ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-250 |
126-190 |
-0-060 |
-0.1% |
125-140 |
| High |
127-020 |
126-250 |
-0-090 |
-0.2% |
127-080 |
| Low |
126-000 |
126-150 |
0-150 |
0.4% |
125-100 |
| Close |
126-180 |
126-160 |
-0-020 |
0.0% |
126-180 |
| Range |
1-020 |
0-100 |
-0-240 |
-70.6% |
1-300 |
| ATR |
0-217 |
0-209 |
-0-008 |
-3.9% |
0-000 |
| Volume |
24,705 |
24,705 |
0 |
0.0% |
45,710 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-167 |
127-103 |
126-215 |
|
| R3 |
127-067 |
127-003 |
126-188 |
|
| R2 |
126-287 |
126-287 |
126-178 |
|
| R1 |
126-223 |
126-223 |
126-169 |
126-205 |
| PP |
126-187 |
126-187 |
126-187 |
126-178 |
| S1 |
126-123 |
126-123 |
126-151 |
126-105 |
| S2 |
126-087 |
126-087 |
126-142 |
|
| S3 |
125-307 |
126-023 |
126-132 |
|
| S4 |
125-207 |
125-243 |
126-105 |
|
|
| 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% |
0-238 |
0.6% |
61% |
False |
False |
13,431 |
| 10 |
127-080 |
124-110 |
2-290 |
2.3% |
0-226 |
0.6% |
74% |
False |
False |
8,154 |
| 20 |
127-080 |
124-110 |
2-290 |
2.3% |
0-204 |
0.5% |
74% |
False |
False |
5,538 |
| 40 |
127-080 |
123-010 |
4-070 |
3.3% |
0-173 |
0.4% |
82% |
False |
False |
2,848 |
| 60 |
127-080 |
122-100 |
4-300 |
3.9% |
0-130 |
0.3% |
85% |
False |
False |
1,905 |
| 80 |
127-080 |
120-070 |
7-010 |
5.6% |
0-100 |
0.2% |
89% |
False |
False |
1,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-035 |
|
2.618 |
127-192 |
|
1.618 |
127-092 |
|
1.000 |
127-030 |
|
0.618 |
126-312 |
|
HIGH |
126-250 |
|
0.618 |
126-212 |
|
0.500 |
126-200 |
|
0.382 |
126-188 |
|
LOW |
126-150 |
|
0.618 |
126-088 |
|
1.000 |
126-050 |
|
1.618 |
125-308 |
|
2.618 |
125-208 |
|
4.250 |
125-045 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-200 |
126-200 |
| PP |
126-187 |
126-187 |
| S1 |
126-173 |
126-173 |
|