ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
123-275 |
123-175 |
-0-100 |
-0.3% |
124-160 |
| High |
124-005 |
124-140 |
0-135 |
0.3% |
125-150 |
| Low |
123-085 |
123-045 |
-0-040 |
-0.1% |
123-045 |
| Close |
123-155 |
123-225 |
0-070 |
0.2% |
123-225 |
| Range |
0-240 |
1-095 |
0-175 |
72.9% |
2-105 |
| ATR |
0-284 |
0-293 |
0-009 |
3.3% |
0-000 |
| Volume |
111,542 |
109,193 |
-2,349 |
-2.1% |
2,010,734 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-208 |
126-312 |
124-133 |
|
| R3 |
126-113 |
125-217 |
124-019 |
|
| R2 |
125-018 |
125-018 |
123-301 |
|
| R1 |
124-122 |
124-122 |
123-263 |
124-230 |
| PP |
123-243 |
123-243 |
123-243 |
123-298 |
| S1 |
123-027 |
123-027 |
123-187 |
123-135 |
| S2 |
122-148 |
122-148 |
123-149 |
|
| S3 |
121-053 |
121-252 |
123-111 |
|
| S4 |
119-278 |
120-157 |
122-317 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-028 |
129-232 |
124-315 |
|
| R3 |
128-243 |
127-127 |
124-110 |
|
| R2 |
126-138 |
126-138 |
124-042 |
|
| R1 |
125-022 |
125-022 |
123-293 |
124-188 |
| PP |
124-033 |
124-033 |
124-033 |
123-276 |
| S1 |
122-237 |
122-237 |
123-157 |
122-082 |
| S2 |
121-248 |
121-248 |
123-088 |
|
| S3 |
119-143 |
120-132 |
123-020 |
|
| S4 |
117-038 |
118-027 |
122-135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-150 |
123-045 |
2-105 |
1.9% |
0-311 |
0.8% |
24% |
False |
True |
402,146 |
| 10 |
125-275 |
123-045 |
2-230 |
2.2% |
0-300 |
0.8% |
21% |
False |
True |
762,747 |
| 20 |
127-285 |
123-045 |
4-240 |
3.8% |
0-306 |
0.8% |
12% |
False |
True |
999,431 |
| 40 |
128-010 |
123-045 |
4-285 |
4.0% |
0-264 |
0.7% |
12% |
False |
True |
1,028,182 |
| 60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-251 |
0.6% |
15% |
False |
False |
1,060,682 |
| 80 |
128-010 |
122-300 |
5-030 |
4.1% |
0-256 |
0.6% |
15% |
False |
False |
938,548 |
| 100 |
128-010 |
121-110 |
6-220 |
5.4% |
0-240 |
0.6% |
35% |
False |
False |
751,759 |
| 120 |
128-010 |
118-220 |
9-110 |
7.6% |
0-222 |
0.6% |
54% |
False |
False |
626,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-304 |
|
2.618 |
127-266 |
|
1.618 |
126-171 |
|
1.000 |
125-235 |
|
0.618 |
125-076 |
|
HIGH |
124-140 |
|
0.618 |
123-301 |
|
0.500 |
123-252 |
|
0.382 |
123-204 |
|
LOW |
123-045 |
|
0.618 |
122-109 |
|
1.000 |
121-270 |
|
1.618 |
121-014 |
|
2.618 |
119-239 |
|
4.250 |
117-201 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-252 |
124-032 |
| PP |
123-243 |
123-310 |
| S1 |
123-234 |
123-268 |
|