ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
120-090 |
0-030 |
0.1% |
123-250 |
| High |
120-290 |
120-210 |
-0-080 |
-0.2% |
124-120 |
| Low |
119-255 |
119-240 |
-0-015 |
0.0% |
121-005 |
| Close |
120-005 |
120-120 |
0-115 |
0.3% |
121-085 |
| Range |
1-035 |
0-290 |
-0-065 |
-18.3% |
3-115 |
| ATR |
1-022 |
1-019 |
-0-004 |
-1.1% |
0-000 |
| Volume |
11,104 |
3,404 |
-7,700 |
-69.3% |
137,605 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-313 |
122-187 |
120-280 |
|
| R3 |
122-023 |
121-217 |
120-200 |
|
| R2 |
121-053 |
121-053 |
120-173 |
|
| R1 |
120-247 |
120-247 |
120-147 |
120-310 |
| PP |
120-083 |
120-083 |
120-083 |
120-115 |
| S1 |
119-277 |
119-277 |
120-093 |
120-020 |
| S2 |
119-113 |
119-113 |
120-067 |
|
| S3 |
118-143 |
118-307 |
120-040 |
|
| S4 |
117-173 |
118-017 |
119-280 |
|
|
| 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 |
122-030 |
119-240 |
2-110 |
1.9% |
1-070 |
1.0% |
27% |
False |
True |
10,133 |
| 10 |
124-140 |
119-240 |
4-220 |
3.9% |
1-066 |
1.0% |
13% |
False |
True |
28,464 |
| 20 |
125-275 |
119-240 |
6-035 |
5.1% |
1-015 |
0.9% |
10% |
False |
True |
450,756 |
| 40 |
128-010 |
119-240 |
8-090 |
6.9% |
0-301 |
0.8% |
8% |
False |
True |
804,807 |
| 60 |
128-010 |
119-240 |
8-090 |
6.9% |
0-271 |
0.7% |
8% |
False |
True |
891,947 |
| 80 |
128-010 |
119-240 |
8-090 |
6.9% |
0-275 |
0.7% |
8% |
False |
True |
934,448 |
| 100 |
128-010 |
119-240 |
8-090 |
6.9% |
0-260 |
0.7% |
8% |
False |
True |
753,374 |
| 120 |
128-010 |
119-240 |
8-090 |
6.9% |
0-243 |
0.6% |
8% |
False |
True |
627,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-162 |
|
2.618 |
123-009 |
|
1.618 |
122-039 |
|
1.000 |
121-180 |
|
0.618 |
121-069 |
|
HIGH |
120-210 |
|
0.618 |
120-099 |
|
0.500 |
120-065 |
|
0.382 |
120-031 |
|
LOW |
119-240 |
|
0.618 |
119-061 |
|
1.000 |
118-270 |
|
1.618 |
118-091 |
|
2.618 |
117-121 |
|
4.250 |
115-288 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-102 |
120-250 |
| PP |
120-083 |
120-207 |
| S1 |
120-065 |
120-163 |
|