It totally depends on your BLOG NICHE, domain name, and Domain PR.
Suppose, If you are posting about blogger platform and your old
domain name is mysite.com, and your new domain is mybloggersite.com then
new is better than old (Only when then your old domain have not PR).
And if your old domain is mybloggersite.com and now you want to change it to mysite.com then it is not good for SEO.
You should choose domain name related to your blog niche.
If your domain name is old 1 or 2 years, then don't change otherwise it will be dangerous.
Hope you understand.
For your Feedburner query you should read this article.