ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
118-137 |
118-280 |
0-143 |
0.4% |
120-055 |
| High |
118-272 |
118-280 |
0-008 |
0.0% |
120-175 |
| Low |
118-005 |
118-005 |
0-000 |
0.0% |
118-110 |
| Close |
118-257 |
118-045 |
-0-212 |
-0.6% |
118-162 |
| Range |
0-267 |
0-275 |
0-008 |
3.0% |
2-065 |
| ATR |
0-200 |
0-205 |
0-005 |
2.7% |
0-000 |
| Volume |
5,107 |
3,095 |
-2,012 |
-39.4% |
67,659 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-295 |
120-125 |
118-196 |
|
| R3 |
120-020 |
119-170 |
118-121 |
|
| R2 |
119-065 |
119-065 |
118-095 |
|
| R1 |
118-215 |
118-215 |
118-070 |
118-162 |
| PP |
118-110 |
118-110 |
118-110 |
118-084 |
| S1 |
117-260 |
117-260 |
118-020 |
117-208 |
| S2 |
117-155 |
117-155 |
117-315 |
|
| S3 |
116-200 |
116-305 |
117-289 |
|
| S4 |
115-245 |
116-030 |
117-214 |
|
|
| 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 |
119-200 |
118-005 |
1-195 |
1.4% |
0-239 |
0.6% |
8% |
False |
True |
6,478 |
| 10 |
120-200 |
118-005 |
2-195 |
2.2% |
0-236 |
0.6% |
5% |
False |
True |
32,443 |
| 20 |
120-290 |
118-005 |
2-285 |
2.4% |
0-196 |
0.5% |
4% |
False |
True |
289,263 |
| 40 |
122-115 |
118-005 |
4-110 |
3.7% |
0-177 |
0.5% |
3% |
False |
True |
398,904 |
| 60 |
122-115 |
118-005 |
4-110 |
3.7% |
0-156 |
0.4% |
3% |
False |
True |
398,631 |
| 80 |
122-115 |
118-005 |
4-110 |
3.7% |
0-158 |
0.4% |
3% |
False |
True |
390,408 |
| 100 |
122-115 |
117-240 |
4-195 |
3.9% |
0-145 |
0.4% |
8% |
False |
False |
313,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-169 |
|
2.618 |
121-040 |
|
1.618 |
120-085 |
|
1.000 |
119-235 |
|
0.618 |
119-130 |
|
HIGH |
118-280 |
|
0.618 |
118-175 |
|
0.500 |
118-142 |
|
0.382 |
118-110 |
|
LOW |
118-005 |
|
0.618 |
117-155 |
|
1.000 |
117-050 |
|
1.618 |
116-200 |
|
2.618 |
115-245 |
|
4.250 |
114-116 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-142 |
118-156 |
| PP |
118-110 |
118-119 |
| S1 |
118-078 |
118-082 |
|