ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124-050 |
122-250 |
-1-120 |
-1.1% |
124-160 |
| High |
124-065 |
122-250 |
-1-135 |
-1.1% |
125-150 |
| Low |
122-140 |
121-075 |
-1-065 |
-1.0% |
123-045 |
| Close |
122-160 |
121-280 |
-0-200 |
-0.5% |
123-225 |
| Range |
1-245 |
1-175 |
-0-070 |
-12.4% |
2-105 |
| ATR |
0-310 |
1-003 |
0-013 |
4.3% |
0-000 |
| Volume |
38,353 |
20,781 |
-17,572 |
-45.8% |
2,010,734 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-193 |
125-252 |
122-232 |
|
| R3 |
125-018 |
124-077 |
122-096 |
|
| R2 |
123-163 |
123-163 |
122-051 |
|
| R1 |
122-222 |
122-222 |
122-005 |
122-105 |
| PP |
121-308 |
121-308 |
121-308 |
121-250 |
| S1 |
121-047 |
121-047 |
121-235 |
120-250 |
| S2 |
120-133 |
120-133 |
121-189 |
|
| S3 |
118-278 |
119-192 |
121-144 |
|
| S4 |
117-103 |
118-017 |
121-008 |
|
|
| 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 |
124-140 |
121-075 |
3-065 |
2.6% |
1-061 |
1.0% |
20% |
False |
True |
65,436 |
| 10 |
125-170 |
121-075 |
4-095 |
3.5% |
1-030 |
0.9% |
15% |
False |
True |
464,770 |
| 20 |
127-075 |
121-075 |
6-000 |
4.9% |
1-010 |
0.8% |
11% |
False |
True |
843,304 |
| 40 |
128-010 |
121-075 |
6-255 |
5.6% |
0-281 |
0.7% |
9% |
False |
True |
973,240 |
| 60 |
128-010 |
121-075 |
6-255 |
5.6% |
0-258 |
0.7% |
9% |
False |
True |
1,011,738 |
| 80 |
128-010 |
121-075 |
6-255 |
5.6% |
0-265 |
0.7% |
9% |
False |
True |
939,335 |
| 100 |
128-010 |
121-075 |
6-255 |
5.6% |
0-247 |
0.6% |
9% |
False |
True |
752,781 |
| 120 |
128-010 |
118-220 |
9-110 |
7.7% |
0-231 |
0.6% |
34% |
False |
False |
627,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-114 |
|
2.618 |
126-266 |
|
1.618 |
125-091 |
|
1.000 |
124-105 |
|
0.618 |
123-236 |
|
HIGH |
122-250 |
|
0.618 |
122-061 |
|
0.500 |
122-002 |
|
0.382 |
121-264 |
|
LOW |
121-075 |
|
0.618 |
120-089 |
|
1.000 |
119-220 |
|
1.618 |
118-234 |
|
2.618 |
117-059 |
|
4.250 |
114-211 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-002 |
122-258 |
| PP |
121-308 |
122-158 |
| S1 |
121-294 |
122-059 |
|