ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
118-017 |
118-140 |
0-123 |
0.3% |
118-137 |
| High |
118-072 |
118-240 |
0-168 |
0.4% |
118-280 |
| Low |
117-247 |
118-102 |
0-175 |
0.5% |
117-247 |
| Close |
118-047 |
118-217 |
0-170 |
0.4% |
118-217 |
| Range |
0-145 |
0-138 |
-0-007 |
-4.8% |
1-033 |
| ATR |
0-199 |
0-198 |
0-000 |
-0.2% |
0-000 |
| Volume |
2,498 |
3,396 |
898 |
35.9% |
16,916 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-280 |
119-227 |
118-293 |
|
| R3 |
119-142 |
119-089 |
118-255 |
|
| R2 |
119-004 |
119-004 |
118-242 |
|
| R1 |
118-271 |
118-271 |
118-230 |
118-298 |
| PP |
118-186 |
118-186 |
118-186 |
118-200 |
| S1 |
118-133 |
118-133 |
118-204 |
118-160 |
| S2 |
118-048 |
118-048 |
118-192 |
|
| S3 |
117-230 |
117-315 |
118-179 |
|
| S4 |
117-092 |
117-177 |
118-141 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-240 |
121-102 |
119-091 |
|
| R3 |
120-207 |
120-069 |
118-314 |
|
| R2 |
119-174 |
119-174 |
118-282 |
|
| R1 |
119-036 |
119-036 |
118-249 |
119-105 |
| PP |
118-141 |
118-141 |
118-141 |
118-176 |
| S1 |
118-003 |
118-003 |
118-185 |
118-072 |
| S2 |
117-108 |
117-108 |
118-152 |
|
| S3 |
116-075 |
116-290 |
118-120 |
|
| S4 |
115-042 |
115-257 |
118-023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-280 |
117-247 |
1-033 |
0.9% |
0-201 |
0.5% |
82% |
False |
False |
3,383 |
| 10 |
120-175 |
117-247 |
2-248 |
2.3% |
0-209 |
0.6% |
33% |
False |
False |
8,457 |
| 20 |
120-290 |
117-247 |
3-043 |
2.6% |
0-197 |
0.5% |
29% |
False |
False |
204,914 |
| 40 |
122-115 |
117-247 |
4-188 |
3.9% |
0-181 |
0.5% |
20% |
False |
False |
368,937 |
| 60 |
122-115 |
117-247 |
4-188 |
3.9% |
0-157 |
0.4% |
20% |
False |
False |
376,204 |
| 80 |
122-115 |
117-247 |
4-188 |
3.9% |
0-158 |
0.4% |
20% |
False |
False |
387,232 |
| 100 |
122-115 |
117-247 |
4-188 |
3.9% |
0-147 |
0.4% |
20% |
False |
False |
313,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-186 |
|
2.618 |
119-281 |
|
1.618 |
119-143 |
|
1.000 |
119-058 |
|
0.618 |
119-005 |
|
HIGH |
118-240 |
|
0.618 |
118-187 |
|
0.500 |
118-171 |
|
0.382 |
118-155 |
|
LOW |
118-102 |
|
0.618 |
118-017 |
|
1.000 |
117-284 |
|
1.618 |
117-199 |
|
2.618 |
117-061 |
|
4.250 |
116-156 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-202 |
118-172 |
| PP |
118-186 |
118-128 |
| S1 |
118-171 |
118-084 |
|