ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-075 |
120-045 |
-0-030 |
-0.1% |
120-000 |
| High |
120-260 |
120-155 |
-0-105 |
-0.3% |
120-255 |
| Low |
119-295 |
119-275 |
-0-020 |
-0.1% |
118-170 |
| Close |
120-025 |
120-075 |
0-050 |
0.1% |
120-080 |
| Range |
0-285 |
0-200 |
-0-085 |
-29.8% |
2-085 |
| ATR |
1-031 |
1-020 |
-0-011 |
-3.1% |
0-000 |
| Volume |
712,003 |
615,271 |
-96,732 |
-13.6% |
5,267,371 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-022 |
121-248 |
120-185 |
|
| R3 |
121-142 |
121-048 |
120-130 |
|
| R2 |
120-262 |
120-262 |
120-112 |
|
| R1 |
120-168 |
120-168 |
120-093 |
120-215 |
| PP |
120-062 |
120-062 |
120-062 |
120-085 |
| S1 |
119-288 |
119-288 |
120-057 |
120-015 |
| S2 |
119-182 |
119-182 |
120-038 |
|
| S3 |
118-302 |
119-088 |
120-020 |
|
| S4 |
118-102 |
118-208 |
119-285 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-210 |
125-230 |
121-159 |
|
| R3 |
124-125 |
123-145 |
120-279 |
|
| R2 |
122-040 |
122-040 |
120-213 |
|
| R1 |
121-060 |
121-060 |
120-146 |
121-210 |
| PP |
119-275 |
119-275 |
119-275 |
120-030 |
| S1 |
118-295 |
118-295 |
120-014 |
119-125 |
| S2 |
117-190 |
117-190 |
119-267 |
|
| S3 |
115-105 |
116-210 |
119-201 |
|
| S4 |
113-020 |
114-125 |
119-001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-260 |
118-170 |
2-090 |
1.9% |
0-307 |
0.8% |
75% |
False |
False |
875,213 |
| 10 |
121-210 |
118-170 |
3-040 |
2.6% |
1-050 |
1.0% |
55% |
False |
False |
1,026,998 |
| 20 |
124-300 |
118-170 |
6-130 |
5.3% |
1-038 |
0.9% |
27% |
False |
False |
941,448 |
| 40 |
127-080 |
118-170 |
8-230 |
7.3% |
0-314 |
0.8% |
20% |
False |
False |
477,947 |
| 60 |
127-080 |
118-170 |
8-230 |
7.3% |
0-262 |
0.7% |
20% |
False |
False |
319,144 |
| 80 |
127-080 |
118-170 |
8-230 |
7.3% |
0-225 |
0.6% |
20% |
False |
False |
239,383 |
| 100 |
127-080 |
118-170 |
8-230 |
7.3% |
0-183 |
0.5% |
20% |
False |
False |
191,507 |
| 120 |
127-080 |
118-170 |
8-230 |
7.3% |
0-154 |
0.4% |
20% |
False |
False |
159,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-045 |
|
2.618 |
122-039 |
|
1.618 |
121-159 |
|
1.000 |
121-035 |
|
0.618 |
120-279 |
|
HIGH |
120-155 |
|
0.618 |
120-079 |
|
0.500 |
120-055 |
|
0.382 |
120-031 |
|
LOW |
119-275 |
|
0.618 |
119-151 |
|
1.000 |
119-075 |
|
1.618 |
118-271 |
|
2.618 |
118-071 |
|
4.250 |
117-065 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-068 |
120-062 |
| PP |
120-062 |
120-048 |
| S1 |
120-055 |
120-035 |
|