ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
118-307 |
118-137 |
-0-170 |
-0.4% |
120-055 |
| High |
118-307 |
118-272 |
-0-035 |
-0.1% |
120-175 |
| Low |
118-110 |
118-005 |
-0-105 |
-0.3% |
118-110 |
| Close |
118-162 |
118-257 |
0-095 |
0.3% |
118-162 |
| Range |
0-197 |
0-267 |
0-070 |
35.5% |
2-065 |
| ATR |
0-194 |
0-200 |
0-005 |
2.7% |
0-000 |
| Volume |
3,274 |
5,107 |
1,833 |
56.0% |
67,659 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-019 |
120-245 |
119-084 |
|
| R3 |
120-072 |
119-298 |
119-010 |
|
| R2 |
119-125 |
119-125 |
118-306 |
|
| R1 |
119-031 |
119-031 |
118-281 |
119-078 |
| PP |
118-178 |
118-178 |
118-178 |
118-202 |
| S1 |
118-084 |
118-084 |
118-233 |
118-131 |
| S2 |
117-231 |
117-231 |
118-208 |
|
| S3 |
116-284 |
117-137 |
118-184 |
|
| S4 |
116-017 |
116-190 |
118-110 |
|
|
| 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 |
120-135 |
118-005 |
2-130 |
2.0% |
0-247 |
0.7% |
33% |
False |
True |
10,398 |
| 10 |
120-257 |
118-005 |
2-252 |
2.3% |
0-222 |
0.6% |
28% |
False |
True |
60,428 |
| 20 |
120-290 |
118-005 |
2-285 |
2.4% |
0-196 |
0.5% |
27% |
False |
True |
331,535 |
| 40 |
122-115 |
118-005 |
4-110 |
3.7% |
0-173 |
0.5% |
18% |
False |
True |
407,428 |
| 60 |
122-115 |
118-005 |
4-110 |
3.7% |
0-152 |
0.4% |
18% |
False |
True |
403,084 |
| 80 |
122-115 |
118-005 |
4-110 |
3.7% |
0-157 |
0.4% |
18% |
False |
True |
390,816 |
| 100 |
122-115 |
117-240 |
4-195 |
3.9% |
0-143 |
0.4% |
23% |
False |
False |
313,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-127 |
|
2.618 |
121-011 |
|
1.618 |
120-064 |
|
1.000 |
119-219 |
|
0.618 |
119-117 |
|
HIGH |
118-272 |
|
0.618 |
118-170 |
|
0.500 |
118-138 |
|
0.382 |
118-107 |
|
LOW |
118-005 |
|
0.618 |
117-160 |
|
1.000 |
117-058 |
|
1.618 |
116-213 |
|
2.618 |
115-266 |
|
4.250 |
114-150 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-218 |
118-232 |
| PP |
118-178 |
118-207 |
| S1 |
118-138 |
118-182 |
|