ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
118-270 |
119-185 |
0-235 |
0.6% |
120-000 |
| High |
119-185 |
120-135 |
0-270 |
0.7% |
120-255 |
| Low |
118-170 |
119-130 |
0-280 |
0.7% |
118-170 |
| Close |
119-070 |
120-080 |
1-010 |
0.9% |
120-080 |
| Range |
1-015 |
1-005 |
-0-010 |
-3.0% |
2-085 |
| ATR |
1-034 |
1-036 |
0-002 |
0.6% |
0-000 |
| Volume |
1,096,757 |
771,877 |
-324,880 |
-29.6% |
5,267,371 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-023 |
122-217 |
120-259 |
|
| R3 |
122-018 |
121-212 |
120-169 |
|
| R2 |
121-013 |
121-013 |
120-140 |
|
| R1 |
120-207 |
120-207 |
120-110 |
120-270 |
| PP |
120-008 |
120-008 |
120-008 |
120-040 |
| S1 |
119-202 |
119-202 |
120-050 |
119-265 |
| S2 |
119-003 |
119-003 |
120-020 |
|
| S3 |
117-318 |
118-197 |
119-311 |
|
| S4 |
116-313 |
117-192 |
119-221 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-210 |
125-230 |
121-159 |
|
| R3 |
124-125 |
123-145 |
120-279 |
|
| R2 |
122-040 |
122-040 |
120-213 |
|
| R1 |
121-060 |
121-060 |
120-146 |
121-210 |
| PP |
119-275 |
119-275 |
119-275 |
120-030 |
| S1 |
118-295 |
118-295 |
120-014 |
119-125 |
| S2 |
117-190 |
117-190 |
119-267 |
|
| S3 |
115-105 |
116-210 |
119-201 |
|
| S4 |
113-020 |
114-125 |
119-001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-255 |
118-170 |
2-085 |
1.9% |
1-095 |
1.1% |
76% |
False |
False |
1,053,474 |
| 10 |
123-120 |
118-170 |
4-270 |
4.0% |
1-088 |
1.1% |
35% |
False |
False |
1,113,869 |
| 20 |
124-300 |
118-170 |
6-130 |
5.3% |
1-038 |
0.9% |
27% |
False |
False |
879,320 |
| 40 |
127-080 |
118-170 |
8-230 |
7.3% |
0-309 |
0.8% |
20% |
False |
False |
444,857 |
| 60 |
127-080 |
118-170 |
8-230 |
7.3% |
0-260 |
0.7% |
20% |
False |
False |
297,047 |
| 80 |
127-080 |
118-170 |
8-230 |
7.3% |
0-220 |
0.6% |
20% |
False |
False |
222,792 |
| 100 |
127-080 |
118-170 |
8-230 |
7.3% |
0-178 |
0.5% |
20% |
False |
False |
178,234 |
| 120 |
127-080 |
118-170 |
8-230 |
7.3% |
0-150 |
0.4% |
20% |
False |
False |
148,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-236 |
|
2.618 |
123-026 |
|
1.618 |
122-021 |
|
1.000 |
121-140 |
|
0.618 |
121-016 |
|
HIGH |
120-135 |
|
0.618 |
120-011 |
|
0.500 |
119-292 |
|
0.382 |
119-254 |
|
LOW |
119-130 |
|
0.618 |
118-249 |
|
1.000 |
118-125 |
|
1.618 |
117-244 |
|
2.618 |
116-239 |
|
4.250 |
115-029 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-044 |
119-318 |
| PP |
120-008 |
119-235 |
| S1 |
119-292 |
119-152 |
|