ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
124-165 |
124-115 |
-0-050 |
-0.1% |
125-285 |
| High |
124-260 |
125-075 |
0-135 |
0.3% |
125-300 |
| Low |
124-100 |
124-065 |
-0-035 |
-0.1% |
124-015 |
| Close |
124-165 |
125-030 |
0-185 |
0.5% |
124-165 |
| Range |
0-160 |
1-010 |
0-170 |
106.3% |
1-285 |
| ATR |
0-269 |
0-274 |
0-004 |
1.6% |
0-000 |
| Volume |
641,623 |
956,043 |
314,420 |
49.0% |
6,388,355 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-300 |
127-175 |
125-212 |
|
| R3 |
126-290 |
126-165 |
125-121 |
|
| R2 |
125-280 |
125-280 |
125-090 |
|
| R1 |
125-155 |
125-155 |
125-060 |
125-218 |
| PP |
124-270 |
124-270 |
124-270 |
124-301 |
| S1 |
124-145 |
124-145 |
125-000 |
124-208 |
| S2 |
123-260 |
123-260 |
124-290 |
|
| S3 |
122-250 |
123-135 |
124-259 |
|
| S4 |
121-240 |
122-125 |
124-168 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-162 |
129-128 |
125-178 |
|
| R3 |
128-197 |
127-163 |
125-011 |
|
| R2 |
126-232 |
126-232 |
124-276 |
|
| R1 |
125-198 |
125-198 |
124-220 |
125-072 |
| PP |
124-267 |
124-267 |
124-267 |
124-204 |
| S1 |
123-233 |
123-233 |
124-110 |
123-108 |
| S2 |
122-302 |
122-302 |
124-054 |
|
| S3 |
121-017 |
121-268 |
123-319 |
|
| S4 |
119-052 |
119-303 |
123-152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-100 |
124-015 |
1-085 |
1.0% |
0-247 |
0.6% |
83% |
False |
False |
1,124,811 |
| 10 |
127-215 |
124-015 |
3-200 |
2.9% |
1-004 |
0.8% |
29% |
False |
False |
1,199,568 |
| 20 |
128-010 |
124-015 |
3-315 |
3.2% |
0-278 |
0.7% |
26% |
False |
False |
1,164,580 |
| 40 |
128-010 |
124-015 |
3-315 |
3.2% |
0-240 |
0.6% |
26% |
False |
False |
1,105,685 |
| 60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-252 |
0.6% |
42% |
False |
False |
1,116,464 |
| 80 |
128-010 |
122-160 |
5-170 |
4.4% |
0-243 |
0.6% |
47% |
False |
False |
864,081 |
| 100 |
128-010 |
120-170 |
7-160 |
6.0% |
0-227 |
0.6% |
61% |
False |
False |
691,491 |
| 120 |
128-010 |
118-220 |
9-110 |
7.5% |
0-204 |
0.5% |
69% |
False |
False |
576,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-198 |
|
2.618 |
127-299 |
|
1.618 |
126-289 |
|
1.000 |
126-085 |
|
0.618 |
125-279 |
|
HIGH |
125-075 |
|
0.618 |
124-269 |
|
0.500 |
124-230 |
|
0.382 |
124-191 |
|
LOW |
124-065 |
|
0.618 |
123-181 |
|
1.000 |
123-055 |
|
1.618 |
122-171 |
|
2.618 |
121-161 |
|
4.250 |
119-262 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-310 |
124-302 |
| PP |
124-270 |
124-253 |
| S1 |
124-230 |
124-205 |
|