ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
119-160 |
120-000 |
0-160 |
0.4% |
120-075 |
| High |
120-030 |
120-120 |
0-090 |
0.2% |
120-260 |
| Low |
119-000 |
118-285 |
-0-035 |
-0.1% |
119-145 |
| Close |
119-300 |
119-010 |
-0-290 |
-0.8% |
119-190 |
| Range |
1-030 |
1-155 |
0-125 |
35.7% |
1-115 |
| ATR |
1-003 |
1-014 |
0-011 |
3.4% |
0-000 |
| Volume |
335,613 |
434,835 |
99,222 |
29.6% |
2,121,950 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-283 |
122-302 |
119-271 |
|
| R3 |
122-128 |
121-147 |
119-141 |
|
| R2 |
120-293 |
120-293 |
119-097 |
|
| R1 |
119-312 |
119-312 |
119-054 |
119-225 |
| PP |
119-138 |
119-138 |
119-138 |
119-095 |
| S1 |
118-157 |
118-157 |
118-286 |
118-070 |
| S2 |
117-303 |
117-303 |
118-243 |
|
| S3 |
116-148 |
117-002 |
118-199 |
|
| S4 |
114-313 |
115-167 |
118-069 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-010 |
123-055 |
120-109 |
|
| R3 |
122-215 |
121-260 |
119-310 |
|
| R2 |
121-100 |
121-100 |
119-270 |
|
| R1 |
120-145 |
120-145 |
119-230 |
120-065 |
| PP |
119-305 |
119-305 |
119-305 |
119-265 |
| S1 |
119-030 |
119-030 |
119-150 |
118-270 |
| S2 |
118-190 |
118-190 |
119-110 |
|
| S3 |
117-075 |
117-235 |
119-070 |
|
| S4 |
115-280 |
116-120 |
118-271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-155 |
118-285 |
1-190 |
1.3% |
0-284 |
0.7% |
9% |
False |
True |
436,079 |
| 10 |
120-260 |
118-170 |
2-090 |
1.9% |
1-012 |
0.9% |
22% |
False |
False |
717,637 |
| 20 |
124-180 |
118-170 |
6-010 |
5.1% |
1-040 |
0.9% |
8% |
False |
False |
937,519 |
| 40 |
127-080 |
118-170 |
8-230 |
7.3% |
1-002 |
0.8% |
6% |
False |
False |
516,797 |
| 60 |
127-080 |
118-170 |
8-230 |
7.3% |
0-272 |
0.7% |
6% |
False |
False |
345,215 |
| 80 |
127-080 |
118-170 |
8-230 |
7.3% |
0-240 |
0.6% |
6% |
False |
False |
258,947 |
| 100 |
127-080 |
118-170 |
8-230 |
7.3% |
0-194 |
0.5% |
6% |
False |
False |
207,158 |
| 120 |
127-080 |
118-170 |
8-230 |
7.3% |
0-164 |
0.4% |
6% |
False |
False |
172,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-219 |
|
2.618 |
124-084 |
|
1.618 |
122-249 |
|
1.000 |
121-275 |
|
0.618 |
121-094 |
|
HIGH |
120-120 |
|
0.618 |
119-259 |
|
0.500 |
119-202 |
|
0.382 |
119-146 |
|
LOW |
118-285 |
|
0.618 |
117-311 |
|
1.000 |
117-130 |
|
1.618 |
116-156 |
|
2.618 |
115-001 |
|
4.250 |
112-186 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-202 |
119-202 |
| PP |
119-138 |
119-138 |
| S1 |
119-074 |
119-074 |
|