ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
121-235 |
120-060 |
-1-175 |
-1.3% |
123-250 |
| High |
121-260 |
120-290 |
-0-290 |
-0.7% |
124-120 |
| Low |
120-055 |
119-255 |
-0-120 |
-0.3% |
121-005 |
| Close |
120-135 |
120-005 |
-0-130 |
-0.3% |
121-085 |
| Range |
1-205 |
1-035 |
-0-170 |
-32.4% |
3-115 |
| ATR |
1-022 |
1-022 |
0-001 |
0.3% |
0-000 |
| Volume |
12,667 |
11,104 |
-1,563 |
-12.3% |
137,605 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-182 |
122-288 |
120-200 |
|
| R3 |
122-147 |
121-253 |
120-103 |
|
| R2 |
121-112 |
121-112 |
120-070 |
|
| R1 |
120-218 |
120-218 |
120-038 |
120-148 |
| PP |
120-077 |
120-077 |
120-077 |
120-041 |
| S1 |
119-183 |
119-183 |
119-292 |
119-112 |
| S2 |
119-042 |
119-042 |
119-260 |
|
| S3 |
118-007 |
118-148 |
119-227 |
|
| S4 |
116-292 |
117-113 |
119-130 |
|
|
| 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 |
122-085 |
119-255 |
2-150 |
2.1% |
1-060 |
1.0% |
9% |
False |
True |
13,119 |
| 10 |
124-140 |
119-255 |
4-205 |
3.9% |
1-060 |
1.0% |
5% |
False |
True |
39,278 |
| 20 |
125-275 |
119-255 |
6-020 |
5.1% |
1-011 |
0.9% |
4% |
False |
True |
510,508 |
| 40 |
128-010 |
119-255 |
8-075 |
6.9% |
0-298 |
0.8% |
3% |
False |
True |
827,802 |
| 60 |
128-010 |
119-255 |
8-075 |
6.9% |
0-269 |
0.7% |
3% |
False |
True |
913,000 |
| 80 |
128-010 |
119-255 |
8-075 |
6.9% |
0-276 |
0.7% |
3% |
False |
True |
935,835 |
| 100 |
128-010 |
119-255 |
8-075 |
6.9% |
0-259 |
0.7% |
3% |
False |
True |
753,347 |
| 120 |
128-010 |
119-255 |
8-075 |
6.9% |
0-242 |
0.6% |
3% |
False |
True |
627,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-199 |
|
2.618 |
123-259 |
|
1.618 |
122-224 |
|
1.000 |
122-005 |
|
0.618 |
121-189 |
|
HIGH |
120-290 |
|
0.618 |
120-154 |
|
0.500 |
120-112 |
|
0.382 |
120-071 |
|
LOW |
119-255 |
|
0.618 |
119-036 |
|
1.000 |
118-220 |
|
1.618 |
118-001 |
|
2.618 |
116-286 |
|
4.250 |
115-026 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-112 |
120-258 |
| PP |
120-077 |
120-173 |
| S1 |
120-041 |
120-089 |
|