ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
119-010 |
118-307 |
-0-023 |
-0.1% |
120-055 |
| High |
119-040 |
118-307 |
-0-053 |
-0.1% |
120-175 |
| Low |
118-210 |
118-110 |
-0-100 |
-0.3% |
118-110 |
| Close |
118-235 |
118-162 |
-0-073 |
-0.2% |
118-162 |
| Range |
0-150 |
0-197 |
0-047 |
31.3% |
2-065 |
| ATR |
0-194 |
0-194 |
0-000 |
0.1% |
0-000 |
| Volume |
10,861 |
3,274 |
-7,587 |
-69.9% |
67,659 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-144 |
120-030 |
118-270 |
|
| R3 |
119-267 |
119-153 |
118-216 |
|
| R2 |
119-070 |
119-070 |
118-198 |
|
| R1 |
118-276 |
118-276 |
118-180 |
118-234 |
| PP |
118-193 |
118-193 |
118-193 |
118-172 |
| S1 |
118-079 |
118-079 |
118-144 |
118-038 |
| S2 |
117-316 |
117-316 |
118-126 |
|
| S3 |
117-119 |
117-202 |
118-108 |
|
| S4 |
116-242 |
117-005 |
118-054 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-237 |
124-105 |
119-230 |
|
| R3 |
123-172 |
122-040 |
119-036 |
|
| R2 |
121-107 |
121-107 |
118-291 |
|
| R1 |
119-295 |
119-295 |
118-227 |
119-168 |
| PP |
119-042 |
119-042 |
119-042 |
118-299 |
| S1 |
117-230 |
117-230 |
118-097 |
117-104 |
| S2 |
116-297 |
116-297 |
118-033 |
|
| S3 |
114-232 |
115-165 |
117-288 |
|
| S4 |
112-167 |
113-100 |
117-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-175 |
118-110 |
2-065 |
1.9% |
0-218 |
0.6% |
7% |
False |
True |
13,531 |
| 10 |
120-257 |
118-110 |
2-147 |
2.1% |
0-208 |
0.5% |
7% |
False |
True |
121,685 |
| 20 |
121-145 |
118-110 |
3-035 |
2.6% |
0-197 |
0.5% |
5% |
False |
True |
363,783 |
| 40 |
122-115 |
118-110 |
4-005 |
3.4% |
0-170 |
0.4% |
4% |
False |
True |
420,751 |
| 60 |
122-115 |
118-110 |
4-005 |
3.4% |
0-151 |
0.4% |
4% |
False |
True |
409,057 |
| 80 |
122-115 |
118-110 |
4-005 |
3.4% |
0-156 |
0.4% |
4% |
False |
True |
390,990 |
| 100 |
122-115 |
117-240 |
4-195 |
3.9% |
0-141 |
0.4% |
16% |
False |
False |
313,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-184 |
|
2.618 |
120-183 |
|
1.618 |
119-306 |
|
1.000 |
119-184 |
|
0.618 |
119-109 |
|
HIGH |
118-307 |
|
0.618 |
118-232 |
|
0.500 |
118-208 |
|
0.382 |
118-185 |
|
LOW |
118-110 |
|
0.618 |
117-308 |
|
1.000 |
117-233 |
|
1.618 |
117-111 |
|
2.618 |
116-234 |
|
4.250 |
115-233 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-208 |
118-315 |
| PP |
118-193 |
118-264 |
| S1 |
118-178 |
118-213 |
|