ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 02-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
125-000 |
123-275 |
-1-045 |
-0.9% |
124-115 |
High |
125-020 |
124-005 |
-1-015 |
-0.8% |
125-275 |
Low |
123-190 |
123-085 |
-0-105 |
-0.3% |
124-015 |
Close |
123-275 |
123-155 |
-0-120 |
-0.3% |
124-190 |
Range |
1-150 |
0-240 |
-0-230 |
-48.9% |
1-260 |
ATR |
0-287 |
0-284 |
-0-003 |
-1.2% |
0-000 |
Volume |
218,355 |
111,542 |
-106,813 |
-48.9% |
4,975,119 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-268 |
125-132 |
123-287 |
|
R3 |
125-028 |
124-212 |
123-221 |
|
R2 |
124-108 |
124-108 |
123-199 |
|
R1 |
123-292 |
123-292 |
123-177 |
123-240 |
PP |
123-188 |
123-188 |
123-188 |
123-162 |
S1 |
123-052 |
123-052 |
123-133 |
123-000 |
S2 |
122-268 |
122-268 |
123-111 |
|
S3 |
122-028 |
122-132 |
123-089 |
|
S4 |
121-108 |
121-212 |
123-023 |
|
|
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 |
125-150 |
123-085 |
2-065 |
1.8% |
0-279 |
0.7% |
10% |
False |
True |
540,366 |
10 |
125-275 |
123-085 |
2-190 |
2.1% |
0-284 |
0.7% |
8% |
False |
True |
873,047 |
20 |
128-010 |
123-085 |
4-245 |
3.9% |
0-302 |
0.8% |
5% |
False |
True |
1,069,754 |
40 |
128-010 |
123-085 |
4-245 |
3.9% |
0-257 |
0.6% |
5% |
False |
True |
1,050,012 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-250 |
0.6% |
11% |
False |
False |
1,079,815 |
80 |
128-010 |
122-300 |
5-030 |
4.1% |
0-252 |
0.6% |
11% |
False |
False |
937,396 |
100 |
128-010 |
120-170 |
7-160 |
6.1% |
0-238 |
0.6% |
39% |
False |
False |
750,669 |
120 |
128-010 |
118-220 |
9-110 |
7.6% |
0-218 |
0.6% |
51% |
False |
False |
625,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-065 |
2.618 |
125-313 |
1.618 |
125-073 |
1.000 |
124-245 |
0.618 |
124-153 |
HIGH |
124-005 |
0.618 |
123-233 |
0.500 |
123-205 |
0.382 |
123-177 |
LOW |
123-085 |
0.618 |
122-257 |
1.000 |
122-165 |
1.618 |
122-017 |
2.618 |
121-097 |
4.250 |
120-025 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123-205 |
124-118 |
PP |
123-188 |
124-023 |
S1 |
123-172 |
123-249 |
|