ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
126-060 |
0-170 |
0.4% |
125-140 |
| High |
126-050 |
126-110 |
0-060 |
0.1% |
127-080 |
| Low |
125-060 |
125-180 |
0-120 |
0.3% |
125-100 |
| Close |
126-040 |
125-190 |
-0-170 |
-0.4% |
126-180 |
| Range |
0-310 |
0-250 |
-0-060 |
-19.4% |
1-300 |
| ATR |
0-229 |
0-231 |
0-001 |
0.6% |
0-000 |
| Volume |
11,099 |
15,580 |
4,481 |
40.4% |
45,710 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-057 |
127-213 |
126-008 |
|
| R3 |
127-127 |
126-283 |
125-259 |
|
| R2 |
126-197 |
126-197 |
125-236 |
|
| R1 |
126-033 |
126-033 |
125-213 |
125-310 |
| PP |
125-267 |
125-267 |
125-267 |
125-245 |
| S1 |
125-103 |
125-103 |
125-167 |
125-060 |
| S2 |
125-017 |
125-017 |
125-144 |
|
| S3 |
124-087 |
124-173 |
125-121 |
|
| S4 |
123-157 |
123-243 |
125-052 |
|
|
| 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 |
127-020 |
125-060 |
1-280 |
1.5% |
0-282 |
0.7% |
22% |
False |
False |
16,634 |
| 10 |
127-080 |
125-020 |
2-060 |
1.7% |
0-249 |
0.6% |
24% |
False |
False |
10,711 |
| 20 |
127-080 |
124-110 |
2-290 |
2.3% |
0-224 |
0.6% |
43% |
False |
False |
7,102 |
| 40 |
127-080 |
123-090 |
3-310 |
3.2% |
0-191 |
0.5% |
58% |
False |
False |
3,692 |
| 60 |
127-080 |
122-100 |
4-300 |
3.9% |
0-147 |
0.4% |
66% |
False |
False |
2,468 |
| 80 |
127-080 |
120-070 |
7-010 |
5.6% |
0-112 |
0.3% |
76% |
False |
False |
1,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-212 |
|
2.618 |
128-124 |
|
1.618 |
127-194 |
|
1.000 |
127-040 |
|
0.618 |
126-264 |
|
HIGH |
126-110 |
|
0.618 |
126-014 |
|
0.500 |
125-305 |
|
0.382 |
125-276 |
|
LOW |
125-180 |
|
0.618 |
125-026 |
|
1.000 |
124-250 |
|
1.618 |
124-096 |
|
2.618 |
123-166 |
|
4.250 |
122-078 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-305 |
126-000 |
| PP |
125-267 |
125-277 |
| S1 |
125-228 |
125-233 |
|