ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
123-250 |
124-050 |
0-120 |
0.3% |
124-160 |
High |
124-120 |
124-065 |
-0-055 |
-0.1% |
125-150 |
Low |
123-250 |
122-140 |
-1-110 |
-1.1% |
123-045 |
Close |
124-100 |
122-160 |
-1-260 |
-1.5% |
123-225 |
Range |
0-190 |
1-245 |
1-055 |
197.4% |
2-105 |
ATR |
0-288 |
0-310 |
0-022 |
7.8% |
0-000 |
Volume |
47,314 |
38,353 |
-8,961 |
-18.9% |
2,010,734 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-110 |
127-060 |
123-151 |
|
R3 |
126-185 |
125-135 |
122-315 |
|
R2 |
124-260 |
124-260 |
122-264 |
|
R1 |
123-210 |
123-210 |
122-212 |
123-112 |
PP |
123-015 |
123-015 |
123-015 |
122-286 |
S1 |
121-285 |
121-285 |
122-108 |
121-188 |
S2 |
121-090 |
121-090 |
122-056 |
|
S3 |
119-165 |
120-040 |
122-005 |
|
S4 |
117-240 |
118-115 |
121-169 |
|
|
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 |
125-020 |
122-140 |
2-200 |
2.1% |
1-056 |
1.0% |
2% |
False |
True |
104,951 |
10 |
125-275 |
122-140 |
3-135 |
2.8% |
1-006 |
0.8% |
2% |
False |
True |
611,547 |
20 |
127-215 |
122-140 |
5-075 |
4.3% |
1-005 |
0.8% |
1% |
False |
True |
905,557 |
40 |
128-010 |
122-140 |
5-190 |
4.6% |
0-275 |
0.7% |
1% |
False |
True |
994,947 |
60 |
128-010 |
122-140 |
5-190 |
4.6% |
0-254 |
0.6% |
1% |
False |
True |
1,030,557 |
80 |
128-010 |
122-140 |
5-190 |
4.6% |
0-262 |
0.7% |
1% |
False |
True |
939,243 |
100 |
128-010 |
121-110 |
6-220 |
5.5% |
0-244 |
0.6% |
17% |
False |
False |
752,598 |
120 |
128-010 |
118-220 |
9-110 |
7.6% |
0-227 |
0.6% |
41% |
False |
False |
627,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-226 |
2.618 |
128-264 |
1.618 |
127-019 |
1.000 |
125-310 |
0.618 |
125-094 |
HIGH |
124-065 |
0.618 |
123-169 |
0.500 |
123-102 |
0.382 |
123-036 |
LOW |
122-140 |
0.618 |
121-111 |
1.000 |
120-215 |
1.618 |
119-186 |
2.618 |
117-261 |
4.250 |
114-299 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123-102 |
123-140 |
PP |
123-015 |
123-040 |
S1 |
122-248 |
122-260 |
|