ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
121-195 |
120-205 |
-0-310 |
-0.8% |
123-190 |
| High |
121-210 |
121-080 |
-0-130 |
-0.3% |
124-180 |
| Low |
120-040 |
120-140 |
0-100 |
0.3% |
122-020 |
| Close |
120-255 |
120-245 |
-0-010 |
0.0% |
122-200 |
| Range |
1-170 |
0-260 |
-0-230 |
-46.9% |
2-160 |
| ATR |
1-007 |
1-002 |
-0-005 |
-1.5% |
0-000 |
| Volume |
1,617,578 |
1,240,721 |
-376,857 |
-23.3% |
5,083,383 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-082 |
122-263 |
121-068 |
|
| R3 |
122-142 |
122-003 |
120-316 |
|
| R2 |
121-202 |
121-202 |
120-293 |
|
| R1 |
121-063 |
121-063 |
120-269 |
121-132 |
| PP |
120-262 |
120-262 |
120-262 |
120-296 |
| S1 |
120-123 |
120-123 |
120-221 |
120-192 |
| S2 |
120-002 |
120-002 |
120-197 |
|
| S3 |
119-062 |
119-183 |
120-174 |
|
| S4 |
118-122 |
118-243 |
120-102 |
|
|
| 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% |
1-091 |
1.1% |
19% |
False |
False |
1,270,813 |
| 10 |
124-180 |
120-040 |
4-140 |
3.7% |
1-030 |
0.9% |
14% |
False |
False |
1,082,883 |
| 20 |
126-110 |
120-040 |
6-070 |
5.1% |
1-012 |
0.9% |
10% |
False |
False |
580,324 |
| 40 |
127-080 |
120-040 |
7-040 |
5.9% |
0-277 |
0.7% |
9% |
False |
False |
293,340 |
| 60 |
127-080 |
120-040 |
7-040 |
5.9% |
0-237 |
0.6% |
9% |
False |
False |
195,643 |
| 80 |
127-080 |
120-040 |
7-040 |
5.9% |
0-190 |
0.5% |
9% |
False |
False |
146,737 |
| 100 |
127-080 |
120-040 |
7-040 |
5.9% |
0-154 |
0.4% |
9% |
False |
False |
117,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-225 |
|
2.618 |
123-121 |
|
1.618 |
122-181 |
|
1.000 |
122-020 |
|
0.618 |
121-241 |
|
HIGH |
121-080 |
|
0.618 |
120-301 |
|
0.500 |
120-270 |
|
0.382 |
120-239 |
|
LOW |
120-140 |
|
0.618 |
119-299 |
|
1.000 |
119-200 |
|
1.618 |
119-039 |
|
2.618 |
118-099 |
|
4.250 |
116-315 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-270 |
121-230 |
| PP |
120-262 |
121-128 |
| S1 |
120-253 |
121-027 |
|