ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
120-267 |
120-290 |
0-023 |
0.1% |
120-117 |
| High |
120-310 |
120-312 |
0-002 |
0.0% |
121-000 |
| Low |
120-115 |
120-202 |
0-087 |
0.2% |
120-115 |
| Close |
120-277 |
120-290 |
0-013 |
0.0% |
120-290 |
| Range |
0-195 |
0-110 |
-0-085 |
-43.6% |
0-205 |
| ATR |
0-139 |
0-137 |
-0-002 |
-1.5% |
0-000 |
| Volume |
561,837 |
488,977 |
-72,860 |
-13.0% |
2,192,439 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-278 |
121-234 |
121-030 |
|
| R3 |
121-168 |
121-124 |
121-000 |
|
| R2 |
121-058 |
121-058 |
120-310 |
|
| R1 |
121-014 |
121-014 |
120-300 |
121-025 |
| PP |
120-268 |
120-268 |
120-268 |
120-274 |
| S1 |
120-224 |
120-224 |
120-280 |
120-235 |
| S2 |
120-158 |
120-158 |
120-270 |
|
| S3 |
120-048 |
120-114 |
120-260 |
|
| S4 |
119-258 |
120-004 |
120-230 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-217 |
122-138 |
121-083 |
|
| R3 |
122-012 |
121-253 |
121-026 |
|
| R2 |
121-127 |
121-127 |
121-008 |
|
| R1 |
121-048 |
121-048 |
120-309 |
121-088 |
| PP |
120-242 |
120-242 |
120-242 |
120-261 |
| S1 |
120-163 |
120-163 |
120-271 |
120-202 |
| S2 |
120-037 |
120-037 |
120-252 |
|
| S3 |
119-152 |
119-278 |
120-234 |
|
| S4 |
118-267 |
119-073 |
120-177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-000 |
120-115 |
0-205 |
0.5% |
0-125 |
0.3% |
85% |
False |
False |
438,487 |
| 10 |
121-000 |
119-252 |
1-068 |
1.0% |
0-121 |
0.3% |
92% |
False |
False |
416,740 |
| 20 |
121-000 |
118-297 |
2-023 |
1.7% |
0-149 |
0.4% |
95% |
False |
False |
423,311 |
| 40 |
121-000 |
118-297 |
2-023 |
1.7% |
0-138 |
0.4% |
95% |
False |
False |
283,800 |
| 60 |
121-000 |
117-030 |
3-290 |
3.2% |
0-110 |
0.3% |
98% |
False |
False |
189,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-140 |
|
2.618 |
121-280 |
|
1.618 |
121-170 |
|
1.000 |
121-102 |
|
0.618 |
121-060 |
|
HIGH |
120-312 |
|
0.618 |
120-270 |
|
0.500 |
120-257 |
|
0.382 |
120-244 |
|
LOW |
120-202 |
|
0.618 |
120-134 |
|
1.000 |
120-092 |
|
1.618 |
120-024 |
|
2.618 |
119-234 |
|
4.250 |
119-054 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-279 |
120-264 |
| PP |
120-268 |
120-239 |
| S1 |
120-257 |
120-214 |
|