ECBOT 5 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 |
120-055 |
120-135 |
0-080 |
0.2% |
120-090 |
| High |
120-175 |
120-135 |
-0-040 |
-0.1% |
120-257 |
| Low |
120-055 |
119-140 |
-0-235 |
-0.6% |
119-157 |
| Close |
120-162 |
119-150 |
-1-012 |
-0.9% |
120-012 |
| Range |
0-120 |
0-315 |
0-195 |
162.5% |
1-100 |
| ATR |
0-177 |
0-189 |
0-012 |
6.6% |
0-000 |
| Volume |
20,775 |
22,693 |
1,918 |
9.2% |
1,149,198 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-233 |
122-027 |
120-003 |
|
| R3 |
121-238 |
121-032 |
119-237 |
|
| R2 |
120-243 |
120-243 |
119-208 |
|
| R1 |
120-037 |
120-037 |
119-179 |
119-302 |
| PP |
119-248 |
119-248 |
119-248 |
119-221 |
| S1 |
119-042 |
119-042 |
119-121 |
118-308 |
| S2 |
118-253 |
118-253 |
119-092 |
|
| S3 |
117-258 |
118-047 |
119-063 |
|
| S4 |
116-263 |
117-052 |
118-297 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-015 |
123-114 |
120-243 |
|
| R3 |
122-235 |
122-014 |
120-128 |
|
| R2 |
121-135 |
121-135 |
120-089 |
|
| R1 |
120-234 |
120-234 |
120-050 |
120-134 |
| PP |
120-035 |
120-035 |
120-035 |
119-306 |
| S1 |
119-134 |
119-134 |
119-294 |
119-034 |
| S2 |
118-255 |
118-255 |
119-255 |
|
| S3 |
117-155 |
118-034 |
119-216 |
|
| S4 |
116-055 |
116-254 |
119-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-200 |
119-140 |
1-060 |
1.0% |
0-232 |
0.6% |
3% |
False |
True |
58,407 |
| 10 |
120-290 |
119-140 |
1-150 |
1.2% |
0-196 |
0.5% |
2% |
False |
True |
320,280 |
| 20 |
121-307 |
119-140 |
2-167 |
2.1% |
0-201 |
0.5% |
1% |
False |
True |
441,666 |
| 40 |
122-115 |
119-140 |
2-295 |
2.4% |
0-162 |
0.4% |
1% |
False |
True |
451,111 |
| 60 |
122-115 |
119-140 |
2-295 |
2.4% |
0-147 |
0.4% |
1% |
False |
True |
431,442 |
| 80 |
122-115 |
118-297 |
3-138 |
2.9% |
0-151 |
0.4% |
16% |
False |
False |
391,228 |
| 100 |
122-115 |
117-240 |
4-195 |
3.9% |
0-134 |
0.4% |
37% |
False |
False |
313,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-194 |
|
2.618 |
123-000 |
|
1.618 |
122-005 |
|
1.000 |
121-130 |
|
0.618 |
121-010 |
|
HIGH |
120-135 |
|
0.618 |
120-015 |
|
0.500 |
119-298 |
|
0.382 |
119-260 |
|
LOW |
119-140 |
|
0.618 |
118-265 |
|
1.000 |
118-145 |
|
1.618 |
117-270 |
|
2.618 |
116-275 |
|
4.250 |
115-081 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-298 |
119-318 |
| PP |
119-248 |
119-262 |
| S1 |
119-199 |
119-206 |
|