ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124-020 |
122-250 |
-1-090 |
-1.0% |
123-130 |
| High |
124-050 |
123-000 |
-1-050 |
-0.9% |
124-300 |
| Low |
122-180 |
122-080 |
-0-100 |
-0.3% |
123-040 |
| Close |
122-270 |
122-140 |
-0-130 |
-0.3% |
123-210 |
| Range |
1-190 |
0-240 |
-0-270 |
-52.9% |
1-260 |
| ATR |
0-283 |
0-280 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,143,602 |
1,539,578 |
395,976 |
34.6% |
1,308,824 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-260 |
124-120 |
122-272 |
|
| R3 |
124-020 |
123-200 |
122-206 |
|
| R2 |
123-100 |
123-100 |
122-184 |
|
| R1 |
122-280 |
122-280 |
122-162 |
122-230 |
| PP |
122-180 |
122-180 |
122-180 |
122-155 |
| S1 |
122-040 |
122-040 |
122-118 |
121-310 |
| S2 |
121-260 |
121-260 |
122-096 |
|
| S3 |
121-020 |
121-120 |
122-074 |
|
| S4 |
120-100 |
120-200 |
122-008 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-110 |
128-100 |
124-209 |
|
| R3 |
127-170 |
126-160 |
124-050 |
|
| R2 |
125-230 |
125-230 |
123-316 |
|
| R1 |
124-220 |
124-220 |
123-263 |
125-065 |
| PP |
123-290 |
123-290 |
123-290 |
124-052 |
| S1 |
122-280 |
122-280 |
123-157 |
123-125 |
| S2 |
122-030 |
122-030 |
123-104 |
|
| S3 |
120-090 |
121-020 |
123-050 |
|
| S4 |
118-150 |
119-080 |
122-211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-180 |
122-080 |
2-100 |
1.9% |
0-288 |
0.7% |
8% |
False |
True |
894,953 |
| 10 |
124-300 |
122-080 |
2-220 |
2.2% |
0-289 |
0.7% |
7% |
False |
True |
517,544 |
| 20 |
127-080 |
122-080 |
5-000 |
4.1% |
0-304 |
0.8% |
4% |
False |
True |
266,593 |
| 40 |
127-080 |
122-080 |
5-000 |
4.1% |
0-242 |
0.6% |
4% |
False |
True |
134,546 |
| 60 |
127-080 |
122-080 |
5-000 |
4.1% |
0-208 |
0.5% |
4% |
False |
True |
89,747 |
| 80 |
127-080 |
122-080 |
5-000 |
4.1% |
0-164 |
0.4% |
4% |
False |
True |
67,311 |
| 100 |
127-080 |
120-020 |
7-060 |
5.9% |
0-133 |
0.3% |
33% |
False |
False |
53,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-060 |
|
2.618 |
124-308 |
|
1.618 |
124-068 |
|
1.000 |
123-240 |
|
0.618 |
123-148 |
|
HIGH |
123-000 |
|
0.618 |
122-228 |
|
0.500 |
122-200 |
|
0.382 |
122-172 |
|
LOW |
122-080 |
|
0.618 |
121-252 |
|
1.000 |
121-160 |
|
1.618 |
121-012 |
|
2.618 |
120-092 |
|
4.250 |
119-020 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-200 |
123-130 |
| PP |
122-180 |
123-027 |
| S1 |
122-160 |
122-243 |
|