ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
120-220 |
0-220 |
0.6% |
122-235 |
| High |
120-255 |
120-240 |
-0-015 |
0.0% |
123-120 |
| Low |
119-110 |
119-000 |
-0-110 |
-0.3% |
119-290 |
| Close |
120-210 |
119-090 |
-1-120 |
-1.1% |
120-070 |
| Range |
1-145 |
1-240 |
0-095 |
20.4% |
3-150 |
| ATR |
1-017 |
1-033 |
0-016 |
4.7% |
0-000 |
| Volume |
983,393 |
1,235,184 |
251,791 |
25.6% |
5,871,322 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-297 |
123-273 |
120-078 |
|
| R3 |
123-057 |
122-033 |
119-244 |
|
| R2 |
121-137 |
121-137 |
119-193 |
|
| R1 |
120-113 |
120-113 |
119-141 |
120-005 |
| PP |
119-217 |
119-217 |
119-217 |
119-162 |
| S1 |
118-193 |
118-193 |
119-039 |
118-085 |
| S2 |
117-297 |
117-297 |
118-307 |
|
| S3 |
116-057 |
116-273 |
118-256 |
|
| S4 |
114-137 |
115-033 |
118-102 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-183 |
129-117 |
122-040 |
|
| R3 |
128-033 |
125-287 |
121-055 |
|
| R2 |
124-203 |
124-203 |
120-274 |
|
| R1 |
122-137 |
122-137 |
120-172 |
121-255 |
| PP |
121-053 |
121-053 |
121-053 |
120-272 |
| S1 |
118-307 |
118-307 |
119-288 |
118-105 |
| S2 |
117-223 |
117-223 |
119-186 |
|
| S3 |
114-073 |
115-157 |
119-085 |
|
| S4 |
110-243 |
112-007 |
118-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-210 |
119-000 |
2-210 |
2.2% |
1-114 |
1.1% |
11% |
False |
True |
1,178,782 |
| 10 |
124-050 |
119-000 |
5-050 |
4.3% |
1-102 |
1.1% |
5% |
False |
True |
1,207,285 |
| 20 |
124-300 |
119-000 |
5-300 |
5.0% |
1-022 |
0.9% |
5% |
False |
True |
730,175 |
| 40 |
127-080 |
119-000 |
8-080 |
6.9% |
0-295 |
0.8% |
3% |
False |
True |
368,960 |
| 60 |
127-080 |
119-000 |
8-080 |
6.9% |
0-255 |
0.7% |
3% |
False |
True |
246,236 |
| 80 |
127-080 |
119-000 |
8-080 |
6.9% |
0-208 |
0.5% |
3% |
False |
True |
184,682 |
| 100 |
127-080 |
119-000 |
8-080 |
6.9% |
0-168 |
0.4% |
3% |
False |
True |
147,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-060 |
|
2.618 |
125-106 |
|
1.618 |
123-186 |
|
1.000 |
122-160 |
|
0.618 |
121-266 |
|
HIGH |
120-240 |
|
0.618 |
120-026 |
|
0.500 |
119-280 |
|
0.382 |
119-214 |
|
LOW |
119-000 |
|
0.618 |
117-294 |
|
1.000 |
117-080 |
|
1.618 |
116-054 |
|
2.618 |
114-134 |
|
4.250 |
111-180 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-280 |
120-022 |
| PP |
119-217 |
119-258 |
| S1 |
119-153 |
119-174 |
|