ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
119-190 |
119-010 |
-0-180 |
-0.5% |
120-090 |
| High |
119-200 |
119-040 |
-0-160 |
-0.4% |
120-257 |
| Low |
118-212 |
118-210 |
-0-002 |
0.0% |
119-157 |
| Close |
118-307 |
118-235 |
-0-072 |
-0.2% |
120-012 |
| Range |
0-308 |
0-150 |
-0-158 |
-51.3% |
1-100 |
| ATR |
0-198 |
0-194 |
-0-003 |
-1.7% |
0-000 |
| Volume |
10,056 |
10,861 |
805 |
8.0% |
1,149,198 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-078 |
119-307 |
118-318 |
|
| R3 |
119-248 |
119-157 |
118-276 |
|
| R2 |
119-098 |
119-098 |
118-262 |
|
| R1 |
119-007 |
119-007 |
118-249 |
118-298 |
| PP |
118-268 |
118-268 |
118-268 |
118-254 |
| S1 |
118-177 |
118-177 |
118-221 |
118-148 |
| S2 |
118-118 |
118-118 |
118-208 |
|
| S3 |
117-288 |
118-027 |
118-194 |
|
| S4 |
117-138 |
117-197 |
118-152 |
|
|
| 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 |
120-175 |
118-210 |
1-285 |
1.6% |
0-240 |
0.6% |
4% |
False |
True |
20,616 |
| 10 |
120-257 |
118-210 |
2-047 |
1.8% |
0-205 |
0.5% |
4% |
False |
True |
165,722 |
| 20 |
121-192 |
118-210 |
2-302 |
2.5% |
0-197 |
0.5% |
3% |
False |
True |
370,234 |
| 40 |
122-115 |
118-210 |
3-225 |
3.1% |
0-169 |
0.4% |
2% |
False |
True |
432,176 |
| 60 |
122-115 |
118-210 |
3-225 |
3.1% |
0-150 |
0.4% |
2% |
False |
True |
416,438 |
| 80 |
122-115 |
118-210 |
3-225 |
3.1% |
0-154 |
0.4% |
2% |
False |
True |
391,248 |
| 100 |
122-115 |
117-240 |
4-195 |
3.9% |
0-139 |
0.4% |
21% |
False |
False |
313,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-038 |
|
2.618 |
120-113 |
|
1.618 |
119-283 |
|
1.000 |
119-190 |
|
0.618 |
119-133 |
|
HIGH |
119-040 |
|
0.618 |
118-303 |
|
0.500 |
118-285 |
|
0.382 |
118-267 |
|
LOW |
118-210 |
|
0.618 |
118-117 |
|
1.000 |
118-060 |
|
1.618 |
117-287 |
|
2.618 |
117-137 |
|
4.250 |
116-212 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-285 |
119-172 |
| PP |
118-268 |
119-087 |
| S1 |
118-252 |
119-001 |
|