ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
119-000 |
-1-000 |
-0.8% |
120-075 |
| High |
120-120 |
120-115 |
-0-005 |
0.0% |
120-260 |
| Low |
118-285 |
118-305 |
0-020 |
0.1% |
119-145 |
| Close |
119-010 |
120-080 |
1-070 |
1.0% |
119-190 |
| Range |
1-155 |
1-130 |
-0-025 |
-5.3% |
1-115 |
| ATR |
1-014 |
1-022 |
0-008 |
2.5% |
0-000 |
| Volume |
434,835 |
547,783 |
112,948 |
26.0% |
2,121,950 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-023 |
123-182 |
121-008 |
|
| R3 |
122-213 |
122-052 |
120-204 |
|
| R2 |
121-083 |
121-083 |
120-162 |
|
| R1 |
120-242 |
120-242 |
120-121 |
121-002 |
| PP |
119-273 |
119-273 |
119-273 |
119-314 |
| S1 |
119-112 |
119-112 |
120-039 |
119-192 |
| S2 |
118-143 |
118-143 |
119-318 |
|
| S3 |
117-013 |
117-302 |
119-276 |
|
| S4 |
115-203 |
116-172 |
119-152 |
|
|
| 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 |
120-140 |
118-285 |
1-175 |
1.3% |
1-014 |
0.9% |
88% |
False |
False |
422,581 |
| 10 |
120-260 |
118-170 |
2-090 |
1.9% |
1-000 |
0.8% |
75% |
False |
False |
648,897 |
| 20 |
124-050 |
118-170 |
5-200 |
4.7% |
1-052 |
1.0% |
31% |
False |
False |
928,091 |
| 40 |
127-080 |
118-170 |
8-230 |
7.3% |
1-009 |
0.9% |
20% |
False |
False |
530,410 |
| 60 |
127-080 |
118-170 |
8-230 |
7.3% |
0-278 |
0.7% |
20% |
False |
False |
354,344 |
| 80 |
127-080 |
118-170 |
8-230 |
7.3% |
0-242 |
0.6% |
20% |
False |
False |
265,794 |
| 100 |
127-080 |
118-170 |
8-230 |
7.3% |
0-198 |
0.5% |
20% |
False |
False |
212,635 |
| 120 |
127-080 |
118-170 |
8-230 |
7.3% |
0-168 |
0.4% |
20% |
False |
False |
177,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-108 |
|
2.618 |
124-013 |
|
1.618 |
122-203 |
|
1.000 |
121-245 |
|
0.618 |
121-073 |
|
HIGH |
120-115 |
|
0.618 |
119-263 |
|
0.500 |
119-210 |
|
0.382 |
119-157 |
|
LOW |
118-305 |
|
0.618 |
118-027 |
|
1.000 |
117-175 |
|
1.618 |
116-217 |
|
2.618 |
115-087 |
|
4.250 |
112-312 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-017 |
120-014 |
| PP |
119-273 |
119-268 |
| S1 |
119-210 |
119-202 |
|