ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-040 |
120-000 |
-0-040 |
-0.1% |
119-160 |
| High |
120-090 |
120-155 |
0-065 |
0.2% |
120-155 |
| Low |
119-185 |
119-300 |
0-115 |
0.3% |
118-285 |
| Close |
119-315 |
120-140 |
0-145 |
0.4% |
120-140 |
| Range |
0-225 |
0-175 |
-0-050 |
-22.2% |
1-190 |
| ATR |
1-014 |
1-002 |
-0-011 |
-3.4% |
0-000 |
| Volume |
433,207 |
183,523 |
-249,684 |
-57.6% |
1,934,961 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-297 |
121-233 |
120-236 |
|
| R3 |
121-122 |
121-058 |
120-188 |
|
| R2 |
120-267 |
120-267 |
120-172 |
|
| R1 |
120-203 |
120-203 |
120-156 |
120-235 |
| PP |
120-092 |
120-092 |
120-092 |
120-108 |
| S1 |
120-028 |
120-028 |
120-124 |
120-060 |
| S2 |
119-237 |
119-237 |
120-108 |
|
| S3 |
119-062 |
119-173 |
120-092 |
|
| S4 |
118-207 |
118-318 |
120-044 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-230 |
124-055 |
121-100 |
|
| R3 |
123-040 |
122-185 |
120-280 |
|
| R2 |
121-170 |
121-170 |
120-234 |
|
| R1 |
120-315 |
120-315 |
120-187 |
121-082 |
| PP |
119-300 |
119-300 |
119-300 |
120-024 |
| S1 |
119-125 |
119-125 |
120-093 |
119-212 |
| S2 |
118-110 |
118-110 |
120-046 |
|
| S3 |
116-240 |
117-255 |
120-000 |
|
| S4 |
115-050 |
116-065 |
119-180 |
|
|
| 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% |
1-015 |
0.9% |
97% |
True |
False |
386,992 |
| 10 |
120-260 |
118-285 |
1-295 |
1.6% |
0-288 |
0.7% |
80% |
False |
False |
482,878 |
| 20 |
123-150 |
118-170 |
4-300 |
4.1% |
1-034 |
0.9% |
39% |
False |
False |
824,769 |
| 40 |
127-080 |
118-170 |
8-230 |
7.2% |
1-009 |
0.9% |
22% |
False |
False |
545,681 |
| 60 |
127-080 |
118-170 |
8-230 |
7.2% |
0-280 |
0.7% |
22% |
False |
False |
364,620 |
| 80 |
127-080 |
118-170 |
8-230 |
7.2% |
0-244 |
0.6% |
22% |
False |
False |
273,503 |
| 100 |
127-080 |
118-170 |
8-230 |
7.2% |
0-202 |
0.5% |
22% |
False |
False |
218,803 |
| 120 |
127-080 |
118-170 |
8-230 |
7.2% |
0-170 |
0.4% |
22% |
False |
False |
182,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-259 |
|
2.618 |
121-293 |
|
1.618 |
121-118 |
|
1.000 |
121-010 |
|
0.618 |
120-263 |
|
HIGH |
120-155 |
|
0.618 |
120-088 |
|
0.500 |
120-068 |
|
0.382 |
120-047 |
|
LOW |
119-300 |
|
0.618 |
119-192 |
|
1.000 |
119-125 |
|
1.618 |
119-017 |
|
2.618 |
118-162 |
|
4.250 |
117-196 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-116 |
120-063 |
| PP |
120-092 |
119-307 |
| S1 |
120-068 |
119-230 |
|