ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-140 |
125-160 |
0-020 |
0.0% |
125-210 |
| High |
125-270 |
125-250 |
-0-020 |
0.0% |
126-070 |
| Low |
125-110 |
125-150 |
0-040 |
0.1% |
124-110 |
| Close |
125-160 |
125-240 |
0-080 |
0.2% |
125-160 |
| Range |
0-160 |
0-100 |
-0-060 |
-37.5% |
1-280 |
| ATR |
0-184 |
0-178 |
-0-006 |
-3.3% |
0-000 |
| Volume |
3,257 |
2,888 |
-369 |
-11.3% |
13,139 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-193 |
126-157 |
125-295 |
|
| R3 |
126-093 |
126-057 |
125-268 |
|
| R2 |
125-313 |
125-313 |
125-258 |
|
| R1 |
125-277 |
125-277 |
125-249 |
125-295 |
| PP |
125-213 |
125-213 |
125-213 |
125-222 |
| S1 |
125-177 |
125-177 |
125-231 |
125-195 |
| S2 |
125-113 |
125-113 |
125-222 |
|
| S3 |
125-013 |
125-077 |
125-212 |
|
| S4 |
124-233 |
124-297 |
125-185 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-313 |
130-037 |
126-170 |
|
| R3 |
129-033 |
128-077 |
126-005 |
|
| R2 |
127-073 |
127-073 |
125-270 |
|
| R1 |
126-117 |
126-117 |
125-215 |
125-275 |
| PP |
125-113 |
125-113 |
125-113 |
125-032 |
| S1 |
124-157 |
124-157 |
125-105 |
123-315 |
| S2 |
123-153 |
123-153 |
125-050 |
|
| S3 |
121-193 |
122-197 |
124-315 |
|
| S4 |
119-233 |
120-237 |
124-150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-270 |
124-110 |
1-160 |
1.2% |
0-184 |
0.5% |
94% |
False |
False |
3,236 |
| 10 |
126-160 |
124-110 |
2-050 |
1.7% |
0-175 |
0.4% |
65% |
False |
False |
3,029 |
| 20 |
127-020 |
124-110 |
2-230 |
2.2% |
0-178 |
0.4% |
52% |
False |
False |
2,351 |
| 40 |
127-020 |
122-100 |
4-240 |
3.8% |
0-155 |
0.4% |
72% |
False |
False |
1,250 |
| 60 |
127-020 |
122-100 |
4-240 |
3.8% |
0-112 |
0.3% |
72% |
False |
False |
834 |
| 80 |
127-020 |
119-060 |
7-280 |
6.3% |
0-087 |
0.2% |
83% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-035 |
|
2.618 |
126-192 |
|
1.618 |
126-092 |
|
1.000 |
126-030 |
|
0.618 |
125-312 |
|
HIGH |
125-250 |
|
0.618 |
125-212 |
|
0.500 |
125-200 |
|
0.382 |
125-188 |
|
LOW |
125-150 |
|
0.618 |
125-088 |
|
1.000 |
125-050 |
|
1.618 |
124-308 |
|
2.618 |
124-208 |
|
4.250 |
124-045 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-227 |
125-208 |
| PP |
125-213 |
125-177 |
| S1 |
125-200 |
125-145 |
|