ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-285 |
124-170 |
-1-115 |
-1.1% |
127-155 |
| High |
125-300 |
125-040 |
-0-260 |
-0.6% |
127-215 |
| Low |
124-150 |
124-090 |
-0-060 |
-0.2% |
125-185 |
| Close |
124-245 |
125-015 |
0-090 |
0.2% |
125-300 |
| Range |
1-150 |
0-270 |
-0-200 |
-42.6% |
2-030 |
| ATR |
0-285 |
0-284 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,720,343 |
1,615,735 |
-104,608 |
-6.1% |
5,296,451 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-112 |
127-013 |
125-164 |
|
| R3 |
126-162 |
126-063 |
125-089 |
|
| R2 |
125-212 |
125-212 |
125-064 |
|
| R1 |
125-113 |
125-113 |
125-040 |
125-162 |
| PP |
124-262 |
124-262 |
124-262 |
124-286 |
| S1 |
124-163 |
124-163 |
124-310 |
124-212 |
| S2 |
123-312 |
123-312 |
124-286 |
|
| S3 |
123-042 |
123-213 |
124-261 |
|
| S4 |
122-092 |
122-263 |
124-186 |
|
|
| 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 |
127-075 |
124-090 |
2-305 |
2.4% |
1-055 |
0.9% |
26% |
False |
True |
1,344,302 |
| 10 |
128-010 |
124-090 |
3-240 |
3.0% |
1-008 |
0.8% |
20% |
False |
True |
1,276,473 |
| 20 |
128-010 |
124-090 |
3-240 |
3.0% |
0-265 |
0.7% |
20% |
False |
True |
1,145,095 |
| 40 |
128-010 |
124-090 |
3-240 |
3.0% |
0-238 |
0.6% |
20% |
False |
True |
1,114,246 |
| 60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-257 |
0.6% |
41% |
False |
False |
1,077,611 |
| 80 |
128-010 |
121-110 |
6-220 |
5.3% |
0-240 |
0.6% |
55% |
False |
False |
814,057 |
| 100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-224 |
0.6% |
60% |
False |
False |
651,413 |
| 120 |
128-010 |
117-140 |
10-190 |
8.5% |
0-196 |
0.5% |
72% |
False |
False |
542,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-228 |
|
2.618 |
127-107 |
|
1.618 |
126-157 |
|
1.000 |
125-310 |
|
0.618 |
125-207 |
|
HIGH |
125-040 |
|
0.618 |
124-257 |
|
0.500 |
124-225 |
|
0.382 |
124-193 |
|
LOW |
124-090 |
|
0.618 |
123-243 |
|
1.000 |
123-140 |
|
1.618 |
122-293 |
|
2.618 |
122-023 |
|
4.250 |
120-222 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-298 |
125-230 |
| PP |
124-262 |
125-158 |
| S1 |
124-225 |
125-087 |
|