ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
120-305 |
120-267 |
-0-038 |
-0.1% |
119-292 |
| High |
120-310 |
120-310 |
0-000 |
0.0% |
120-250 |
| Low |
120-250 |
120-115 |
-0-135 |
-0.3% |
119-252 |
| Close |
120-262 |
120-277 |
0-015 |
0.0% |
120-117 |
| Range |
0-060 |
0-195 |
0-135 |
225.0% |
0-318 |
| ATR |
0-135 |
0-139 |
0-004 |
3.2% |
0-000 |
| Volume |
361,685 |
561,837 |
200,152 |
55.3% |
1,974,966 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-179 |
122-103 |
121-064 |
|
| R3 |
121-304 |
121-228 |
121-011 |
|
| R2 |
121-109 |
121-109 |
120-313 |
|
| R1 |
121-033 |
121-033 |
120-295 |
121-071 |
| PP |
120-234 |
120-234 |
120-234 |
120-253 |
| S1 |
120-158 |
120-158 |
120-259 |
120-196 |
| S2 |
120-039 |
120-039 |
120-241 |
|
| S3 |
119-164 |
119-283 |
120-223 |
|
| S4 |
118-289 |
119-088 |
120-170 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-094 |
122-263 |
120-292 |
|
| R3 |
122-096 |
121-265 |
120-204 |
|
| R2 |
121-098 |
121-098 |
120-175 |
|
| R1 |
120-267 |
120-267 |
120-146 |
121-022 |
| PP |
120-100 |
120-100 |
120-100 |
120-137 |
| S1 |
119-269 |
119-269 |
120-088 |
120-024 |
| S2 |
119-102 |
119-102 |
120-059 |
|
| S3 |
118-104 |
118-271 |
120-030 |
|
| S4 |
117-106 |
117-273 |
119-262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-000 |
120-097 |
0-223 |
0.6% |
0-122 |
0.3% |
81% |
False |
False |
410,763 |
| 10 |
121-000 |
119-175 |
1-145 |
1.2% |
0-125 |
0.3% |
91% |
False |
False |
404,187 |
| 20 |
121-000 |
118-297 |
2-023 |
1.7% |
0-147 |
0.4% |
94% |
False |
False |
424,380 |
| 40 |
121-000 |
118-297 |
2-023 |
1.7% |
0-137 |
0.4% |
94% |
False |
False |
271,608 |
| 60 |
121-000 |
117-030 |
3-290 |
3.2% |
0-108 |
0.3% |
97% |
False |
False |
181,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-179 |
|
2.618 |
122-181 |
|
1.618 |
121-306 |
|
1.000 |
121-185 |
|
0.618 |
121-111 |
|
HIGH |
120-310 |
|
0.618 |
120-236 |
|
0.500 |
120-212 |
|
0.382 |
120-189 |
|
LOW |
120-115 |
|
0.618 |
119-314 |
|
1.000 |
119-240 |
|
1.618 |
119-119 |
|
2.618 |
118-244 |
|
4.250 |
117-246 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-256 |
120-257 |
| PP |
120-234 |
120-237 |
| S1 |
120-212 |
120-218 |
|