ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
124-310 |
123-180 |
-1-130 |
-1.1% |
126-190 |
| High |
124-310 |
124-050 |
-0-260 |
-0.7% |
126-260 |
| Low |
123-160 |
123-100 |
-0-060 |
-0.2% |
124-210 |
| Close |
123-250 |
124-020 |
0-090 |
0.2% |
125-000 |
| Range |
1-150 |
0-270 |
-0-200 |
-42.6% |
2-050 |
| ATR |
0-266 |
0-266 |
0-000 |
0.1% |
0-000 |
| Volume |
21,673 |
12,015 |
-9,658 |
-44.6% |
59,805 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-120 |
126-020 |
124-168 |
|
| R3 |
125-170 |
125-070 |
124-094 |
|
| R2 |
124-220 |
124-220 |
124-070 |
|
| R1 |
124-120 |
124-120 |
124-045 |
124-170 |
| PP |
123-270 |
123-270 |
123-270 |
123-295 |
| S1 |
123-170 |
123-170 |
123-315 |
123-220 |
| S2 |
123-000 |
123-000 |
123-290 |
|
| S3 |
122-050 |
122-220 |
123-266 |
|
| S4 |
121-100 |
121-270 |
123-192 |
|
|
| 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 |
126-110 |
123-100 |
3-010 |
2.4% |
1-038 |
0.9% |
25% |
False |
True |
12,340 |
| 10 |
127-080 |
123-100 |
3-300 |
3.2% |
1-009 |
0.8% |
19% |
False |
True |
13,305 |
| 20 |
127-080 |
123-100 |
3-300 |
3.2% |
0-252 |
0.6% |
19% |
False |
True |
8,167 |
| 40 |
127-080 |
123-100 |
3-300 |
3.2% |
0-207 |
0.5% |
19% |
False |
True |
4,567 |
| 60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-166 |
0.4% |
35% |
False |
False |
3,051 |
| 80 |
127-080 |
120-070 |
7-010 |
5.7% |
0-128 |
0.3% |
55% |
False |
False |
2,289 |
| 100 |
127-080 |
118-160 |
8-240 |
7.1% |
0-106 |
0.3% |
64% |
False |
False |
1,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-238 |
|
2.618 |
126-117 |
|
1.618 |
125-167 |
|
1.000 |
125-000 |
|
0.618 |
124-217 |
|
HIGH |
124-050 |
|
0.618 |
123-267 |
|
0.500 |
123-235 |
|
0.382 |
123-203 |
|
LOW |
123-100 |
|
0.618 |
122-253 |
|
1.000 |
122-150 |
|
1.618 |
121-303 |
|
2.618 |
121-033 |
|
4.250 |
119-232 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-305 |
124-240 |
| PP |
123-270 |
124-167 |
| S1 |
123-235 |
124-093 |
|