ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
124-265 |
125-000 |
0-055 |
0.1% |
124-115 |
High |
125-150 |
125-020 |
-0-130 |
-0.3% |
125-275 |
Low |
124-255 |
123-190 |
-1-065 |
-1.0% |
124-015 |
Close |
125-015 |
123-275 |
-1-060 |
-0.9% |
124-190 |
Range |
0-215 |
1-150 |
0-255 |
118.6% |
1-260 |
ATR |
0-273 |
0-287 |
0-014 |
5.2% |
0-000 |
Volume |
441,582 |
218,355 |
-223,227 |
-50.6% |
4,975,119 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-185 |
127-220 |
124-214 |
|
R3 |
127-035 |
126-070 |
124-084 |
|
R2 |
125-205 |
125-205 |
124-041 |
|
R1 |
124-240 |
124-240 |
123-318 |
124-148 |
PP |
124-055 |
124-055 |
124-055 |
124-009 |
S1 |
123-090 |
123-090 |
123-232 |
122-318 |
S2 |
122-225 |
122-225 |
123-189 |
|
S3 |
121-075 |
121-260 |
123-146 |
|
S4 |
119-245 |
120-110 |
123-016 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-087 |
129-078 |
125-189 |
|
R3 |
128-147 |
127-138 |
125-030 |
|
R2 |
126-207 |
126-207 |
124-296 |
|
R1 |
125-198 |
125-198 |
124-243 |
126-042 |
PP |
124-267 |
124-267 |
124-267 |
125-029 |
S1 |
123-258 |
123-258 |
124-137 |
124-102 |
S2 |
123-007 |
123-007 |
124-084 |
|
S3 |
121-067 |
121-318 |
124-030 |
|
S4 |
119-127 |
120-058 |
123-191 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-170 |
123-190 |
1-300 |
1.6% |
1-000 |
0.8% |
14% |
False |
True |
864,105 |
10 |
125-275 |
123-190 |
2-085 |
1.8% |
0-282 |
0.7% |
12% |
False |
True |
981,739 |
20 |
128-010 |
123-190 |
4-140 |
3.6% |
0-305 |
0.8% |
6% |
False |
True |
1,129,106 |
40 |
128-010 |
123-190 |
4-140 |
3.6% |
0-258 |
0.6% |
6% |
False |
True |
1,078,789 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-250 |
0.6% |
18% |
False |
False |
1,095,881 |
80 |
128-010 |
122-300 |
5-030 |
4.1% |
0-253 |
0.6% |
18% |
False |
False |
936,067 |
100 |
128-010 |
120-170 |
7-160 |
6.1% |
0-238 |
0.6% |
44% |
False |
False |
749,554 |
120 |
128-010 |
118-220 |
9-110 |
7.5% |
0-216 |
0.5% |
55% |
False |
False |
624,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-098 |
2.618 |
128-290 |
1.618 |
127-140 |
1.000 |
126-170 |
0.618 |
125-310 |
HIGH |
125-020 |
0.618 |
124-160 |
0.500 |
124-105 |
0.382 |
124-050 |
LOW |
123-190 |
0.618 |
122-220 |
1.000 |
122-040 |
1.618 |
121-070 |
2.618 |
119-240 |
4.250 |
117-112 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
124-105 |
124-170 |
PP |
124-055 |
124-098 |
S1 |
124-005 |
124-027 |
|