ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
120-095 |
120-085 |
-0-010 |
0.0% |
119-160 |
| High |
120-105 |
120-215 |
0-110 |
0.3% |
120-155 |
| Low |
119-150 |
120-000 |
0-170 |
0.4% |
118-285 |
| Close |
120-055 |
120-100 |
0-045 |
0.1% |
120-140 |
| Range |
0-275 |
0-215 |
-0-060 |
-21.8% |
1-190 |
| ATR |
1-001 |
0-314 |
-0-008 |
-2.4% |
0-000 |
| Volume |
698,736 |
840,482 |
141,746 |
20.3% |
1,934,961 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-110 |
122-000 |
120-218 |
|
| R3 |
121-215 |
121-105 |
120-159 |
|
| R2 |
121-000 |
121-000 |
120-139 |
|
| R1 |
120-210 |
120-210 |
120-120 |
120-265 |
| PP |
120-105 |
120-105 |
120-105 |
120-132 |
| S1 |
119-315 |
119-315 |
120-080 |
120-050 |
| S2 |
119-210 |
119-210 |
120-061 |
|
| S3 |
118-315 |
119-100 |
120-041 |
|
| S4 |
118-100 |
118-205 |
119-302 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-230 |
124-055 |
121-100 |
|
| R3 |
123-040 |
122-185 |
120-280 |
|
| R2 |
121-170 |
121-170 |
120-234 |
|
| R1 |
120-315 |
120-315 |
120-187 |
121-082 |
| PP |
119-300 |
119-300 |
119-300 |
120-024 |
| S1 |
119-125 |
119-125 |
120-093 |
119-212 |
| S2 |
118-110 |
118-110 |
120-046 |
|
| S3 |
116-240 |
117-255 |
120-000 |
|
| S4 |
115-050 |
116-065 |
119-180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-215 |
118-305 |
1-230 |
1.4% |
0-268 |
0.7% |
79% |
True |
False |
540,746 |
| 10 |
120-215 |
118-285 |
1-250 |
1.5% |
0-276 |
0.7% |
80% |
True |
False |
488,412 |
| 20 |
123-100 |
118-170 |
4-250 |
4.0% |
1-026 |
0.9% |
37% |
False |
False |
799,137 |
| 40 |
126-260 |
118-170 |
8-090 |
6.9% |
1-004 |
0.8% |
22% |
False |
False |
583,247 |
| 60 |
127-080 |
118-170 |
8-230 |
7.2% |
0-284 |
0.7% |
20% |
False |
False |
390,268 |
| 80 |
127-080 |
118-170 |
8-230 |
7.2% |
0-248 |
0.6% |
20% |
False |
False |
292,739 |
| 100 |
127-080 |
118-170 |
8-230 |
7.2% |
0-207 |
0.5% |
20% |
False |
False |
234,195 |
| 120 |
127-080 |
118-170 |
8-230 |
7.2% |
0-174 |
0.5% |
20% |
False |
False |
195,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-169 |
|
2.618 |
122-138 |
|
1.618 |
121-243 |
|
1.000 |
121-110 |
|
0.618 |
121-028 |
|
HIGH |
120-215 |
|
0.618 |
120-133 |
|
0.500 |
120-108 |
|
0.382 |
120-082 |
|
LOW |
120-000 |
|
0.618 |
119-187 |
|
1.000 |
119-105 |
|
1.618 |
118-292 |
|
2.618 |
118-077 |
|
4.250 |
117-046 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-108 |
120-074 |
| PP |
120-105 |
120-048 |
| S1 |
120-102 |
120-022 |
|