ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
121-280 |
122-030 |
0-070 |
0.2% |
123-250 |
| High |
122-085 |
122-030 |
-0-055 |
-0.1% |
124-120 |
| Low |
121-165 |
121-005 |
-0-160 |
-0.4% |
121-005 |
| Close |
121-245 |
121-085 |
-0-160 |
-0.4% |
121-085 |
| Range |
0-240 |
1-025 |
0-105 |
43.8% |
3-115 |
| ATR |
0-317 |
0-319 |
0-002 |
0.6% |
0-000 |
| Volume |
18,333 |
12,824 |
-5,509 |
-30.0% |
137,605 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-222 |
124-018 |
121-275 |
|
| R3 |
123-197 |
122-313 |
121-180 |
|
| R2 |
122-172 |
122-172 |
121-148 |
|
| R1 |
121-288 |
121-288 |
121-117 |
121-218 |
| PP |
121-147 |
121-147 |
121-147 |
121-111 |
| S1 |
120-263 |
120-263 |
121-053 |
120-192 |
| S2 |
120-122 |
120-122 |
121-022 |
|
| S3 |
119-097 |
119-238 |
120-310 |
|
| S4 |
118-072 |
118-213 |
120-215 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-095 |
130-045 |
123-036 |
|
| R3 |
128-300 |
126-250 |
122-061 |
|
| R2 |
125-185 |
125-185 |
121-282 |
|
| R1 |
123-135 |
123-135 |
121-184 |
122-262 |
| PP |
122-070 |
122-070 |
122-070 |
121-294 |
| S1 |
120-020 |
120-020 |
120-306 |
119-148 |
| S2 |
118-275 |
118-275 |
120-208 |
|
| S3 |
115-160 |
116-225 |
120-109 |
|
| S4 |
112-045 |
113-110 |
119-134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-120 |
121-005 |
3-115 |
2.8% |
1-047 |
0.9% |
7% |
False |
True |
27,521 |
| 10 |
125-150 |
121-005 |
4-145 |
3.7% |
1-019 |
0.9% |
6% |
False |
True |
214,833 |
| 20 |
127-050 |
121-005 |
6-045 |
5.1% |
1-008 |
0.8% |
4% |
False |
True |
748,751 |
| 40 |
128-010 |
121-005 |
7-005 |
5.8% |
0-285 |
0.7% |
4% |
False |
True |
917,143 |
| 60 |
128-010 |
121-005 |
7-005 |
5.8% |
0-260 |
0.7% |
4% |
False |
True |
967,933 |
| 80 |
128-010 |
121-005 |
7-005 |
5.8% |
0-268 |
0.7% |
4% |
False |
True |
938,784 |
| 100 |
128-010 |
121-005 |
7-005 |
5.8% |
0-250 |
0.6% |
4% |
False |
True |
753,068 |
| 120 |
128-010 |
119-250 |
8-080 |
6.8% |
0-234 |
0.6% |
18% |
False |
False |
627,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-216 |
|
2.618 |
124-293 |
|
1.618 |
123-268 |
|
1.000 |
123-055 |
|
0.618 |
122-243 |
|
HIGH |
122-030 |
|
0.618 |
121-218 |
|
0.500 |
121-178 |
|
0.382 |
121-137 |
|
LOW |
121-005 |
|
0.618 |
120-112 |
|
1.000 |
119-300 |
|
1.618 |
119-087 |
|
2.618 |
118-062 |
|
4.250 |
116-139 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-178 |
121-288 |
| PP |
121-147 |
121-220 |
| S1 |
121-116 |
121-152 |
|