ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
122-250 |
121-280 |
-0-290 |
-0.7% |
124-160 |
| High |
122-250 |
122-085 |
-0-165 |
-0.4% |
125-150 |
| Low |
121-075 |
121-165 |
0-090 |
0.2% |
123-045 |
| Close |
121-280 |
121-245 |
-0-035 |
-0.1% |
123-225 |
| Range |
1-175 |
0-240 |
-0-255 |
-51.5% |
2-105 |
| ATR |
1-003 |
0-317 |
-0-006 |
-1.8% |
0-000 |
| Volume |
20,781 |
18,333 |
-2,448 |
-11.8% |
2,010,734 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-032 |
123-218 |
122-057 |
|
| R3 |
123-112 |
122-298 |
121-311 |
|
| R2 |
122-192 |
122-192 |
121-289 |
|
| R1 |
122-058 |
122-058 |
121-267 |
122-005 |
| PP |
121-272 |
121-272 |
121-272 |
121-245 |
| S1 |
121-138 |
121-138 |
121-223 |
121-085 |
| S2 |
121-032 |
121-032 |
121-201 |
|
| S3 |
120-112 |
120-218 |
121-179 |
|
| S4 |
119-192 |
119-298 |
121-113 |
|
|
| 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% |
17% |
False |
False |
46,794 |
| 10 |
125-150 |
121-075 |
4-075 |
3.5% |
1-010 |
0.8% |
13% |
False |
False |
293,580 |
| 20 |
127-075 |
121-075 |
6-000 |
4.9% |
1-003 |
0.8% |
9% |
False |
False |
762,597 |
| 40 |
128-010 |
121-075 |
6-255 |
5.6% |
0-283 |
0.7% |
8% |
False |
False |
948,309 |
| 60 |
128-010 |
121-075 |
6-255 |
5.6% |
0-259 |
0.7% |
8% |
False |
False |
989,972 |
| 80 |
128-010 |
121-075 |
6-255 |
5.6% |
0-266 |
0.7% |
8% |
False |
False |
939,288 |
| 100 |
128-010 |
121-075 |
6-255 |
5.6% |
0-249 |
0.6% |
8% |
False |
False |
752,957 |
| 120 |
128-010 |
119-090 |
8-240 |
7.2% |
0-233 |
0.6% |
28% |
False |
False |
627,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-145 |
|
2.618 |
124-073 |
|
1.618 |
123-153 |
|
1.000 |
123-005 |
|
0.618 |
122-233 |
|
HIGH |
122-085 |
|
0.618 |
121-313 |
|
0.500 |
121-285 |
|
0.382 |
121-257 |
|
LOW |
121-165 |
|
0.618 |
121-017 |
|
1.000 |
120-245 |
|
1.618 |
120-097 |
|
2.618 |
119-177 |
|
4.250 |
118-105 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-285 |
122-230 |
| PP |
121-272 |
122-128 |
| S1 |
121-258 |
122-027 |
|