ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-220 |
119-030 |
-1-190 |
-1.3% |
122-235 |
| High |
120-240 |
119-275 |
-0-285 |
-0.7% |
123-120 |
| Low |
119-000 |
118-205 |
-0-115 |
-0.3% |
119-290 |
| Close |
119-090 |
118-290 |
-0-120 |
-0.3% |
120-070 |
| Range |
1-240 |
1-070 |
-0-170 |
-30.4% |
3-150 |
| ATR |
1-033 |
1-035 |
0-003 |
0.8% |
0-000 |
| Volume |
1,235,184 |
1,180,160 |
-55,024 |
-4.5% |
5,871,322 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-253 |
122-022 |
119-184 |
|
| R3 |
121-183 |
120-272 |
119-077 |
|
| R2 |
120-113 |
120-113 |
119-042 |
|
| R1 |
119-202 |
119-202 |
119-006 |
119-122 |
| PP |
119-043 |
119-043 |
119-043 |
119-004 |
| S1 |
118-132 |
118-132 |
118-254 |
118-052 |
| S2 |
117-293 |
117-293 |
118-218 |
|
| S3 |
116-223 |
117-062 |
118-183 |
|
| S4 |
115-153 |
115-312 |
118-076 |
|
|
| 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 |
121-080 |
118-205 |
2-195 |
2.2% |
1-094 |
1.1% |
10% |
False |
True |
1,091,299 |
| 10 |
123-150 |
118-205 |
4-265 |
4.1% |
1-090 |
1.1% |
6% |
False |
True |
1,210,941 |
| 20 |
124-300 |
118-205 |
6-095 |
5.3% |
1-028 |
0.9% |
4% |
False |
True |
788,582 |
| 40 |
127-080 |
118-205 |
8-195 |
7.2% |
0-300 |
0.8% |
3% |
False |
True |
398,375 |
| 60 |
127-080 |
118-205 |
8-195 |
7.2% |
0-254 |
0.7% |
3% |
False |
True |
265,905 |
| 80 |
127-080 |
118-205 |
8-195 |
7.2% |
0-212 |
0.6% |
3% |
False |
True |
199,434 |
| 100 |
127-080 |
118-205 |
8-195 |
7.2% |
0-172 |
0.5% |
3% |
False |
True |
159,548 |
| 120 |
127-080 |
118-160 |
8-240 |
7.4% |
0-146 |
0.4% |
5% |
False |
False |
132,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-012 |
|
2.618 |
123-016 |
|
1.618 |
121-266 |
|
1.000 |
121-025 |
|
0.618 |
120-196 |
|
HIGH |
119-275 |
|
0.618 |
119-126 |
|
0.500 |
119-080 |
|
0.382 |
119-034 |
|
LOW |
118-205 |
|
0.618 |
117-284 |
|
1.000 |
117-135 |
|
1.618 |
116-214 |
|
2.618 |
115-144 |
|
4.250 |
113-148 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-080 |
119-230 |
| PP |
119-043 |
119-143 |
| S1 |
119-007 |
119-057 |
|