ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
119-267 |
119-247 |
-0-020 |
-0.1% |
120-090 |
| High |
120-007 |
120-145 |
0-138 |
0.4% |
120-257 |
| Low |
119-177 |
119-157 |
-0-020 |
-0.1% |
119-157 |
| Close |
119-227 |
120-012 |
0-105 |
0.3% |
120-012 |
| Range |
0-150 |
0-308 |
0-158 |
105.3% |
1-100 |
| ATR |
0-168 |
0-178 |
0-010 |
5.9% |
0-000 |
| Volume |
52,588 |
38,698 |
-13,890 |
-26.4% |
1,149,198 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-282 |
122-135 |
120-181 |
|
| R3 |
121-294 |
121-147 |
120-097 |
|
| R2 |
120-306 |
120-306 |
120-068 |
|
| R1 |
120-159 |
120-159 |
120-040 |
120-232 |
| PP |
119-318 |
119-318 |
119-318 |
120-035 |
| S1 |
119-171 |
119-171 |
119-304 |
119-244 |
| S2 |
119-010 |
119-010 |
119-276 |
|
| S3 |
118-022 |
118-183 |
119-247 |
|
| S4 |
117-034 |
117-195 |
119-163 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-015 |
123-114 |
120-243 |
|
| R3 |
122-235 |
122-014 |
120-128 |
|
| R2 |
121-135 |
121-135 |
120-089 |
|
| R1 |
120-234 |
120-234 |
120-050 |
120-134 |
| PP |
120-035 |
120-035 |
120-035 |
119-306 |
| S1 |
119-134 |
119-134 |
119-294 |
119-034 |
| S2 |
118-255 |
118-255 |
119-255 |
|
| S3 |
117-155 |
118-034 |
119-216 |
|
| S4 |
116-055 |
116-254 |
119-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-257 |
119-157 |
1-100 |
1.1% |
0-198 |
0.5% |
42% |
False |
True |
229,839 |
| 10 |
120-290 |
119-157 |
1-133 |
1.2% |
0-184 |
0.5% |
39% |
False |
True |
401,371 |
| 20 |
122-085 |
119-157 |
2-248 |
2.3% |
0-191 |
0.5% |
20% |
False |
True |
483,749 |
| 40 |
122-115 |
119-157 |
2-278 |
2.4% |
0-156 |
0.4% |
19% |
False |
True |
462,343 |
| 60 |
122-115 |
118-297 |
3-138 |
2.9% |
0-145 |
0.4% |
32% |
False |
False |
442,564 |
| 80 |
122-115 |
118-297 |
3-138 |
2.9% |
0-148 |
0.4% |
32% |
False |
False |
390,998 |
| 100 |
122-115 |
117-200 |
4-235 |
3.9% |
0-131 |
0.3% |
51% |
False |
False |
313,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-174 |
|
2.618 |
122-311 |
|
1.618 |
122-003 |
|
1.000 |
121-133 |
|
0.618 |
121-015 |
|
HIGH |
120-145 |
|
0.618 |
120-027 |
|
0.500 |
119-311 |
|
0.382 |
119-275 |
|
LOW |
119-157 |
|
0.618 |
118-287 |
|
1.000 |
118-169 |
|
1.618 |
117-299 |
|
2.618 |
116-311 |
|
4.250 |
115-128 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-005 |
120-018 |
| PP |
119-318 |
120-016 |
| S1 |
119-311 |
120-014 |
|