ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-070 |
126-250 |
0-180 |
0.4% |
125-140 |
| High |
127-080 |
127-020 |
-0-060 |
-0.1% |
127-080 |
| Low |
126-070 |
126-000 |
-0-070 |
-0.2% |
125-100 |
| Close |
126-310 |
126-180 |
-0-130 |
-0.3% |
126-180 |
| Range |
1-010 |
1-020 |
0-010 |
3.0% |
1-300 |
| ATR |
0-208 |
0-217 |
0-009 |
4.6% |
0-000 |
| Volume |
11,847 |
24,705 |
12,858 |
108.5% |
45,710 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-233 |
129-067 |
127-047 |
|
| R3 |
128-213 |
128-047 |
126-274 |
|
| R2 |
127-193 |
127-193 |
126-242 |
|
| R1 |
127-027 |
127-027 |
126-211 |
126-260 |
| PP |
126-173 |
126-173 |
126-173 |
126-130 |
| S1 |
126-007 |
126-007 |
126-149 |
125-240 |
| S2 |
125-153 |
125-153 |
126-118 |
|
| S3 |
124-133 |
124-307 |
126-086 |
|
| S4 |
123-113 |
123-287 |
125-313 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-060 |
131-100 |
127-201 |
|
| R3 |
130-080 |
129-120 |
127-030 |
|
| R2 |
128-100 |
128-100 |
126-294 |
|
| R1 |
127-140 |
127-140 |
126-237 |
127-280 |
| PP |
126-120 |
126-120 |
126-120 |
126-190 |
| S1 |
125-160 |
125-160 |
126-123 |
125-300 |
| S2 |
124-140 |
124-140 |
126-066 |
|
| S3 |
122-160 |
123-180 |
126-010 |
|
| S4 |
120-180 |
121-200 |
125-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-080 |
125-100 |
1-300 |
1.5% |
0-250 |
0.6% |
65% |
False |
False |
9,142 |
| 10 |
127-080 |
124-110 |
2-290 |
2.3% |
0-234 |
0.6% |
76% |
False |
False |
5,884 |
| 20 |
127-080 |
124-110 |
2-290 |
2.3% |
0-202 |
0.5% |
76% |
False |
False |
4,311 |
| 40 |
127-080 |
122-100 |
4-300 |
3.9% |
0-172 |
0.4% |
86% |
False |
False |
2,230 |
| 60 |
127-080 |
122-100 |
4-300 |
3.9% |
0-129 |
0.3% |
86% |
False |
False |
1,493 |
| 80 |
127-080 |
120-070 |
7-010 |
5.6% |
0-099 |
0.2% |
90% |
False |
False |
1,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-185 |
|
2.618 |
129-270 |
|
1.618 |
128-250 |
|
1.000 |
128-040 |
|
0.618 |
127-230 |
|
HIGH |
127-020 |
|
0.618 |
126-210 |
|
0.500 |
126-170 |
|
0.382 |
126-130 |
|
LOW |
126-000 |
|
0.618 |
125-110 |
|
1.000 |
124-300 |
|
1.618 |
124-090 |
|
2.618 |
123-070 |
|
4.250 |
121-155 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-177 |
126-150 |
| PP |
126-173 |
126-120 |
| S1 |
126-170 |
126-090 |
|