ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
122-030 |
121-055 |
-0-295 |
-0.8% |
123-250 |
| High |
122-030 |
121-255 |
-0-095 |
-0.2% |
124-120 |
| Low |
121-005 |
120-140 |
-0-185 |
-0.5% |
121-005 |
| Close |
121-085 |
121-225 |
0-140 |
0.4% |
121-085 |
| Range |
1-025 |
1-115 |
0-090 |
26.1% |
3-115 |
| ATR |
0-319 |
1-007 |
0-008 |
2.6% |
0-000 |
| Volume |
12,824 |
10,669 |
-2,155 |
-16.8% |
137,605 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-125 |
124-290 |
122-144 |
|
| R3 |
124-010 |
123-175 |
122-025 |
|
| R2 |
122-215 |
122-215 |
121-305 |
|
| R1 |
122-060 |
122-060 |
121-265 |
122-138 |
| PP |
121-100 |
121-100 |
121-100 |
121-139 |
| S1 |
120-265 |
120-265 |
121-185 |
121-022 |
| S2 |
119-305 |
119-305 |
121-145 |
|
| S3 |
118-190 |
119-150 |
121-105 |
|
| S4 |
117-075 |
118-035 |
120-306 |
|
|
| 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 |
124-065 |
120-140 |
3-245 |
3.1% |
1-096 |
1.1% |
34% |
False |
True |
20,192 |
| 10 |
125-150 |
120-140 |
5-010 |
4.1% |
1-041 |
0.9% |
25% |
False |
True |
102,894 |
| 20 |
125-300 |
120-140 |
5-160 |
4.5% |
1-004 |
0.8% |
23% |
False |
True |
676,124 |
| 40 |
128-010 |
120-140 |
7-190 |
6.2% |
0-288 |
0.7% |
17% |
False |
True |
876,366 |
| 60 |
128-010 |
120-140 |
7-190 |
6.2% |
0-263 |
0.7% |
17% |
False |
True |
949,234 |
| 80 |
128-010 |
120-140 |
7-190 |
6.2% |
0-270 |
0.7% |
17% |
False |
True |
937,724 |
| 100 |
128-010 |
120-140 |
7-190 |
6.2% |
0-253 |
0.6% |
17% |
False |
True |
753,136 |
| 120 |
128-010 |
120-050 |
7-280 |
6.5% |
0-237 |
0.6% |
20% |
False |
False |
627,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-184 |
|
2.618 |
125-114 |
|
1.618 |
123-319 |
|
1.000 |
123-050 |
|
0.618 |
122-204 |
|
HIGH |
121-255 |
|
0.618 |
121-089 |
|
0.500 |
121-038 |
|
0.382 |
120-306 |
|
LOW |
120-140 |
|
0.618 |
119-191 |
|
1.000 |
119-025 |
|
1.618 |
118-076 |
|
2.618 |
116-281 |
|
4.250 |
114-211 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-162 |
121-188 |
| PP |
121-100 |
121-150 |
| S1 |
121-038 |
121-112 |
|