ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
119-247 |
120-055 |
0-128 |
0.3% |
120-090 |
| High |
120-145 |
120-175 |
0-030 |
0.1% |
120-257 |
| Low |
119-157 |
120-055 |
0-218 |
0.6% |
119-157 |
| Close |
120-012 |
120-162 |
0-150 |
0.4% |
120-012 |
| Range |
0-308 |
0-120 |
-0-188 |
-61.0% |
1-100 |
| ATR |
0-178 |
0-177 |
-0-001 |
-0.6% |
0-000 |
| Volume |
38,698 |
20,775 |
-17,923 |
-46.3% |
1,149,198 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-171 |
121-126 |
120-228 |
|
| R3 |
121-051 |
121-006 |
120-195 |
|
| R2 |
120-251 |
120-251 |
120-184 |
|
| R1 |
120-206 |
120-206 |
120-173 |
120-228 |
| PP |
120-131 |
120-131 |
120-131 |
120-142 |
| S1 |
120-086 |
120-086 |
120-151 |
120-108 |
| S2 |
120-011 |
120-011 |
120-140 |
|
| S3 |
119-211 |
119-286 |
120-129 |
|
| S4 |
119-091 |
119-166 |
120-096 |
|
|
| 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% |
0-196 |
0.5% |
77% |
False |
False |
110,458 |
| 10 |
120-290 |
119-157 |
1-133 |
1.2% |
0-186 |
0.5% |
72% |
False |
False |
371,712 |
| 20 |
122-020 |
119-157 |
2-183 |
2.1% |
0-190 |
0.5% |
39% |
False |
False |
457,606 |
| 40 |
122-115 |
119-157 |
2-278 |
2.4% |
0-155 |
0.4% |
35% |
False |
False |
451,562 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-145 |
0.4% |
46% |
False |
False |
436,459 |
| 80 |
122-115 |
118-297 |
3-138 |
2.8% |
0-148 |
0.4% |
46% |
False |
False |
391,143 |
| 100 |
122-115 |
117-240 |
4-195 |
3.8% |
0-131 |
0.3% |
60% |
False |
False |
313,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-045 |
|
2.618 |
121-169 |
|
1.618 |
121-049 |
|
1.000 |
120-295 |
|
0.618 |
120-249 |
|
HIGH |
120-175 |
|
0.618 |
120-129 |
|
0.500 |
120-115 |
|
0.382 |
120-101 |
|
LOW |
120-055 |
|
0.618 |
119-301 |
|
1.000 |
119-255 |
|
1.618 |
119-181 |
|
2.618 |
119-061 |
|
4.250 |
118-185 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-146 |
120-110 |
| PP |
120-131 |
120-058 |
| S1 |
120-115 |
120-006 |
|