ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
122-160 |
122-235 |
0-075 |
0.2% |
123-190 |
High |
123-150 |
123-120 |
-0-030 |
-0.1% |
124-180 |
Low |
122-020 |
122-230 |
0-210 |
0.5% |
122-020 |
Close |
122-200 |
123-105 |
0-225 |
0.6% |
122-200 |
Range |
1-130 |
0-210 |
-0-240 |
-53.3% |
2-160 |
ATR |
0-292 |
0-288 |
-0-004 |
-1.3% |
0-000 |
Volume |
1,299,780 |
752,079 |
-547,701 |
-42.1% |
5,083,383 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-035 |
124-280 |
123-220 |
|
R3 |
124-145 |
124-070 |
123-163 |
|
R2 |
123-255 |
123-255 |
123-144 |
|
R1 |
123-180 |
123-180 |
123-124 |
123-218 |
PP |
123-045 |
123-045 |
123-045 |
123-064 |
S1 |
122-290 |
122-290 |
123-086 |
123-008 |
S2 |
122-155 |
122-155 |
123-066 |
|
S3 |
121-265 |
122-080 |
123-047 |
|
S4 |
121-055 |
121-190 |
122-310 |
|
|
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% |
51% |
False |
False |
1,094,275 |
10 |
124-300 |
122-020 |
2-280 |
2.3% |
0-314 |
0.8% |
44% |
False |
False |
714,428 |
20 |
126-260 |
122-020 |
4-240 |
3.9% |
0-303 |
0.8% |
27% |
False |
False |
367,358 |
40 |
127-080 |
122-020 |
5-060 |
4.2% |
0-252 |
0.6% |
24% |
False |
False |
185,834 |
60 |
127-080 |
122-020 |
5-060 |
4.2% |
0-216 |
0.5% |
24% |
False |
False |
123,940 |
80 |
127-080 |
122-020 |
5-060 |
4.2% |
0-172 |
0.4% |
24% |
False |
False |
92,959 |
100 |
127-080 |
120-070 |
7-010 |
5.7% |
0-140 |
0.4% |
44% |
False |
False |
74,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-052 |
2.618 |
125-030 |
1.618 |
124-140 |
1.000 |
124-010 |
0.618 |
123-250 |
HIGH |
123-120 |
0.618 |
123-040 |
0.500 |
123-015 |
0.382 |
122-310 |
LOW |
122-230 |
0.618 |
122-100 |
1.000 |
122-020 |
1.618 |
121-210 |
2.618 |
121-000 |
4.250 |
119-298 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
123-075 |
123-045 |
PP |
123-045 |
122-305 |
S1 |
123-015 |
122-245 |
|