ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
118-280 |
118-017 |
-0-263 |
-0.7% |
120-055 |
| High |
118-280 |
118-130 |
-0-150 |
-0.4% |
120-175 |
| Low |
118-005 |
117-272 |
-0-053 |
-0.1% |
118-110 |
| Close |
118-045 |
117-305 |
-0-060 |
-0.2% |
118-162 |
| Range |
0-275 |
0-178 |
-0-097 |
-35.3% |
2-065 |
| ATR |
0-205 |
0-203 |
-0-002 |
-0.9% |
0-000 |
| Volume |
3,095 |
2,820 |
-275 |
-8.9% |
67,659 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-236 |
119-129 |
118-083 |
|
| R3 |
119-058 |
118-271 |
118-034 |
|
| R2 |
118-200 |
118-200 |
118-018 |
|
| R1 |
118-093 |
118-093 |
118-001 |
118-058 |
| PP |
118-022 |
118-022 |
118-022 |
118-005 |
| S1 |
117-235 |
117-235 |
117-289 |
117-200 |
| S2 |
117-164 |
117-164 |
117-272 |
|
| S3 |
116-306 |
117-057 |
117-256 |
|
| S4 |
116-128 |
116-199 |
117-207 |
|
|
| 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 |
119-040 |
117-272 |
1-088 |
1.1% |
0-213 |
0.6% |
8% |
False |
True |
5,031 |
| 10 |
120-175 |
117-272 |
2-223 |
2.3% |
0-227 |
0.6% |
4% |
False |
True |
16,996 |
| 20 |
120-290 |
117-272 |
3-018 |
2.6% |
0-197 |
0.5% |
3% |
False |
True |
255,594 |
| 40 |
122-115 |
117-272 |
4-163 |
3.8% |
0-178 |
0.5% |
2% |
False |
True |
387,520 |
| 60 |
122-115 |
117-272 |
4-163 |
3.8% |
0-155 |
0.4% |
2% |
False |
True |
390,879 |
| 80 |
122-115 |
117-272 |
4-163 |
3.8% |
0-159 |
0.4% |
2% |
False |
True |
389,437 |
| 100 |
122-115 |
117-240 |
4-195 |
3.9% |
0-147 |
0.4% |
4% |
False |
False |
313,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-246 |
|
2.618 |
119-276 |
|
1.618 |
119-098 |
|
1.000 |
118-308 |
|
0.618 |
118-240 |
|
HIGH |
118-130 |
|
0.618 |
118-062 |
|
0.500 |
118-041 |
|
0.382 |
118-020 |
|
LOW |
117-272 |
|
0.618 |
117-162 |
|
1.000 |
117-094 |
|
1.618 |
116-304 |
|
2.618 |
116-126 |
|
4.250 |
115-156 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-041 |
118-116 |
| PP |
118-022 |
118-072 |
| S1 |
118-004 |
118-029 |
|