ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-045 |
120-125 |
0-080 |
0.2% |
120-000 |
| High |
120-155 |
120-140 |
-0-015 |
0.0% |
120-255 |
| Low |
119-275 |
119-255 |
-0-020 |
-0.1% |
118-170 |
| Close |
120-075 |
120-000 |
-0-075 |
-0.2% |
120-080 |
| Range |
0-200 |
0-205 |
0-005 |
2.5% |
2-085 |
| ATR |
1-020 |
1-011 |
-0-010 |
-2.8% |
0-000 |
| Volume |
615,271 |
478,842 |
-136,429 |
-22.2% |
5,267,371 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-000 |
121-205 |
120-113 |
|
| R3 |
121-115 |
121-000 |
120-056 |
|
| R2 |
120-230 |
120-230 |
120-038 |
|
| R1 |
120-115 |
120-115 |
120-019 |
120-070 |
| PP |
120-025 |
120-025 |
120-025 |
120-002 |
| S1 |
119-230 |
119-230 |
119-301 |
119-185 |
| S2 |
119-140 |
119-140 |
119-282 |
|
| S3 |
118-255 |
119-025 |
119-264 |
|
| S4 |
118-050 |
118-140 |
119-207 |
|
|
| 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% |
0-270 |
0.7% |
64% |
False |
False |
734,950 |
| 10 |
121-080 |
118-170 |
2-230 |
2.3% |
1-022 |
0.9% |
54% |
False |
False |
913,124 |
| 20 |
124-200 |
118-170 |
6-030 |
5.1% |
1-035 |
0.9% |
24% |
False |
False |
959,003 |
| 40 |
127-080 |
118-170 |
8-230 |
7.3% |
0-313 |
0.8% |
17% |
False |
False |
489,891 |
| 60 |
127-080 |
118-170 |
8-230 |
7.3% |
0-262 |
0.7% |
17% |
False |
False |
327,123 |
| 80 |
127-080 |
118-170 |
8-230 |
7.3% |
0-228 |
0.6% |
17% |
False |
False |
245,368 |
| 100 |
127-080 |
118-170 |
8-230 |
7.3% |
0-185 |
0.5% |
17% |
False |
False |
196,295 |
| 120 |
127-080 |
118-170 |
8-230 |
7.3% |
0-156 |
0.4% |
17% |
False |
False |
163,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-051 |
|
2.618 |
122-037 |
|
1.618 |
121-152 |
|
1.000 |
121-025 |
|
0.618 |
120-267 |
|
HIGH |
120-140 |
|
0.618 |
120-062 |
|
0.500 |
120-038 |
|
0.382 |
120-013 |
|
LOW |
119-255 |
|
0.618 |
119-128 |
|
1.000 |
119-050 |
|
1.618 |
118-243 |
|
2.618 |
118-038 |
|
4.250 |
117-024 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-038 |
120-098 |
| PP |
120-025 |
120-065 |
| S1 |
120-012 |
120-032 |
|