ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
120-205 |
120-265 |
0-060 |
0.2% |
122-235 |
High |
121-080 |
121-045 |
-0-035 |
-0.1% |
123-120 |
Low |
120-140 |
119-290 |
-0-170 |
-0.4% |
119-290 |
Close |
120-245 |
120-070 |
-0-175 |
-0.5% |
120-070 |
Range |
0-260 |
1-075 |
0-135 |
51.9% |
3-150 |
ATR |
1-002 |
1-007 |
0-005 |
1.6% |
0-000 |
Volume |
1,240,721 |
817,037 |
-423,684 |
-34.1% |
5,871,322 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-040 |
123-130 |
120-287 |
|
R3 |
122-285 |
122-055 |
120-179 |
|
R2 |
121-210 |
121-210 |
120-142 |
|
R1 |
120-300 |
120-300 |
120-106 |
120-218 |
PP |
120-135 |
120-135 |
120-135 |
120-094 |
S1 |
119-225 |
119-225 |
120-034 |
119-142 |
S2 |
119-060 |
119-060 |
119-318 |
|
S3 |
117-305 |
118-150 |
119-281 |
|
S4 |
116-230 |
117-075 |
119-173 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-183 |
129-117 |
122-040 |
|
R3 |
128-033 |
125-287 |
121-055 |
|
R2 |
124-203 |
124-203 |
120-274 |
|
R1 |
122-137 |
122-137 |
120-172 |
121-255 |
PP |
121-053 |
121-053 |
121-053 |
120-272 |
S1 |
118-307 |
118-307 |
119-288 |
118-105 |
S2 |
117-223 |
117-223 |
119-186 |
|
S3 |
114-073 |
115-157 |
119-085 |
|
S4 |
110-243 |
112-007 |
118-100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-120 |
119-290 |
3-150 |
2.9% |
1-080 |
1.0% |
9% |
False |
True |
1,174,264 |
10 |
124-180 |
119-290 |
4-210 |
3.9% |
1-044 |
0.9% |
7% |
False |
True |
1,095,470 |
20 |
126-060 |
119-290 |
6-090 |
5.2% |
1-019 |
0.9% |
5% |
False |
True |
620,397 |
40 |
127-080 |
119-290 |
7-110 |
6.1% |
0-282 |
0.7% |
4% |
False |
True |
313,749 |
60 |
127-080 |
119-290 |
7-110 |
6.1% |
0-240 |
0.6% |
4% |
False |
True |
209,260 |
80 |
127-080 |
119-290 |
7-110 |
6.1% |
0-195 |
0.5% |
4% |
False |
True |
156,950 |
100 |
127-080 |
119-290 |
7-110 |
6.1% |
0-158 |
0.4% |
4% |
False |
True |
125,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-124 |
2.618 |
124-119 |
1.618 |
123-044 |
1.000 |
122-120 |
0.618 |
121-289 |
HIGH |
121-045 |
0.618 |
120-214 |
0.500 |
120-168 |
0.382 |
120-121 |
LOW |
119-290 |
0.618 |
119-046 |
1.000 |
118-215 |
1.618 |
117-291 |
2.618 |
116-216 |
4.250 |
114-211 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
120-168 |
120-250 |
PP |
120-135 |
120-190 |
S1 |
120-102 |
120-130 |
|