ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
123-100 |
121-195 |
-1-225 |
-1.4% |
123-190 |
| High |
123-100 |
121-210 |
-1-210 |
-1.3% |
124-180 |
| Low |
121-095 |
120-040 |
-1-055 |
-1.0% |
122-020 |
| Close |
121-125 |
120-255 |
-0-190 |
-0.5% |
122-200 |
| Range |
2-005 |
1-170 |
-0-155 |
-24.0% |
2-160 |
| ATR |
0-314 |
1-007 |
0-013 |
4.0% |
0-000 |
| Volume |
1,443,907 |
1,617,578 |
173,671 |
12.0% |
5,083,383 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-145 |
124-210 |
121-204 |
|
| R3 |
123-295 |
123-040 |
121-070 |
|
| R2 |
122-125 |
122-125 |
121-025 |
|
| R1 |
121-190 |
121-190 |
120-300 |
121-072 |
| PP |
120-275 |
120-275 |
120-275 |
120-216 |
| S1 |
120-020 |
120-020 |
120-210 |
119-222 |
| S2 |
119-105 |
119-105 |
120-165 |
|
| S3 |
117-255 |
118-170 |
120-120 |
|
| S4 |
116-085 |
117-000 |
119-306 |
|
|
| 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 |
123-150 |
120-040 |
3-110 |
2.8% |
1-087 |
1.1% |
20% |
False |
True |
1,330,584 |
| 10 |
124-200 |
120-040 |
4-160 |
3.7% |
1-048 |
1.0% |
15% |
False |
True |
1,004,883 |
| 20 |
126-110 |
120-040 |
6-070 |
5.1% |
1-014 |
0.9% |
11% |
False |
True |
518,843 |
| 40 |
127-080 |
120-040 |
7-040 |
5.9% |
0-275 |
0.7% |
9% |
False |
True |
262,358 |
| 60 |
127-080 |
120-040 |
7-040 |
5.9% |
0-234 |
0.6% |
9% |
False |
True |
174,964 |
| 80 |
127-080 |
120-040 |
7-040 |
5.9% |
0-187 |
0.5% |
9% |
False |
True |
131,228 |
| 100 |
127-080 |
120-040 |
7-040 |
5.9% |
0-151 |
0.4% |
9% |
False |
True |
104,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-052 |
|
2.618 |
125-213 |
|
1.618 |
124-043 |
|
1.000 |
123-060 |
|
0.618 |
122-193 |
|
HIGH |
121-210 |
|
0.618 |
121-023 |
|
0.500 |
120-285 |
|
0.382 |
120-227 |
|
LOW |
120-040 |
|
0.618 |
119-057 |
|
1.000 |
118-190 |
|
1.618 |
117-207 |
|
2.618 |
116-037 |
|
4.250 |
113-198 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-285 |
121-240 |
| PP |
120-275 |
121-138 |
| S1 |
120-265 |
121-037 |
|