ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-030 |
121-072 |
0-042 |
0.1% |
120-117 |
| High |
121-087 |
121-187 |
0-100 |
0.3% |
121-000 |
| Low |
121-025 |
121-065 |
0-040 |
0.1% |
120-115 |
| Close |
121-060 |
121-115 |
0-055 |
0.1% |
120-290 |
| Range |
0-062 |
0-122 |
0-060 |
96.8% |
0-205 |
| ATR |
0-129 |
0-129 |
0-000 |
-0.1% |
0-000 |
| Volume |
336,377 |
473,405 |
137,028 |
40.7% |
2,192,439 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-168 |
122-104 |
121-182 |
|
| R3 |
122-046 |
121-302 |
121-149 |
|
| R2 |
121-244 |
121-244 |
121-137 |
|
| R1 |
121-180 |
121-180 |
121-126 |
121-212 |
| PP |
121-122 |
121-122 |
121-122 |
121-138 |
| S1 |
121-058 |
121-058 |
121-104 |
121-090 |
| S2 |
121-000 |
121-000 |
121-093 |
|
| S3 |
120-198 |
120-256 |
121-081 |
|
| S4 |
120-076 |
120-134 |
121-048 |
|
|
| 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 |
121-187 |
120-115 |
1-072 |
1.0% |
0-114 |
0.3% |
82% |
True |
False |
427,310 |
| 10 |
121-187 |
120-097 |
1-090 |
1.1% |
0-110 |
0.3% |
82% |
True |
False |
403,725 |
| 20 |
121-187 |
118-297 |
2-210 |
2.2% |
0-131 |
0.3% |
92% |
True |
False |
410,462 |
| 40 |
121-187 |
118-297 |
2-210 |
2.2% |
0-139 |
0.4% |
92% |
True |
False |
310,726 |
| 60 |
121-187 |
117-030 |
4-157 |
3.7% |
0-113 |
0.3% |
95% |
True |
False |
207,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-066 |
|
2.618 |
122-186 |
|
1.618 |
122-064 |
|
1.000 |
121-309 |
|
0.618 |
121-262 |
|
HIGH |
121-187 |
|
0.618 |
121-140 |
|
0.500 |
121-126 |
|
0.382 |
121-112 |
|
LOW |
121-065 |
|
0.618 |
120-310 |
|
1.000 |
120-263 |
|
1.618 |
120-188 |
|
2.618 |
120-066 |
|
4.250 |
119-186 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-126 |
121-105 |
| PP |
121-122 |
121-096 |
| S1 |
121-119 |
121-086 |
|