 |
124-159 |
|
| S3 |
122-038 |
122-227 |
124-116 |
|
| S4 |
120-208 |
121-077 |
123-306 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-217 |
131-128 |
127-028 |
|
| R3 |
130-187 |
129-098 |
126-164 |
|
| R2 |
128-157 |
128-157 |
126-103 |
|
| R1 |
127-068 |
127-068 |
126-041 |
126-258 |
| PP |
126-127 |
126-127 |
126-127 |
126-061 |
| S1 |
125-038 |
125-038 |
125-239 |
124-228 |
| S2 |
124-097 |
124-097 |
125-177 |
|
| S3 |
122-067 |
123-008 |
125-116 |
|
| S4 |
120-037 |
120-298 |
124-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-215 |
124-150 |
3-065 |
2.6% |
1-082 |
1.0% |
9% |
False |
True |
1,274,325 |
| 10 |
128-010 |
124-150 |
3-180 |
2.9% |
0-315 |
0.8% |
8% |
False |
True |
1,182,599 |
| 20 |
128-010 |
124-150 |
3-180 |
2.9% |
0-264 |
0.7% |
8% |
False |
True |
1,121,161 |
| 40 |
128-010 |
124-090 |
3-240 |
3.0% |
0-241 |
0.6% |
13% |
False |
False |
1,108,141 |
| 60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-256 |
0.6% |
36% |
False |
False |
1,051,902 |
| 80 |
128-010 |
121-110 |
6-220 |
5.4% |
0-239 |
0.6% |
51% |
False |
False |
793,867 |
| 100 |
128-010 |
120-050 |
7-280 |
6.3% |
0-222 |
0.6% |
59% |
False |
False |
635,258 |
| 120 |
128-010 |
117-140 |
10-190 |
8.5% |
0-194 |
0.5% |
69% |
False |
False |
529,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-058 |
|
2.618 |
129-250 |
|
1.618 |
128-100 |
|
1.000 |
127-130 |
|
0.618 |
126-270 |
|
HIGH |
125-300 |
|
0.618 |
125-120 |
|
0.500 |
125-065 |
|
0.382 |
125-010 |
|
LOW |
124-150 |
|
0.618 |
123-180 |
|
1.000 |
123-000 |
|
1.618 |
122-030 |
|
2.618 |
120-200 |
|
4.250 |
118-072 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-065 |
125-272 |
| PP |
125-018 |
125-157 |
| S1 |
124-292 |
125-041 |
|