ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
117-272 |
117-150 |
-0-122 |
-0.3% |
119-055 |
| High |
118-017 |
117-307 |
-0-030 |
-0.1% |
119-232 |
| Low |
117-117 |
116-292 |
-0-145 |
-0.4% |
117-117 |
| Close |
117-182 |
117-282 |
0-100 |
0.3% |
117-182 |
| Range |
0-220 |
1-015 |
0-115 |
52.3% |
2-115 |
| ATR |
0-194 |
0-204 |
0-010 |
5.2% |
0-000 |
| Volume |
376,864 |
505,053 |
128,189 |
34.0% |
2,733,031 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-232 |
120-112 |
118-146 |
|
| R3 |
119-217 |
119-097 |
118-054 |
|
| R2 |
118-202 |
118-202 |
118-023 |
|
| R1 |
118-082 |
118-082 |
117-313 |
118-142 |
| PP |
117-187 |
117-187 |
117-187 |
117-217 |
| S1 |
117-067 |
117-067 |
117-251 |
117-127 |
| S2 |
116-172 |
116-172 |
117-221 |
|
| S3 |
115-157 |
116-052 |
117-190 |
|
| S4 |
114-142 |
115-037 |
117-098 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-095 |
123-254 |
118-277 |
|
| R3 |
122-300 |
121-139 |
118-070 |
|
| R2 |
120-185 |
120-185 |
118-000 |
|
| R1 |
119-024 |
119-024 |
117-251 |
118-207 |
| PP |
118-070 |
118-070 |
118-070 |
118-002 |
| S1 |
116-229 |
116-229 |
117-113 |
116-092 |
| S2 |
115-275 |
115-275 |
117-044 |
|
| S3 |
113-160 |
114-114 |
116-294 |
|
| S4 |
111-045 |
111-319 |
116-087 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-131 |
|
2.618 |
120-224 |
|
1.618 |
119-209 |
|
1.000 |
119-002 |
|
0.618 |
118-194 |
|
HIGH |
117-307 |
|
0.618 |
117-179 |
|
0.500 |
117-140 |
|
0.382 |
117-100 |
|
LOW |
116-292 |
|
0.618 |
116-085 |
|
1.000 |
115-277 |
|
1.618 |
115-070 |
|
2.618 |
114-055 |
|
4.250 |
112-148 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-234 |
117-248 |
| PP |
117-187 |
117-213 |
| S1 |
117-140 |
117-178 |
|