ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
122-235 |
123-100 |
0-185 |
0.5% |
123-190 |
| High |
123-120 |
123-100 |
-0-020 |
-0.1% |
124-180 |
| Low |
122-230 |
121-095 |
-1-135 |
-1.2% |
122-020 |
| Close |
123-105 |
121-125 |
-1-300 |
-1.6% |
122-200 |
| Range |
0-210 |
2-005 |
1-115 |
207.1% |
2-160 |
| ATR |
0-288 |
0-314 |
0-026 |
9.0% |
0-000 |
| Volume |
752,079 |
1,443,907 |
691,828 |
92.0% |
5,083,383 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-015 |
126-235 |
122-160 |
|
| R3 |
126-010 |
124-230 |
121-302 |
|
| R2 |
124-005 |
124-005 |
121-243 |
|
| R1 |
122-225 |
122-225 |
121-184 |
122-112 |
| PP |
122-000 |
122-000 |
122-000 |
121-264 |
| S1 |
120-220 |
120-220 |
121-066 |
120-108 |
| S2 |
119-315 |
119-315 |
121-007 |
|
| S3 |
117-310 |
118-215 |
120-268 |
|
| S4 |
115-305 |
116-210 |
120-090 |
|
|
| 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 |
124-050 |
121-095 |
2-275 |
2.4% |
1-091 |
1.1% |
3% |
False |
True |
1,235,789 |
| 10 |
124-300 |
121-095 |
3-205 |
3.0% |
1-024 |
0.9% |
3% |
False |
True |
855,899 |
| 20 |
126-260 |
121-095 |
5-165 |
4.5% |
1-010 |
0.9% |
2% |
False |
True |
438,318 |
| 40 |
127-080 |
121-095 |
5-305 |
4.9% |
0-267 |
0.7% |
2% |
False |
True |
221,928 |
| 60 |
127-080 |
121-095 |
5-305 |
4.9% |
0-226 |
0.6% |
2% |
False |
True |
148,005 |
| 80 |
127-080 |
121-095 |
5-305 |
4.9% |
0-180 |
0.5% |
2% |
False |
True |
111,008 |
| 100 |
127-080 |
120-070 |
7-010 |
5.8% |
0-146 |
0.4% |
17% |
False |
False |
88,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-281 |
|
2.618 |
128-189 |
|
1.618 |
126-184 |
|
1.000 |
125-105 |
|
0.618 |
124-179 |
|
HIGH |
123-100 |
|
0.618 |
122-174 |
|
0.500 |
122-098 |
|
0.382 |
122-021 |
|
LOW |
121-095 |
|
0.618 |
120-016 |
|
1.000 |
119-090 |
|
1.618 |
118-011 |
|
2.618 |
116-006 |
|
4.250 |
112-234 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-098 |
122-122 |
| PP |
122-000 |
122-017 |
| S1 |
121-222 |
121-231 |
|