ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
118-017 |
118-017 |
0-000 |
0.0% |
120-055 |
| High |
118-130 |
118-072 |
-0-058 |
-0.2% |
120-175 |
| Low |
117-272 |
117-247 |
-0-025 |
-0.1% |
118-110 |
| Close |
117-305 |
118-047 |
0-062 |
0.2% |
118-162 |
| Range |
0-178 |
0-145 |
-0-033 |
-18.5% |
2-065 |
| ATR |
0-203 |
0-199 |
-0-004 |
-2.0% |
0-000 |
| Volume |
2,820 |
2,498 |
-322 |
-11.4% |
67,659 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-130 |
119-074 |
118-127 |
|
| R3 |
118-305 |
118-249 |
118-087 |
|
| R2 |
118-160 |
118-160 |
118-074 |
|
| R1 |
118-104 |
118-104 |
118-060 |
118-132 |
| PP |
118-015 |
118-015 |
118-015 |
118-030 |
| S1 |
117-279 |
117-279 |
118-034 |
117-307 |
| S2 |
117-190 |
117-190 |
118-020 |
|
| S3 |
117-045 |
117-134 |
118-007 |
|
| S4 |
116-220 |
116-309 |
117-287 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-237 |
124-105 |
119-230 |
|
| R3 |
123-172 |
122-040 |
119-036 |
|
| R2 |
121-107 |
121-107 |
118-291 |
|
| R1 |
119-295 |
119-295 |
118-227 |
119-168 |
| PP |
119-042 |
119-042 |
119-042 |
118-299 |
| S1 |
117-230 |
117-230 |
118-097 |
117-104 |
| S2 |
116-297 |
116-297 |
118-033 |
|
| S3 |
114-232 |
115-165 |
117-288 |
|
| S4 |
112-167 |
113-100 |
117-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-307 |
117-247 |
1-060 |
1.0% |
0-212 |
0.6% |
32% |
False |
True |
3,358 |
| 10 |
120-175 |
117-247 |
2-248 |
2.3% |
0-226 |
0.6% |
14% |
False |
True |
11,987 |
| 20 |
120-290 |
117-247 |
3-043 |
2.7% |
0-197 |
0.5% |
12% |
False |
True |
230,269 |
| 40 |
122-115 |
117-247 |
4-188 |
3.9% |
0-180 |
0.5% |
8% |
False |
True |
378,639 |
| 60 |
122-115 |
117-247 |
4-188 |
3.9% |
0-156 |
0.4% |
8% |
False |
True |
382,960 |
| 80 |
122-115 |
117-247 |
4-188 |
3.9% |
0-159 |
0.4% |
8% |
False |
True |
388,926 |
| 100 |
122-115 |
117-240 |
4-195 |
3.9% |
0-147 |
0.4% |
9% |
False |
False |
313,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-048 |
|
2.618 |
119-132 |
|
1.618 |
118-307 |
|
1.000 |
118-217 |
|
0.618 |
118-162 |
|
HIGH |
118-072 |
|
0.618 |
118-017 |
|
0.500 |
118-000 |
|
0.382 |
117-302 |
|
LOW |
117-247 |
|
0.618 |
117-157 |
|
1.000 |
117-102 |
|
1.618 |
117-012 |
|
2.618 |
116-187 |
|
4.250 |
115-271 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-031 |
118-104 |
| PP |
118-015 |
118-085 |
| S1 |
118-000 |
118-066 |
|