ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
121-055 |
121-235 |
0-180 |
0.5% |
123-250 |
High |
121-255 |
121-260 |
0-005 |
0.0% |
124-120 |
Low |
120-140 |
120-055 |
-0-085 |
-0.2% |
121-005 |
Close |
121-225 |
120-135 |
-1-090 |
-1.1% |
121-085 |
Range |
1-115 |
1-205 |
0-090 |
20.7% |
3-115 |
ATR |
1-007 |
1-022 |
0-014 |
4.3% |
0-000 |
Volume |
10,669 |
12,667 |
1,998 |
18.7% |
137,605 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-232 |
124-228 |
121-104 |
|
R3 |
124-027 |
123-023 |
120-279 |
|
R2 |
122-142 |
122-142 |
120-231 |
|
R1 |
121-138 |
121-138 |
120-183 |
121-038 |
PP |
120-257 |
120-257 |
120-257 |
120-206 |
S1 |
119-253 |
119-253 |
120-087 |
119-152 |
S2 |
119-052 |
119-052 |
120-039 |
|
S3 |
117-167 |
118-048 |
119-311 |
|
S4 |
115-282 |
116-163 |
119-166 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-095 |
130-045 |
123-036 |
|
R3 |
128-300 |
126-250 |
122-061 |
|
R2 |
125-185 |
125-185 |
121-282 |
|
R1 |
123-135 |
123-135 |
121-184 |
122-262 |
PP |
122-070 |
122-070 |
122-070 |
121-294 |
S1 |
120-020 |
120-020 |
120-306 |
119-148 |
S2 |
118-275 |
118-275 |
120-208 |
|
S3 |
115-160 |
116-225 |
120-109 |
|
S4 |
112-045 |
113-110 |
119-134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-250 |
120-055 |
2-195 |
2.2% |
1-088 |
1.1% |
10% |
False |
True |
15,054 |
10 |
125-020 |
120-055 |
4-285 |
4.1% |
1-072 |
1.0% |
5% |
False |
True |
60,003 |
20 |
125-275 |
120-055 |
5-220 |
4.7% |
1-007 |
0.8% |
4% |
False |
True |
590,740 |
40 |
128-010 |
120-055 |
7-275 |
6.5% |
0-296 |
0.8% |
3% |
False |
True |
855,950 |
60 |
128-010 |
120-055 |
7-275 |
6.5% |
0-269 |
0.7% |
3% |
False |
True |
935,674 |
80 |
128-010 |
120-055 |
7-275 |
6.5% |
0-273 |
0.7% |
3% |
False |
True |
936,612 |
100 |
128-010 |
120-055 |
7-275 |
6.5% |
0-256 |
0.7% |
3% |
False |
True |
753,242 |
120 |
128-010 |
120-050 |
7-280 |
6.5% |
0-240 |
0.6% |
3% |
False |
False |
627,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-251 |
2.618 |
126-034 |
1.618 |
124-149 |
1.000 |
123-145 |
0.618 |
122-264 |
HIGH |
121-260 |
0.618 |
121-059 |
0.500 |
120-318 |
0.382 |
120-256 |
LOW |
120-055 |
0.618 |
119-051 |
1.000 |
118-170 |
1.618 |
117-166 |
2.618 |
115-281 |
4.250 |
113-064 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
120-318 |
121-042 |
PP |
120-257 |
120-287 |
S1 |
120-196 |
120-211 |
|