ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
121-117 |
121-170 |
0-053 |
0.1% |
120-310 |
| High |
121-180 |
121-257 |
0-077 |
0.2% |
121-257 |
| Low |
121-095 |
121-110 |
0-015 |
0.0% |
120-305 |
| Close |
121-155 |
121-210 |
0-055 |
0.1% |
121-210 |
| Range |
0-085 |
0-147 |
0-062 |
72.9% |
0-272 |
| ATR |
0-125 |
0-127 |
0-002 |
1.2% |
0-000 |
| Volume |
365,435 |
452,036 |
86,601 |
23.7% |
1,903,207 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-313 |
122-249 |
121-291 |
|
| R3 |
122-166 |
122-102 |
121-250 |
|
| R2 |
122-019 |
122-019 |
121-237 |
|
| R1 |
121-275 |
121-275 |
121-223 |
121-307 |
| PP |
121-192 |
121-192 |
121-192 |
121-208 |
| S1 |
121-128 |
121-128 |
121-197 |
121-160 |
| S2 |
121-045 |
121-045 |
121-183 |
|
| S3 |
120-218 |
120-301 |
121-170 |
|
| S4 |
120-071 |
120-154 |
121-129 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-007 |
123-220 |
122-040 |
|
| R3 |
123-055 |
122-268 |
121-285 |
|
| R2 |
122-103 |
122-103 |
121-260 |
|
| R1 |
121-316 |
121-316 |
121-235 |
122-050 |
| PP |
121-151 |
121-151 |
121-151 |
121-177 |
| S1 |
121-044 |
121-044 |
121-185 |
121-098 |
| S2 |
120-199 |
120-199 |
121-160 |
|
| S3 |
119-247 |
120-092 |
121-135 |
|
| S4 |
118-295 |
119-140 |
121-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-257 |
120-305 |
0-272 |
0.7% |
0-099 |
0.3% |
83% |
True |
False |
380,641 |
| 10 |
121-257 |
120-115 |
1-142 |
1.2% |
0-112 |
0.3% |
90% |
True |
False |
409,564 |
| 20 |
121-257 |
118-297 |
2-280 |
2.4% |
0-125 |
0.3% |
95% |
True |
False |
406,253 |
| 40 |
121-257 |
118-297 |
2-280 |
2.4% |
0-141 |
0.4% |
95% |
True |
False |
330,724 |
| 60 |
121-257 |
117-240 |
4-017 |
3.3% |
0-115 |
0.3% |
96% |
True |
False |
221,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-242 |
|
2.618 |
123-002 |
|
1.618 |
122-175 |
|
1.000 |
122-084 |
|
0.618 |
122-028 |
|
HIGH |
121-257 |
|
0.618 |
121-201 |
|
0.500 |
121-184 |
|
0.382 |
121-166 |
|
LOW |
121-110 |
|
0.618 |
121-019 |
|
1.000 |
120-283 |
|
1.618 |
120-192 |
|
2.618 |
120-045 |
|
4.250 |
119-125 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-201 |
121-194 |
| PP |
121-192 |
121-177 |
| S1 |
121-184 |
121-161 |
|