ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-090 |
120-270 |
0-180 |
0.5% |
121-055 |
| High |
120-210 |
121-155 |
0-265 |
0.7% |
121-260 |
| Low |
119-240 |
120-220 |
0-300 |
0.8% |
119-240 |
| Close |
120-120 |
121-130 |
1-010 |
0.9% |
121-130 |
| Range |
0-290 |
0-255 |
-0-035 |
-12.1% |
2-020 |
| ATR |
1-019 |
1-020 |
0-001 |
0.3% |
0-000 |
| Volume |
3,404 |
3,005 |
-399 |
-11.7% |
40,849 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-187 |
123-093 |
121-270 |
|
| R3 |
122-252 |
122-158 |
121-200 |
|
| R2 |
121-317 |
121-317 |
121-177 |
|
| R1 |
121-223 |
121-223 |
121-153 |
121-270 |
| PP |
121-062 |
121-062 |
121-062 |
121-085 |
| S1 |
120-288 |
120-288 |
121-107 |
121-015 |
| S2 |
120-127 |
120-127 |
121-083 |
|
| S3 |
119-192 |
120-033 |
121-060 |
|
| S4 |
118-257 |
119-098 |
120-310 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-057 |
126-113 |
122-173 |
|
| R3 |
125-037 |
124-093 |
121-312 |
|
| R2 |
123-017 |
123-017 |
121-251 |
|
| R1 |
122-073 |
122-073 |
121-190 |
122-205 |
| PP |
120-317 |
120-317 |
120-317 |
121-062 |
| S1 |
120-053 |
120-053 |
121-070 |
120-185 |
| S2 |
118-297 |
118-297 |
121-009 |
|
| S3 |
116-277 |
118-033 |
120-268 |
|
| S4 |
114-257 |
116-013 |
120-087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-260 |
119-240 |
2-020 |
1.7% |
1-052 |
1.0% |
80% |
False |
False |
8,169 |
| 10 |
124-120 |
119-240 |
4-200 |
3.8% |
1-050 |
1.0% |
36% |
False |
False |
17,845 |
| 20 |
125-275 |
119-240 |
6-035 |
5.0% |
1-014 |
0.9% |
27% |
False |
False |
390,296 |
| 40 |
128-010 |
119-240 |
8-090 |
6.8% |
0-303 |
0.8% |
20% |
False |
False |
779,945 |
| 60 |
128-010 |
119-240 |
8-090 |
6.8% |
0-271 |
0.7% |
20% |
False |
False |
872,875 |
| 80 |
128-010 |
119-240 |
8-090 |
6.8% |
0-274 |
0.7% |
20% |
False |
False |
930,537 |
| 100 |
128-010 |
119-240 |
8-090 |
6.8% |
0-260 |
0.7% |
20% |
False |
False |
753,394 |
| 120 |
128-010 |
119-240 |
8-090 |
6.8% |
0-243 |
0.6% |
20% |
False |
False |
627,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-279 |
|
2.618 |
123-183 |
|
1.618 |
122-248 |
|
1.000 |
122-090 |
|
0.618 |
121-313 |
|
HIGH |
121-155 |
|
0.618 |
121-058 |
|
0.500 |
121-028 |
|
0.382 |
120-317 |
|
LOW |
120-220 |
|
0.618 |
120-062 |
|
1.000 |
119-285 |
|
1.618 |
119-127 |
|
2.618 |
118-192 |
|
4.250 |
117-096 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-096 |
121-046 |
| PP |
121-062 |
120-282 |
| S1 |
121-028 |
120-198 |
|