ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
122-250 |
122-160 |
-0-090 |
-0.2% |
123-190 |
| High |
123-000 |
123-150 |
0-150 |
0.4% |
124-180 |
| Low |
122-080 |
122-020 |
-0-060 |
-0.2% |
122-020 |
| Close |
122-140 |
122-200 |
0-060 |
0.2% |
122-200 |
| Range |
0-240 |
1-130 |
0-210 |
87.5% |
2-160 |
| ATR |
0-280 |
0-292 |
0-012 |
4.4% |
0-000 |
| Volume |
1,539,578 |
1,299,780 |
-239,798 |
-15.6% |
5,083,383 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-300 |
126-060 |
123-128 |
|
| R3 |
125-170 |
124-250 |
123-004 |
|
| R2 |
124-040 |
124-040 |
122-282 |
|
| R1 |
123-120 |
123-120 |
122-241 |
123-240 |
| PP |
122-230 |
122-230 |
122-230 |
122-290 |
| S1 |
121-310 |
121-310 |
122-159 |
122-110 |
| S2 |
121-100 |
121-100 |
122-118 |
|
| S3 |
119-290 |
120-180 |
122-076 |
|
| S4 |
118-160 |
119-050 |
121-272 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-187 |
129-033 |
124-000 |
|
| R3 |
128-027 |
126-193 |
123-100 |
|
| R2 |
125-187 |
125-187 |
123-027 |
|
| R1 |
124-033 |
124-033 |
122-273 |
123-190 |
| PP |
123-027 |
123-027 |
123-027 |
122-265 |
| S1 |
121-193 |
121-193 |
122-127 |
121-030 |
| S2 |
120-187 |
120-187 |
122-053 |
|
| S3 |
118-027 |
119-033 |
121-300 |
|
| S4 |
115-187 |
116-193 |
121-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-180 |
122-020 |
2-160 |
2.0% |
1-008 |
0.8% |
23% |
False |
True |
1,016,676 |
| 10 |
124-300 |
122-020 |
2-280 |
2.3% |
0-309 |
0.8% |
20% |
False |
True |
644,772 |
| 20 |
127-020 |
122-020 |
5-000 |
4.1% |
0-310 |
0.8% |
11% |
False |
True |
330,989 |
| 40 |
127-080 |
122-020 |
5-060 |
4.2% |
0-252 |
0.6% |
11% |
False |
True |
167,037 |
| 60 |
127-080 |
122-020 |
5-060 |
4.2% |
0-214 |
0.5% |
11% |
False |
True |
111,405 |
| 80 |
127-080 |
122-020 |
5-060 |
4.2% |
0-170 |
0.4% |
11% |
False |
True |
83,558 |
| 100 |
127-080 |
120-070 |
7-010 |
5.7% |
0-138 |
0.4% |
34% |
False |
False |
66,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-142 |
|
2.618 |
127-048 |
|
1.618 |
125-238 |
|
1.000 |
124-280 |
|
0.618 |
124-108 |
|
HIGH |
123-150 |
|
0.618 |
122-298 |
|
0.500 |
122-245 |
|
0.382 |
122-192 |
|
LOW |
122-020 |
|
0.618 |
121-062 |
|
1.000 |
120-210 |
|
1.618 |
119-252 |
|
2.618 |
118-122 |
|
4.250 |
116-028 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-245 |
123-035 |
| PP |
122-230 |
122-303 |
| S1 |
122-215 |
122-252 |
|