ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-060 |
125-280 |
-0-100 |
-0.2% |
126-190 |
| High |
126-110 |
126-060 |
-0-050 |
-0.1% |
126-260 |
| Low |
125-180 |
124-210 |
-0-290 |
-0.7% |
124-210 |
| Close |
125-190 |
125-000 |
-0-190 |
-0.5% |
125-000 |
| Range |
0-250 |
1-170 |
0-240 |
96.0% |
2-050 |
| ATR |
0-231 |
0-249 |
0-019 |
8.0% |
0-000 |
| Volume |
15,580 |
1,337 |
-14,243 |
-91.4% |
59,805 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-280 |
128-310 |
125-270 |
|
| R3 |
128-110 |
127-140 |
125-135 |
|
| R2 |
126-260 |
126-260 |
125-090 |
|
| R1 |
125-290 |
125-290 |
125-045 |
125-190 |
| PP |
125-090 |
125-090 |
125-090 |
125-040 |
| S1 |
124-120 |
124-120 |
124-275 |
124-020 |
| S2 |
123-240 |
123-240 |
124-230 |
|
| S3 |
122-070 |
122-270 |
124-185 |
|
| S4 |
120-220 |
121-100 |
124-050 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-307 |
130-203 |
126-060 |
|
| R3 |
129-257 |
128-153 |
125-190 |
|
| R2 |
127-207 |
127-207 |
125-126 |
|
| R1 |
126-103 |
126-103 |
125-063 |
125-290 |
| PP |
125-157 |
125-157 |
125-157 |
125-090 |
| S1 |
124-053 |
124-053 |
124-257 |
123-240 |
| S2 |
123-107 |
123-107 |
124-194 |
|
| S3 |
121-057 |
122-003 |
124-130 |
|
| S4 |
119-007 |
119-273 |
123-260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-260 |
124-210 |
2-050 |
1.7% |
0-312 |
0.8% |
16% |
False |
True |
11,961 |
| 10 |
127-080 |
124-210 |
2-190 |
2.1% |
0-281 |
0.7% |
13% |
False |
True |
10,551 |
| 20 |
127-080 |
124-110 |
2-290 |
2.3% |
0-234 |
0.6% |
23% |
False |
False |
7,009 |
| 40 |
127-080 |
123-090 |
3-310 |
3.2% |
0-203 |
0.5% |
43% |
False |
False |
3,725 |
| 60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-155 |
0.4% |
54% |
False |
False |
2,490 |
| 80 |
127-080 |
120-070 |
7-010 |
5.6% |
0-118 |
0.3% |
68% |
False |
False |
1,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-222 |
|
2.618 |
130-063 |
|
1.618 |
128-213 |
|
1.000 |
127-230 |
|
0.618 |
127-043 |
|
HIGH |
126-060 |
|
0.618 |
125-193 |
|
0.500 |
125-135 |
|
0.382 |
125-077 |
|
LOW |
124-210 |
|
0.618 |
123-227 |
|
1.000 |
123-040 |
|
1.618 |
122-057 |
|
2.618 |
120-207 |
|
4.250 |
118-048 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-135 |
125-160 |
| PP |
125-090 |
125-107 |
| S1 |
125-045 |
125-053 |
|