ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
123-175 |
123-250 |
0-075 |
0.2% |
124-160 |
High |
124-140 |
124-120 |
-0-020 |
-0.1% |
125-150 |
Low |
123-045 |
123-250 |
0-205 |
0.5% |
123-045 |
Close |
123-225 |
124-100 |
0-195 |
0.5% |
123-225 |
Range |
1-095 |
0-190 |
-0-225 |
-54.2% |
2-105 |
ATR |
0-293 |
0-288 |
-0-006 |
-1.9% |
0-000 |
Volume |
109,193 |
47,314 |
-61,879 |
-56.7% |
2,010,734 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-300 |
125-230 |
124-204 |
|
R3 |
125-110 |
125-040 |
124-152 |
|
R2 |
124-240 |
124-240 |
124-135 |
|
R1 |
124-170 |
124-170 |
124-117 |
124-205 |
PP |
124-050 |
124-050 |
124-050 |
124-068 |
S1 |
123-300 |
123-300 |
124-083 |
124-015 |
S2 |
123-180 |
123-180 |
124-065 |
|
S3 |
122-310 |
123-110 |
124-048 |
|
S4 |
122-120 |
122-240 |
123-316 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-028 |
129-232 |
124-315 |
|
R3 |
128-243 |
127-127 |
124-110 |
|
R2 |
126-138 |
126-138 |
124-042 |
|
R1 |
125-022 |
125-022 |
123-293 |
124-188 |
PP |
124-033 |
124-033 |
124-033 |
123-276 |
S1 |
122-237 |
122-237 |
123-157 |
122-082 |
S2 |
121-248 |
121-248 |
123-088 |
|
S3 |
119-143 |
120-132 |
123-020 |
|
S4 |
117-038 |
118-027 |
122-135 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-150 |
123-045 |
2-105 |
1.9% |
0-306 |
0.8% |
50% |
False |
False |
185,597 |
10 |
125-275 |
123-045 |
2-230 |
2.2% |
0-302 |
0.8% |
43% |
False |
False |
703,316 |
20 |
127-215 |
123-045 |
4-170 |
3.6% |
0-302 |
0.8% |
26% |
False |
False |
935,898 |
40 |
128-010 |
123-045 |
4-285 |
3.9% |
0-262 |
0.7% |
24% |
False |
False |
996,502 |
60 |
128-010 |
122-300 |
5-030 |
4.1% |
0-250 |
0.6% |
27% |
False |
False |
1,044,915 |
80 |
128-010 |
122-300 |
5-030 |
4.1% |
0-256 |
0.6% |
27% |
False |
False |
938,944 |
100 |
128-010 |
121-110 |
6-220 |
5.4% |
0-240 |
0.6% |
44% |
False |
False |
752,220 |
120 |
128-010 |
118-220 |
9-110 |
7.5% |
0-223 |
0.6% |
60% |
False |
False |
626,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-288 |
2.618 |
125-297 |
1.618 |
125-107 |
1.000 |
124-310 |
0.618 |
124-237 |
HIGH |
124-120 |
0.618 |
124-047 |
0.500 |
124-025 |
0.382 |
124-003 |
LOW |
123-250 |
0.618 |
123-133 |
1.000 |
123-060 |
1.618 |
122-263 |
2.618 |
122-073 |
4.250 |
121-082 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
124-075 |
124-044 |
PP |
124-050 |
123-308 |
S1 |
124-025 |
123-252 |
|